S3 help !! Tired and confused :(

you are not alone in your confusion

https://en.wikipedia.org/wiki/Confidence_interval


Misunderstandings[edit]

See also: § Counter-examplesSee also: Misunderstandings of p-values
Confidence intervals are frequently misunderstood, and published studies have shown that even professional scientists often misinterpret them.^{[7][8][9][10]}

you are not alone in your confusion

https://en.wikipedia.org/wiki/Confidence_interval


Misunderstandings[edit]

See also: § Counter-examplesSee also: Misunderstandings of p-values
Confidence intervals are frequently misunderstood, and published studies have shown that even professional scientists often misinterpret them.^{[7][8][9][10]}

you are not alone in your confusion

https://en.wikipedia.org/wiki/Confidence_interval


Misunderstandings[edit]

See also: § Counter-examplesSee also: Misunderstandings of p-values
Confidence intervals are frequently misunderstood, and published studies have shown that even professional scientists often misinterpret them.^{[7][8][9][10]}

@Gregorius

Please help ? 😭😭

Just to offer an alternative view, the Edexcel M3 textbook (2008 syllabus) states "What a 95% confidence interval tells you is that the probability that the interval contains mu is 0.95". I would recommend anyone taking the Edexcel exam to go with this interpretation, even though there may be philosophical hairs to be split elsewhere.

For part (b) of the question, circumference = 2(pi)r, so the confidence interval for the circumference is just 2(pi) that for the radius. (This is just a one-point question).

For part (c), if we accept that the three 98% confidence intervals are calculated from independent random samples, then the probability that any one of them looked at on its own contains mu is 0.98, and the probability that all three of them contain mu is 0.98^3.

I must admit, I don’t think that Wikipedia article is particularly helpful at this point, as it doesn’t go on to explain what it’s just said. What it is alluding to concerns problems at the very foundation of what we mean by “probability”.

At a UK school level, probability is interpreted from the “repeated experiment” point of view. I take a coin, I toss it 10,000 times and it comes up heads 5778 times – I’ll then model a single coin toss as a “Bernoulli experiment” with p(head) = 0.5778, and I’ll define a random variable X to be one if we get a head and zero if we get a tail.

Let’s introduce a couple of complications.

The first is the difference between a random variable and a “realization” of a random variable. Before we toss that coin we can quite happily say that it has a probability 0.5778 of coming up heads. After we toss that coin, it is either a head or a tail – there’s no probability involved any more – our random variable has been “realized” and its value is either one or zero.

Take this over to the case of confidence intervals. If I were to repeatedly draw samples from a population and calculate a 95% confidence interval for the mean from each sample, then I would expect 95% of those confidence intervals to enclose the true population mean. But if I actually calculate a confidence interval, it either encloses the population mean or it does not – there is no probability involved any more. When statisticians/probabilists refer to a confidence interval having a 95% probability of enclosing the true population value (and this is one of the things the Wikipedia article misses), they are implicitly referring to the confidence interval as a (two-valued) random variable, and not to the realization of the confidence interval – which either does or does not enclose the true population value. Perhaps we could be more rigorous by saying before the sample is drawn “if you were to draw (future tense) a random sample and calculate a 95% confidence interval, then it would have (future tense) a 95% probability of enclosing the true population mean; after you have calculated it, it either does or does not enclose the true population mean”, but journal editors would go crazy at us for wasting words!

I said there were a couple of complications; here’s the second. Perhaps there’s a difference between the cases where we know, and where we don’t know the true value of something. For example, suppose we have as unbiased coin, and a friend says to us “I’ve written either H or T on a piece of paper and sealed it in an envelope; if you toss that coin and it comes up with the value I wrote down, you win £5, if not, I win £5”. Before I toss the coin, I can quite happily say that my chances of winning are 0.5. I now toss the coin and it comes down as a head. So my coin toss either equals what’s in the envelope, or it does not. But I don’t know which as I have not yet opened the envelope! Can I still say, before opening the envelope, that my chances of winning are 0.5?

This latter complication introduces the idea that probability represents our uncertainty about some state of affairs (and is related to how things develop in the Bayesian formulation of probability). If we swing this over to the example of the confidence interval, recognizing that we do not know the true value of the population mean, then perhaps you’ll see that it might still be reasonable to say that a realized confidence interval has a certain probability of enclosing the true population mean! Going back to the Wikipedia article, one of the things that it doesn’t say is that at the time Neyman was developing the idea of confidence intervals, there was very much a focus towards the “repeated sampling” approach to probability and less towards the “uncertainty” point of view – so it’s not surprising he said what he said!

