Timeline for What's wrong with this interpretation of a 95% confidence interval?
Current License: CC BY-SA 4.0
5 events
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| Jan 4, 2022 at 0:02 | comment | added | Graham Bornholt | For example, the (frequentist) statistician Kiefer's (1977) JASA article extended the confidence concept in a number of ways including to conditional confidence. He wrote, for example, "we are conditionally 96% confident that our decision is correct" p. 791. As you say, these confidences are not personal. Confidence claims are a consequence of the model selected and the sample only. | |
| Jan 4, 2022 at 0:00 | comment | added | Graham Bornholt | Good point about the idealised model, As Cox says, everything in statistics is provisional. I have edited my answer to say" Given the assumed model, we state 95% confidence that ..." I have changed the "I" to "we" regarding the claim as it is meant to include other (frequentist) statisticians using the same model. Other well-known frequentists are happy with the "we are 95% confident" format. | |
| Jan 3, 2022 at 23:44 | history | edited | Graham Bornholt | CC BY-SA 4.0 | added 57 characters in body |
| Jan 3, 2022 at 23:19 | comment | added | Christian Hennig | I don't like the wording "I am/we are 95% confident", because the 95% are a mathematical statement about a property of the CI under an idealised model; there is no necessary implication about my/your/our personal confidence. (Personally, in any real situation, I believe that the assumed model is not true and a true parameter value therefore does not exist, so for sure I'm not confident at all that this non-existing value is in the CI.) | |
| Jan 3, 2022 at 22:05 | history | answered | Graham Bornholt | CC BY-SA 4.0 |