Seminar: Dan Hedlin, Department of Statistics, Stockholm University

Seminar

Date: Wednesday 31 January 2024

Time: 13.00 – 14.00

Location: Campus Albano, Lecture room 9, house 2, level 2

A computed 95% confidence interval does cover the true value with probability 0.95 – epistemically interpreted

Abstract

How to interpret and make use of a computed (realised) confidence interval has been debated for a long time. I advocate that a realised confidence interval covers the parameter with probability . Suppose a sample of batteries in routine use is taken and their lifetimes are measured. A confidence interval is computed to days. The standard interpretation is that if we repeatedly draw samples of the same size and compute confidence intervals, 95% of the intervals will cover the unknown true life time. What can be said about the realised interval has not been clear in the literature. I shall give contradictory examples of interpretations. To appreciate the claim made here, we need to have a look at philosophy of probability and the Fisherian concept of relevant subsets.

Theme

Mathematics and Statistics

Last updated: January 10, 2024

Source: Department of Statistics

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