Category: Frequentist Inference

# Frequentist Inference III – Confidence Intervals

Confidence Intervals are often used and are a great way to not just give a point estimate but to tell where else the point might be. We will focus on confidence intervals based on normal data today. z-confidence intervals for the mean Suppose data $latex x_{ 1 },...,x_{ n } \sim N(\mu,\sigma^{ 2 })$ with … Continue reading Frequentist Inference III – Confidence Intervals

This here shall be a summary of the most common significance tests. Designing NHST specify $latex H_{ 0 }$ and $latex H_{ 1 }$ choose test statistic of which we know the null distribution and alternative distribution specify rejection region, significance level and decide if the rejection region is one or two-sided compute … Continue reading Frequentist Inference II – NHST II