Thank you for a great response ! I do understand part C now . For part B they didn’t have a 2 in the answer which is why I was confused .

This was the answer to part B https://postimg.cc/image/5pqvsomjv/
Also for part B why would the answer even be the same as part A ? Are the 2 questions not asking 2 different things . Isn’t part A just a standard confidence interval but part B doesn’t doesn’t ask for the mean or anything - so no confidence interval is required ? Isbthis question not just asking me to find an interval of values which covers 98 percent of the data .

I am going to read @Gregorius answer later . So hopefully that will help me to understand more . My exam is in under 4 weeks and I’m petrified to say the least . I’m finding this stuff quite confusing to understand.

I must admit, I don’t think that Wikipedia article is particularly helpful at this point, as it doesn’t go on to explain what it’s just said. What it is alluding to concerns problems at the very foundation of what we mean by “probability”.

At a UK school level, probability is interpreted from the “repeated experiment” point of view. I take a coin, I toss it 10,000 times and it comes up heads 5778 times – I’ll then model a single coin toss as a “Bernoulli experiment” with p(head) = 0.5778, and I’ll define a random variable X to be one if we get a head and zero if we get a tail.

Let’s introduce a couple of complications.

The first is the difference between a random variable and a “realization” of a random variable. Before we toss that coin we can quite happily say that it has a probability 0.5778 of coming up heads. After we toss that coin, it is either a head or a tail – there’s no probability involved any more – our random variable has been “realized” and its value is either one or zero.

Take this over to the case of confidence intervals. If I were to repeatedly draw samples from a population and calculate a 95% confidence interval for the mean from each sample, then I would expect 95% of those confidence intervals to enclose the true population mean. But if I actually calculate a confidence interval, it either encloses the population mean or it does not – there is no probability involved any more. When statisticians/probabilists refer to a confidence interval having a 95% probability of enclosing the true population value (and this is one of the things the Wikipedia article misses), they are implicitly referring to the confidence interval as a (two-valued) random variable, and not to the realization of the confidence interval – which either does or does not enclose the true population value. Perhaps we could be more rigorous by saying before the sample is drawn “if you were to draw (future tense) a random sample and calculate a 95% confidence interval, then it would have (future tense) a 95% probability of enclosing the true population mean; after you have calculated it, it either does or does not enclose the true population mean”, but journal editors would go crazy at us for wasting words!

I said there were a couple of complications; here’s the second. Perhaps there’s a difference between the cases where we know, and where we don’t know the true value of something. For example, suppose we have as unbiased coin, and a friend says to us “I’ve written either H or T on a piece of paper and sealed it in an envelope; if you toss that coin and it comes up with the value I wrote down, you win £5, if not, I win £5”. Before I toss the coin, I can quite happily say that my chances of winning are 0.5. I now toss the coin and it comes down as a head. So my coin toss either equals what’s in the envelope, or it does not. But I don’t know which as I have not yet opened the envelope! Can I still say, before opening the envelope, that my chances of winning are 0.5?

This latter complication introduces the idea that probability represents our uncertainty about some state of affairs (and is related to how things develop in the Bayesian formulation of probability). If we swing this over to the example of the confidence interval, recognizing that we do not know the true value of the population mean, then perhaps you’ll see that it might still be reasonable to say that a realized confidence interval has a certain probability of enclosing the true population mean! Going back to the Wikipedia article, one of the things that it doesn’t say is that at the time Neyman was developing the idea of confidence intervals, there was very much a focus towards the “repeated sampling” approach to probability and less towards the “uncertainty” point of view – so it’s not surprising he said what he said!

Ive only had a chance to read this right now and wanted to say your explanation is fantastic. Its certainly cleared up a lot of confusion and i really appreciate it . I feel like this is what they should explain in the book otherwise students will be confused. I have one question id like to ask , when you said " a realized confidence interval has a certain probability of enclosing the true population mean! I thought that a realised confidence interval , which is found after do we do calculations , not before , either contains or doesnt contain mu , so if something is realised (after calculation ) isnt the probability either one or 0? and isnt there only a probability before any calculations, for example before tossing a tail the probability using an unbiased coin is 0.5 and after tossing its zero or 1 , like you mentioned above ?

Thanks again