Kevin J wrote: > I realize there is a distinction between saying this and saying that > there is a 95% chance that the population parameter will fall within a > _particular_ CI, but I had always thought this distinction very > slight. It appears I am wrong. Both of my stats texts do emphasize > that there is a distinction, but don't explain what the real world > impact of this is. Care to educate me?
Let X1, X2 be U(theta-1, theta+1), that is uniform on the interval (theta-1, theta+1). Then (min(X1,X2), max(X1,X2)) is a 50% CI for theta because there is a 25% chance that both X1 and X2 will be less than theta and a 25% chance that both will be greater than theta. However, if the length of the interval is 1 or more, the interval *must* contain theta even though it's a 50% CI. . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
