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Main Author: Hedlin, Dan
Format: Preprint
Published: 2024
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Online Access:https://arxiv.org/abs/2402.10000
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author Hedlin, Dan
author_facet Hedlin, Dan
contents Suppose the lifetime of a large sample of batteries in routine use is measured. A confidence interval is computed to 394 plus/minus 1.96 times 4.6 days. The standard interpretation is that if we repeatedly draw samples and compute confidence intervals, about 95% of the intervals will cover the unknown true lifetime. What can be said about the particular interval 394 plus/minus 1.96 times 4.6 has not been clear. We clarify this by using an epistemic interpretation of probability. The conclusion is that a realised (computed) confidence interval covers the parameter with the probability given by the confidence level is a valid statement, unless there are relevant and recognisable subsets of the sample.
format Preprint
id arxiv_https___arxiv_org_abs_2402_10000
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle A computed 95% confidence interval does cover the true value with probability 0.95 if epistemically interpreted
Hedlin, Dan
Other Statistics
Suppose the lifetime of a large sample of batteries in routine use is measured. A confidence interval is computed to 394 plus/minus 1.96 times 4.6 days. The standard interpretation is that if we repeatedly draw samples and compute confidence intervals, about 95% of the intervals will cover the unknown true lifetime. What can be said about the particular interval 394 plus/minus 1.96 times 4.6 has not been clear. We clarify this by using an epistemic interpretation of probability. The conclusion is that a realised (computed) confidence interval covers the parameter with the probability given by the confidence level is a valid statement, unless there are relevant and recognisable subsets of the sample.
title A computed 95% confidence interval does cover the true value with probability 0.95 if epistemically interpreted
topic Other Statistics
url https://arxiv.org/abs/2402.10000