Confidence+Intervals

Confidence Intervals (Estimation) (GWU EMSE-271)
Index | Topics (Logical Lectures) | Lectures | Problems | Readings | References | Concepts [ Computing Confidence Intervals | Mean Confidence Intervals | Variance Confidence Intervals ] [ Credibility (intervals) versus Confidence Intervals ] [Criticality Region]

Look at Slide 101 and 102 again. (TBR) Check EMSE 280 page and referenced graphic.

~In the long run, if a **//large//** number of samples were conducted, with a 95% confidence, 5% of the samples would not contain the mean.~ - Van Dorp


 * "Constructing Confidence Intervals**
 * To construct confidence interval (CI), you need:
 * 1) Point estimate (PE)
 * 2) Standard error (SE)
 * 3) Critical value (CV)
 * Your formula will __always__ be some variation of: C.I. = PE ± CV (SE)" - PAD 202, Fall 2008, Lecture 7

Academic Correctness wording: "Interpretation: {the} 90% confidence interval is a random interval that has a 90% probability of capturing the mean mu. The calcuated confidence interval (above) is a realization of such an interval and it either contains the value mu or it does not." - 2005 Solution

"In [|statistics], a **confidence interval** (**CI**) is an [|interval estimate] of a [|population parameter]. Instead of estimating the parameter by a single value, an interval likely to include the parameter is given. Thus, confidence intervals are used to indicate the reliability of an estimate. **How likely the interval is to contain the parameter** is determined by the **confidence level** or confidence coefficient." - [|Wikipedia]

"A frequentist 90% [|confidence interval] of 35-45 means that with a large number of repeated samples, 90% of the calculated confidence intervals would include the true value of the parameter." - [|Wikipedia]

"Estimator distributions are important to determine confidence intervals." - EMSE 271, Fall 2009 (Slide 68 and 70)

- Minitab v. 15. Help on Box Plots linking to Confidence Interval

- PAD 202, Fall 2008, Lecture 7

NEED TO BE ABLE TO EXPLAIN EXACTLY AS WELL AS UNDERSTAND. CHECK


 * QUESTION:** Why the wording important to determine, why not are used to determine?

LOOK UP PAD201 APPROACH to see if it explains things better.

Slide 73-74. Want to say something like this is a realization fo a t-distribuitn, realzation fo a t-statistic.

Van Dorp also talked about the 5h, 95th percentiles and how the difference was 90% - related to the confidence intervals (or is this credibility intervals)


 * Sources:**
 * EMSE 271, Fall 2009 (Slides 68-71)
 * PAD 202, Conger, Research Methods and Applied Statistics, Public Administration, George Washington University, Fall 2008
 * Confidence interval. (2009, April 29). In //Wikipedia, The Free Encyclopedia//. Retrieved 21:55, May 3, 2009, from []
 * Minitab 15.1.30.0. (c) 2007, Minitab Inc.