Confidence intervals for finite difference solutions

Bounded Length Confidence Intervals for Finite Populations

SUMMARY Consider an urn which has N K balls, of which M K are white and labeled by numbers. The first part of this paper deals with sequential bounded length confidence intervals for the mean value of the white balls. The stopping rules are similar to those of Chow and Robbins (1965), but since almost sure convergence is ruled out, the observations are dependent, and M K , N K may not be known,...

Improved Confidence Intervals for the Difference between Two Proportions

Confidence Intervals for the Difference of Two Normal Population Variances

Motivated by the recent work of Herbert, Hayen, Macaskill and Walter [Interval estimation for the difference of two independent variances. Communications in Statistics, Simulation and Computation, 40: 744-758, 2011.], we investigate, in this paper, new confidence intervals for the difference between two normal population variances based on the generalized confidence interval of Weerahandi [Gene...

Confidence intervals for the difference between two means

Introduction This procedure calculates the sample size necessary to achieve a specified distance from the difference in sample means to the confidence limit(s) at a stated confidence level for a confidence interval about the difference in means when the underlying data distribution is normal. Caution: This procedure assumes that the standard deviations of the future samples will be the same as ...

Finite Sample Differentially Private Confidence Intervals

We study the problem of estimating finite sample confidence intervals of the mean of a normal population under the constraint of differential privacy. We consider both the known and unknown variance cases and construct differentially private algorithms to estimate confidence intervals. Crucially, our algorithms guarantee a finite sample coverage, as opposed to an asymptotic coverage. Unlike mos...