R Tutorial - Interpreting a Confidence Interval

The Quest for Confidence: Unpacking the Concept of 95% Confidence Intervals

In our previous video, we explored the idea that the true proportion of Americans who are happy lies between 0.705 and 0.841 with a confidence level of 95%. However, what does it truly mean to be 95% confident in such a statement? To delve deeper into this concept, let's examine the confidence interval that was constructed from the data, which dates back to 2016.

The Confidence Interval: A Plot on the Number Line

We can plot both P̂ (the estimated proportion) and the resulting confidence interval on a number line. This visual representation allows us to better understand how this interval fits into the broader picture of classical statistical inference. In classical statistics, there is often a fixed but unknown parameter of interest that we are trying to estimate. The survey drew a small sample from this population, calculated P̂ to estimate the parameter, and quantified the uncertainty in that estimate with a confidence interval.

The Idea Behind Confidence Intervals

Now imagine drawing a new sample of the same size from the same population and coming up with a new P̂ and a new interval. It wouldn't be exactly the same as our first one, but it would likely be similar. We can keep imagining this process happening multiple times, each time getting a different set of data and an interval. What we want to focus on is the properties of this collection of confidence intervals that are accumulating.

The Importance of Accumulation

While we can't collect new data right now, we do have existing data from previous years that we can treat as separate samples. Let's take the data from 2014, which we'll call ds2. In this sample, the proportion that are happy is approximately 0.89. We can compute a 95% confidence interval for this data, and it stretches from about 0.832 to 0.946. Similarly, if we look at the data from 2012, which we'll call ds3, with a P̂ of 0.83 and an interval spanning from 0.762 to 0.896.

The Property of Confidence Intervals

These intervals aren't arbitrary; they're designed to capture that unknown parameter P. Almost all of our intervals succeeded in capturing the true value, but not all of them missed the mark. If these are indeed 95% confidence intervals, we would expect that if we were to form a very large collection of intervals, about 95% of them would capture the parameter, and 5% would not. This is what's meant by being 95% confident – it's a statement about how these intervals behave across many samples of data.

The Width of Confidence Intervals

Another important property of confidence intervals is their width, which is affected by three factors: sample size, confidence level, and the value of the parameter P. The following exercises will allow you to explore these factors and how they affect confidence intervals in more detail. By understanding the intricacies of confidence intervals, we can gain a deeper appreciation for the process of statistical inference and make more informed decisions based on our findings.

The Quest for Confidence: Exploring the Concept Further

In our previous video, we explored the idea that the true proportion of Americans who are happy lies between 0.705 and 0.841 with a confidence level of 95%. However, what does it truly mean to be 95% confident in such a statement? To delve deeper into this concept, let's examine the confidence interval that was constructed from the data, which dates back to 2016.

The Confidence Interval: A Plot on the Number Line

We can plot both P̂ (the estimated proportion) and the resulting confidence interval on a number line. This visual representation allows us to better understand how this interval fits into the broader picture of classical statistical inference. In classical statistics, there is often a fixed but unknown parameter of interest that we are trying to estimate. The survey drew a small sample from this population, calculated P̂ to estimate the parameter, and quantified the uncertainty in that estimate with a confidence interval.

The Idea Behind Confidence Intervals

Now imagine drawing a new sample of the same size from the same population and coming up with a new P̂ and a new interval. It wouldn't be exactly the same as our first one, but it would likely be similar. We can keep imagining this process happening multiple times, each time getting a different set of data and an interval. What we want to focus on is the properties of this collection of confidence intervals that are accumulating.

The Importance of Accumulation

While we can't collect new data right now, we do have existing data from previous years that we can treat as separate samples. Let's take the data from 2014, which we'll call ds2. In this sample, the proportion that are happy is approximately 0.89. We can compute a 95% confidence interval for this data, and it stretches from about 0.832 to 0.946. Similarly, if we look at the data from 2012, which we'll call ds3, with a P̂ of 0.83 and an interval spanning from 0.762 to 0.896.

The Property of Confidence Intervals

These intervals aren't arbitrary; they're designed to capture that unknown parameter P. Almost all of our intervals succeeded in capturing the true value, but not all of them missed the mark. If these are indeed 95% confidence intervals, we would expect that if we were to form a very large collection of intervals, about 95% of them would capture the parameter, and 5% would not. This is what's meant by being 95% confident – it's a statement about how these intervals behave across many samples of data.

