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

Dan Hedlin
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引用次数: 0

摘要

假设测量了大量日常使用电池的寿命。计算出的置信区间为 394 正负 1.96 乘以 4.6 天。标准的解释是,如果我们重复抽取样本并计算置信区间,大约 95% 的置信区间将涵盖未知的真实寿命。关于 394 加减 1.96 乘以 4.6 的特定区间,我们还不清楚该如何解释。我们通过对概率的认识论解释来澄清这一点。结论是:除非样本中存在相关且可识别的子集,否则一个实现(计算)的置信区间以置信度给出的概率覆盖参数是一个有效的声明。
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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.
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