Linked Questions
14 questions linked to/from Prediction interval for binomial random variable
4 votes
2 answers
244 views
Probability that $n$ trials will succeed given that $k$ succeeded [duplicate]
I'm not sure exactly how to ask this, or if there is such a thing. I'm new to statistics and have just studied confidence intervals and confidence levels of survey data, such as the confidence of ...
26 votes
2 answers
4k views
What non-Bayesian methods are there for predictive inference?
In Bayesian inference a predictive distribution for future data is derived by integrating out unknown parameters; integrating over the posterior distribution of those parameters gives a posterior ...
17 votes
2 answers
14k views
Beta distribution on flipping a coin
Kruschke's Bayesian book says, regarding the use of a beta distribution for flipping a coin, For example, if we have no prior knowledge other than the knowledge that the coin has a head side and a ...
10 votes
2 answers
3k views
Derivation of confidence and prediction intervals of predictions for probit and logit (and GLMs in general)
The derivation of the prediction interval for the linear model is quite simple: Obtaining a formula for prediction limits in a linear model . How to derive the confidence and prediction intervals for ...
9 votes
1 answer
1k views
Prediction intervals for the outcome of a logistic regression with binomial response
Suppose we have a logistic regression model: $$\begin{align} P(y=1\vert\mathbf{x}) &= p \\ \log\left(\frac{p}{1-p}\right) &= \boldsymbol{\beta}\mathbf{x} \end{align}$$ Given a random sample $...
4 votes
1 answer
2k views
Prediction interval for sum of observations from logistic regression
It is possible make prediction intervals for $Y\mid X=x$ where $X \sim \operatorname{Binom}(n,p)$ and $Y \sim \operatorname{Binom}(m,p)$ as answered in my previous question . Now I wish to make a ...
4 votes
1 answer
152 views
Binomial distribution - estimating confidence interval without mean?
This question is probably easy but I couldn't find the answer, nor remember my lectures in statistic. I have an (infinite) bag of red (A) and blue (B) chips, i.e. $P(A) = p = 1 - P(B)$ I want to ...
3 votes
0 answers
530 views
Explain how Pr(dx,dy) appears in the derivation of the expected prediction error
I am working through the book "Elements of Statistical Learning" and I do not understand why $Pr(dx,dy)$ is in equation 2.10 Background: This is what I understand so far: I am calculating the ...
2 votes
2 answers
173 views
How many responses needed when a majority can't be measured?
Given the following situation, can an accurate total be calculated? A document is downloaded from my website. 82% of people use Microsoft Office, which I can't track. 18% of people use OpenOffice, ...
1 vote
1 answer
236 views
Confidence interval on binomial distribution on one sample predicted from another sample
I have a work problem that seems to match pretty much exactly the "drawing balls from urns" type of problem, and it must be a pretty common type of problem, but my googling didn't find a solution. I ...
3 votes
0 answers
170 views
Calculating a Confidence Interval for a Proportion for a Sample of Different Size
I'm interested in a (preferably analytic) solution or approximation to the following problem: Let $s_1$ be a sample from an unknown distribution of size $N_1$ and with proportion of successes $p_1$. ...
3 votes
2 answers
156 views
Sample confidence interval
I am observing a 1/3 of a large (1 000 000) population (e.g. university students). I know that 10 000 students from my observed sample opted for a extra test. I estimate that 30 000 in total opted for ...
1 vote
0 answers
42 views
Probabilistic predictions from a frequentist point of view [duplicate]
I'm trying to understand how a frequentist would approach statements like "having observed X, the probability of Y happening is Z". For concreteness, let's say we conducted $n_1$ identical, ...
1 vote
1 answer
69 views
Combining results of 2 survey sources
In my study, I have data from 2 survey sources (from 2 groups of people). They are very different from each others. A few major differences: First group did not get paid to answer the survey while ...