The Width of Confidence Intervals

Another important property of confidence intervals is their width, which is affected by three factors: sample size, confidence level, and the value of the parameter P. The following exercises will allow you to explore these factors and how they affect confidence intervals in more detail. By understanding the intricacies of confidence intervals, we can gain a deeper appreciation for the process of statistical inference and make more informed decisions based on our findings.

The Quest for Confidence: Exploring the Concept Further

In our previous video, we explored the idea that the true proportion of Americans who are happy lies between 0.705 and 0.841 with a confidence level of 95%. However, what does it truly mean to be 95% confident in such a statement? To delve deeper into this concept, let's examine the confidence interval that was constructed from the data, which dates back to 2016.

The Confidence Interval: A Plot on the Number Line

We can plot both P̂ (the estimated proportion) and the resulting confidence interval on a number line. This visual representation allows us to better understand how this interval fits into the broader picture of classical statistical inference. In classical statistics, there is often a fixed but unknown parameter of interest that we are trying to estimate. The survey drew a small sample from this population, calculated P̂ to estimate the parameter, and quantified the uncertainty in that estimate with a confidence interval.

The Idea Behind Confidence Intervals

Now imagine drawing a new sample of the same size from the same population and coming up with a new P̂ and a new interval. It wouldn't be exactly the same as our first one, but it would likely be similar. We can keep imagining this process happening multiple times, each time getting a different set of data and an interval. What we want to focus on is the properties of this collection of confidence intervals that are accumulating.

The Importance of Accumulation

While we can't collect new data right now, we do have existing data from previous years that we can treat as separate samples. Let's take the data from 2014, which we'll call ds2. In this sample, the proportion that are happy is approximately 0.89. We can compute a 95% confidence interval for this data, and it stretches from about 0.832 to 0.946. Similarly, if we look at the data from 2012, which we'll call ds3, with a P̂ of 0.83 and an interval spanning from 0.762 to 0.896.

The Property of Confidence Intervals

These intervals aren't arbitrary; they're designed to capture that unknown parameter P. Almost all of our intervals succeeded in capturing the true value, but not all of them missed the mark. If these are indeed 95% confidence intervals, we would expect that if we were to form a very large collection of intervals, about 95% of them would capture the parameter, and 5% would not. This is what's meant by being 95% confident – it's a statement about how these intervals behave across many samples of data.

The Width of Confidence Intervals

Another important property of confidence intervals is their width, which is affected by three factors: sample size, confidence level, and the value of the parameter P. The following exercises will allow you to explore these factors and how they affect confidence intervals in more detail. By understanding the intricacies of confidence intervals, we can gain a deeper appreciation for the process of statistical inference and make more informed decisions based on our findings.

The Quest for Confidence: Exploring the Concept Further

In our previous video, we explored the idea that the true proportion of Americans who are happy lies between 0.705 and 0.841 with a confidence level of 95%. However, what does it truly mean to be 95% confident in such a statement? To delve deeper into this concept, let's examine the confidence interval that was constructed from the data, which dates back to 2016.

The Confidence Interval: A Plot on the Number Line

We can plot both P̂ (the estimated proportion) and the resulting confidence interval on a number line. This visual representation allows us to better understand how this interval fits into the broader picture of classical statistical inference. In classical statistics, there is often a fixed but unknown parameter of interest that we are trying to estimate. The survey drew a small sample from this population, calculated P̂ to estimate the parameter, and quantified the uncertainty in that estimate with a confidence interval.

The Idea Behind Confidence Intervals

Now imagine drawing a new sample of the same size from the same population and coming up with a new P̂ and a new interval. It wouldn't be exactly the same as our first one, but it would likely be similar. We can keep imagining this process happening multiple times, each time getting a different set of data and an interval. What we want to focus on is the properties of this collection of confidence intervals that are accumulating.

The Importance of Accumulation

While we can't collect new data right now, we do have existing data from previous years that we can treat as separate samples. Let's take the data from 2014, which we'll call ds2. In this sample, the proportion that are happy is approximately 0.89. We can compute a 95% confidence interval for this data, and it stretches from about 0.832 to 0.946. Similarly, if we look at the data from 2012, which we'll call ds3, with a P̂ of 0.83 and an interval spanning from 0.762 to 0.896.

