3 ms·

A 95% confidence interval will contain the true mean 95% of the time (across an infinite number of replications of the experiment/study). For a single confiden

by khr 8y ago

A 95% confidence interval will contain the true mean 95% of the time (across an infinite number of replications of the experiment/study). For a single confidence interval, you have either captured the mean in your confidence interval, or you've not -- there's no probability about it.

justinpombrio 8y ago
I believe this is the correct frequentist interpretation. To quote wikipedia: > A 95% confidence level does not mean that for a given realized interval there is a 95% probability that the population parameter lies within the interval (i.e., a 95% probability that the interval covers the population parameter).[10] According to the strict frequentist interpretation, once an interval is calculated, this interval either covers the parameter value or it does not; it is no longer a matter of probability.
EForEndeavour 8y ago
This is where I get lost: > For a single confidence interval, you have either captured the mean in your confidence interval, or you've not -- there's no probability about it. Isn't there? The underlying truth is that you either definitely have or have not captured the population mean in any specific confidence interval. But you can't know this truth. In the long run, if "a 95% confidence interval contains the true mean 95% of the time across an infinite number of replications of the experiment/study," then isn't it true that any single specific experiment's CI has a 95% probability of containing the true value?! In my untrained mind, this is exactly equivalent to flipping an unfair coin with a 95% chance of heads. Sure, before flipping, the outcome of heads has a 95% probability. After flipping, you either get heads or tails. But if you flip a coin and hide the outcome without looking at it, doesn't it still have a 95% chance of being heads as far as the experimenter can tell?

by khr 8y ago

justinpombrio 8y ago

I believe this is the correct frequentist interpretation. To quote wikipedia: > A 95% confidence level does not mean that for a given realized interval there is a 95% probability that the population parameter lies within the interval (i.e., a 95% probability that the interval covers the population parameter).[10] According to the strict frequentist interpretation, once an interval is calculated, this interval either covers the parameter value or it does not; it is no longer a matter of probability.

EForEndeavour 8y ago

This is where I get lost: > For a single confidence interval, you have either captured the mean in your confidence interval, or you've not -- there's no probability about it. Isn't there? The underlying truth is that you either definitely have or have not captured the population mean in any specific confidence interval. But you can't know this truth. In the long run, if "a 95% confidence interval contains the true mean 95% of the time across an infinite number of replications of the experiment/study," then isn't it true that any single specific experiment's CI has a 95% probability of containing the true value?! In my untrained mind, this is exactly equivalent to flipping an unfair coin with a 95% chance of heads. Sure, before flipping, the outcome of heads has a 95% probability. After flipping, you either get heads or tails. But if you flip a coin and hide the outcome without looking at it, doesn't it still have a 95% chance of being heads as far as the experimenter can tell?