PE outside its CI! [General Sta­tis­tics]

posted by d_labes  – Berlin, Germany, 2012-12-06 16:04 (4942 d 01:56 ago) – Posting: # 9683
Views: 10,130

Dear Helmut!

❝ ... Now I’m lost. Like you I always thought the two-sided CI gives the range containing the expected value at 1–α/2. In the extreme cases of α=0 the CI should be -∞,+∞*

❝ * For the normal distribution. Here \(]0,+\infty]\ldots\)


Agree. (Although I think this is no longer statistics)
This is what the formulas give.
CVCL(CV=0.3, df=10, side='upper',alpha=0)
lower CL upper CL
       0      Inf
CVCL(CV=0.3, df=10, side='2-sided',alpha=0)
lower CL upper CL
       0      Inf


❝ and for α=1 CLlo=PE=CLhi. As our Indian friends use to say: Correct me if I’m wrong.


Do not agree. α=1 means that we err in 100% of cases. Means that in no case the confidence interval includes the population parameter of interest, mean, variance or whatever we are interested in.
For a variance >0 this can only achieved for the interval (0,0) if we talk one-sided upper.

Dunno a same argument for two-sided. Here we have to err in 50% of the cases where population value is > (≥?) PE and another 50% where population value is < (≤?) PE.

Regards,

Detlew

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