The Property of Confidence Intervals

These intervals aren't arbitrary; they're designed to capture that unknown parameter P. Almost all of our intervals succeeded in capturing the true value, but not all of them missed the mark. If these are indeed 95% confidence intervals, we would expect that if we were to form a very large collection of intervals, about 95% of them would capture the parameter, and 5% would not. This is what's meant by being 95% confident – it's a statement about how these intervals behave across many samples of data.

The Width of Confidence Intervals

Another important property of confidence intervals is their width, which is affected by three factors: sample size, confidence level, and the value of the parameter P. The following exercises will allow you to explore these factors and how they affect confidence intervals in more detail. By understanding the intricacies of confidence intervals, we can gain a deeper appreciation for the process of statistical inference and make more informed decisions based on our findings.

The Quest for Confidence: Exploring the Concept Further

In our previous video, we explored the idea that the true proportion of Americans who are happy lies between 0.705 and 0.841 with a confidence level of 95%. However, what does it truly mean to be 95% confident in such a statement? To delve deeper into this concept, let's examine the confidence interval that was constructed from the data, which dates back to 2016.

The Confidence Interval: A Plot on the Number Line

We can plot both P̂ (the estimated proportion) and the resulting confidence interval on a number line. This visual representation allows us to better understand how this interval fits into the broader picture of classical statistical inference. In classical statistics, there is often a fixed but unknown parameter of interest that we are trying to estimate. The survey drew a small sample from this population, calculated P̂ to estimate the parameter, and quantified the uncertainty in that estimate with a confidence interval.

The Idea Behind Confidence Intervals

Now imagine drawing a new sample of the same size from the same population and coming up with a new P̂ and a new interval. It wouldn't be exactly the same as our first one, but it would likely be similar. We can keep imagining this process happening multiple times, each time getting a different set of data and an interval. What we want to focus on is the properties of this collection of confidence intervals that are accumulating.

The Importance of Accumulation

While we can't collect new data right now, we do have existing data from previous years that we can treat as separate samples. Let's take the data from 2014, which we'll call ds2. In this sample, the proportion that are happy is approximately 0.89. We can compute a 95% confidence interval for this data, and it stretches from about 0.832 to 0.946.

The Property of Confidence Intervals

These intervals aren't arbitrary; they're designed to capture that unknown parameter P. Almost all of our intervals succeeded in capturing the true value, but not all of them missed the mark. If these are indeed 95% confidence intervals, we would expect that if we were to form a very large collection of intervals, about 95% of them would capture the parameter, and 5% would not.

The Width of Confidence Intervals

Another important property of confidence intervals is their width, which is affected by three factors: sample size, confidence level, and the value of the parameter P. The following exercises will allow you to explore these factors and how they affect confidence intervals in more detail. By understanding the intricacies of confidence intervals, we can gain a deeper appreciation for the process of statistical inference and make more informed decisions based on our findings.

The Confidence Interval: A Plot on the Number Line

We can plot both P̂ (the estimated proportion) and the resulting confidence interval on a number line. This visual representation allows us to better understand how this interval fits into the broader picture of classical statistical inference. In classical statistics, there is often a fixed but unknown parameter of interest that we are trying to estimate.

The Idea Behind Confidence Intervals

Now imagine drawing a new sample of the same size from the same population and coming up with a new P̂ and a new interval. It wouldn't be exactly the same as our first one, but it would likely be similar. We can keep imagining this process happening multiple times, each time getting a different set of data and an interval.

The Importance of Accumulation

While we can't collect new data right now, we do have existing data from previous years that we can treat as separate samples. Let's take the data from 2014, which we'll call ds2. In this sample, the proportion that are happy is approximately 0.89.

The Property of Confidence Intervals

These intervals aren't arbitrary; they're designed to capture that unknown parameter P. Almost all of our intervals succeeded in capturing the true value, but not all of them missed the mark. If these are indeed 95% confidence intervals, we would expect that if we were to form a very large collection of intervals, about 95% of them would capture the parameter, and 5% would not.

The Width of Confidence Intervals

Another important property of confidence intervals is their width, which is affected by three factors: sample size, confidence level, and the value of the parameter P. The following exercises will allow you to explore these factors and how they affect confidence intervals in more detail. By understanding the intricacies of confidence intervals, we can gain a deeper appreciation for the process of statistical inference and make more informed decisions based on our findings.

