{"title":"如果从认识论的角度解释,计算出的 95% 置信区间确实以 0.95 的概率覆盖了真实值","authors":"Dan Hedlin","doi":"arxiv-2402.10000","DOIUrl":null,"url":null,"abstract":"Suppose the lifetime of a large sample of batteries in routine use is\nmeasured. A confidence interval is computed to 394 plus/minus 1.96 times 4.6\ndays. The standard interpretation is that if we repeatedly draw samples and\ncompute confidence intervals, about 95% of the intervals will cover the unknown\ntrue lifetime. What can be said about the particular interval 394 plus/minus\n1.96 times 4.6 has not been clear. We clarify this by using an epistemic\ninterpretation of probability. The conclusion is that a realised (computed)\nconfidence interval covers the parameter with the probability given by the\nconfidence level is a valid statement, unless there are relevant and\nrecognisable subsets of the sample.","PeriodicalId":501323,"journal":{"name":"arXiv - STAT - Other Statistics","volume":"6 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"A computed 95% confidence interval does cover the true value with probability 0.95 if epistemically interpreted\",\"authors\":\"Dan Hedlin\",\"doi\":\"arxiv-2402.10000\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Suppose the lifetime of a large sample of batteries in routine use is\\nmeasured. A confidence interval is computed to 394 plus/minus 1.96 times 4.6\\ndays. The standard interpretation is that if we repeatedly draw samples and\\ncompute confidence intervals, about 95% of the intervals will cover the unknown\\ntrue lifetime. What can be said about the particular interval 394 plus/minus\\n1.96 times 4.6 has not been clear. We clarify this by using an epistemic\\ninterpretation of probability. The conclusion is that a realised (computed)\\nconfidence interval covers the parameter with the probability given by the\\nconfidence level is a valid statement, unless there are relevant and\\nrecognisable subsets of the sample.\",\"PeriodicalId\":501323,\"journal\":{\"name\":\"arXiv - STAT - Other Statistics\",\"volume\":\"6 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2024-02-15\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"arXiv - STAT - Other Statistics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/arxiv-2402.10000\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"arXiv - STAT - Other Statistics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/arxiv-2402.10000","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
A computed 95% confidence interval does cover the true value with probability 0.95 if epistemically interpreted
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.