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My statement refers to a series of ANY confidence intervals. They do not have to be identical or even i.i.d.. As long as they are all done correctly, you will still include the true parameter 95 times out of 100. JOHN BIBBY ==== Please note: 1. My other email also works: it is [log in to unmask] 2. Come to York next 17-18 June for BABITME conference on Middle East, WW1, etc.: please visit www.tinyurl.com/BABITME On 30 October 2015 at 17:30, Leonard Smith <[log in to unmask]> wrote: > > I would say that a 95% confidence interval is a range of possible values > which we estimate to contain the required quantity, calculated so that if > were to repeat the sampling many times, 95% of intervals thus calculated > would include the required quantity. > > > To be clear: you mean "repeat the the sampling" as in using the same > experimental design, same population? > In which case there is no accounting for model inadequacy or systematic > error. > > (As opposed repetition over many independent and unrelated studies.) > > That is strictly a frequentist view, but non-frequentists calculate > credible intervals instead and we should keep the two things clear. > > > Agreed. Jim Berger has a nice quote regarding the worried Bayesian (in the > case where a majority of 70% events do not happen.) He notes that not all > Bayesians wd feel the need to even look. Quote to follow when I get home. > > -lenny > > Sent from my iPad (not that a full keyboard would have been more accurate) > > On 30 Oct 2015, at 15:39, Martin Bland <[log in to unmask] > <[log in to unmask]>> wrote: > > I don't like 1) because it simply repeats the word confidence without > explaining it. I don't like 2) because if the experiment were carried out > 100 times we might get 95 intervals which include the population value, we > might get 94, 96, etc. > > I would say that a 95% confidence interval is a range of possible values > which we estimate to contain the required quantity, calculated so that if > were to repeat the sampling many times, 95% of intervals thus calculated > would include the required quantity. That is strictly a frequentist view, > but non-frequentists calculate credible intervals instead and we should > keep the two things clear. > > Martin > > > On 30 October 2015 at 12:29, John Sorkin <[log in to unmask]> > wrote: > >> I would appreciate thoughts about the following two descriptions of a 95% >> CI: >> Call >> Send SMS >> Call from mobile >> Add to Skype >> You'll need Skype CreditFree via Skype >> >> For a given parameter X, a 95% CI round X is: >> 1) A range of values which we can say with 95% confidence contains the >> true value of the parameter. >> 2) A range of values constructed such that if an experiment is conducted >> 100 times, 95% of the time X will lie with the range. >> >> I would welcome comments of the above descriptions, and any better >> descriptions that you might have. >> >> Thank you, >> John >> >> John David Sorkin M.D., Ph.D. >> Professor of Medicine >> Chief, Biostatistics and Informatics >> University of Maryland School of Medicine Division of Gerontology and >> Geriatric Medicine >> Baltimore VA Medical Center >> 10 North Greene Street >> GRECC (BT/18/GR) >> Baltimore, MD 21201-1524 >> (Phone) 410-605-7119 >> (Fax) 410-605-7913 (Please call phone number above prior to faxing) >> >> >> *Confidentiality Statement:* >> >> This email message, including any attachments, is for the sole use of the >> intended recipient(s) and may contain confidential and privileged >> information. 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