this is the second time I have seen this word used: "frequentist"? What does
it mean?


"Radford Neal" <[EMAIL PROTECTED]> wrote in message
[EMAIL PROTECTED]">news:[EMAIL PROTECTED]...
> In article <[EMAIL PROTECTED]>,
> Dennis Roberts <[EMAIL PROTECTED]> wrote:
>
> >as a start, you could relate everyday examples where the notion of CI
seems
> >to make sense
> >
> >A. you observe a friend in terms of his/her lateness when planning to
meet
> >you somewhere ... over time, you take 'samples' of late values ... in a
> >sense you have means ... and then you form a rubric like ... for sam ...
if
> >we plan on meeting at noon ... you can expect him at noon + or - 10
minutes
> >... you won't always be right but, maybe about 95% of the time you will?
> >
> >B. from real estate ads in a community, looking at sunday newspapers, you
> >find that several samples of average house prices for a 3 bedroom, 2 bath
> >place are certain values ... so, again, this is like have a bunch of
means
> >... then, if someone asks you (visitor) about average prices of a
bedroom,
> >2 bath house ... you might say ... 134,000 +/- 21,000 ... of course, you
> >won't always be right but .... perhaps about 95% of the time?
>
> These examples are NOT analogous to confidence intervals.  In both
> examples, a distribution of values is inferred from a sample, and
> based on this distribution, a PROBABILITY statement is made concerning
> a future observation.  But a confidence interval is NOT a probability
> statement concerning the unknown parameter.  In the frequentist
> statistical framework in which confidence intervals exists,
> probability statements about unknown parameters are not considered to
> be meaningful.
>
>    Radford Neal
>
> --------------------------------------------------------------------------
--
> Radford M. Neal
[EMAIL PROTECTED]
> Dept. of Statistics and Dept. of Computer Science
[EMAIL PROTECTED]
> University of Toronto
http://www.cs.utoronto.ca/~radford
> --------------------------------------------------------------------------
--




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