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Re: How to find the confidence interval of a variable data at 95% or 66%? [message #89333 is a reply to message #89331]

Tue, 19 August 2014 06:06

Craig Markwardt
Messages: 1869
Registered: November 1996

Senior Member

On Tuesday, August 19, 2014 12:28:31 AM UTC-5, Madhavan Bomidi wrote:

>
> Thanks for the info about z calculation in Fisher Z transformation. How can we know whether a data array is of Fisher-z distribution? Supposing we don't know what the distribution of a data array, say random number array or some unknown variable data, how can we ascertain which distribution the data array represent from the known statistical parameters?

You need prior knowledge. If the data samples are drawn from a normal distribution then the following formulation may help.

http://en.wikipedia.org/wiki/Variance#Distribution_of_the_sa mple_variance

If the data samples are drawn from another distribution such as Poisson, then a different formulation would apply.

If you don't know, then you really need many sample vectors and then you can estimate the behavior of the system empirically.

CM

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[Message index]

		How to find the confidence interval of a variable data at 95% or 66%? By: atmospheric physics on Mon, 18 August 2014 13:07
		Re: How to find the confidence interval of a variable data at 95% or 66%? By: Craig Markwardt on Mon, 18 August 2014 20:35
		Re: How to find the confidence interval of a variable data at 95% or 66%? By: atmospheric physics on Mon, 18 August 2014 22:28
		Re: How to find the confidence interval of a variable data at 95% or 66%? By: Craig Markwardt on Tue, 19 August 2014 06:06

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