The Confidence Interval: A Plot on the Number Line

We can plot both P̂ (the estimated proportion) and the resulting confidence interval on a number line. This visual representation allows us to better understand how this interval fits into the broader picture of classical statistical inference. In classical statistics, there is often a fixed but unknown parameter of interest that we are trying to estimate.

The Idea Behind Confidence Intervals

Now imagine drawing a new sample of the same size from the same population and coming up with a new P̂ and a new interval. It wouldn't be exactly the same as our first one, but it would likely be similar. We can keep imagining this process happening multiple times, each time getting a different set of data and an interval.

The Importance of Accumulation

While we can't collect new data right now, we do have existing data from previous years that we can treat as separate samples. Let's take the data from 2014, which we'll call ds2. In this sample, the proportion that are happy is approximately 0.89.

The Property of Confidence Intervals

These intervals aren't arbitrary; they're designed to capture that unknown parameter P. Almost all of our intervals succeeded in capturing the true value, but not all of them missed the mark. If these are indeed 95% confidence intervals, we would expect that if we were to form a very large collection of intervals, about 95% of them would capture the parameter, and 5% would not.

The Width of Confidence Intervals

Another important property of confidence intervals is their width, which is affected by three factors: sample size, confidence level, and the value of the parameter P. The following exercises will allow you to explore these factors and how they affect confidence intervals in more detail. By understanding the intricacies of confidence intervals, we can gain a deeper appreciation for the process of statistical inference and make more informed decisions based on our findings.

The Confidence Interval: A Plot on the Number Line

We can plot both P̂ (the estimated proportion) and the resulting confidence interval on a number line. This visual representation allows us to better understand how this interval fits into the broader picture of classical statistical inference.

In conclusion, we have explored the concept of confidence intervals in detail. We've discussed the importance of accuracy and precision in estimation, and how confidence intervals provide a way to quantify the uncertainty associated with estimates.

"WEBVTTKind: captionsLanguage: enin the last video we came to the conclusion that we were 95% confident that the true proportion of Americans that are happy is between point 705 and point 841 but what exactly do we mean by confident let's look deeper into this by starting with the confidence interval that we've already formed the data from which this interval was constructed is from 2016 and we can plot both P hat and the resulting interval on a number line here now to understand what is meant by confident we need to consider how this interval fits into the big picture in classical statistical inference there is thought to be a fixed but unknown parameter of interest in this case the population proportion of Americans that are happy in 2016 the survey drew a small sample from this population calculated P hat to estimate the parameter P and quantified the uncertainty in that estimate with a confidence interval now imagine what would happen if we were to draw a new sample of the same size from that population and come up with a new p hat and a new interval it wouldn't be the same as our first but it likely be similar we can imagine doing this a third time a new data sample a new p hat and a new interval we can keep this thought experiment going but what we want to focus on is the properties of this collection of confidence intervals that is accumulating while we can't go out right now and knock on doors to collect a new sample of data we do have data from previous years that we can treat as separate samples let's look at the data from 2014 and call it ds2 in that sample the proportion that are happy is about point eight nine we can compute a 95% confidence interval we see it stretches from about point eight three two point nine four we can do this a third time by looking back at the data from 2012 which we'll call ds3 in this sample P hat is point eight three and our interval spans from point seven six two point eight nine if we are to continue this process many times we'd get many different p hats and many different intervals but these intervals aren't arbitrary and they're designed to capture that unknown pop and parameter P you can see in this plot but almost all of our intervals succeeded in capturing P but not all of them this interval missed the mark if these are 95% confidence intervals they'll have the property that if we form a very large collection of intervals we'd expect 95% of them would capture the parameter and 5% of them would not so that's what's meant by 95% confident it's a statement about the way that these intervals behave across many samples of data another property of intervals that's important to consider is their width which is affected by three factors the sample size and the confidence level and the value of the parameter P in the following exercises you'll get the chance to explore these factors and how they affect confidence intervalsin the last video we came to the conclusion that we were 95% confident that the true proportion of Americans that are happy is between point 705 and point 841 but what exactly do we mean by confident let's look deeper into this by starting with the confidence interval that we've already formed the data from which this interval was constructed is from 2016 and we can plot both P hat and the resulting interval on a number line here now to understand what is meant by confident we need to consider how this interval fits into the big picture in classical statistical inference there is thought to be a fixed but unknown parameter of interest in this case the population proportion of Americans that are happy in 2016 the survey drew a small sample from this population calculated P hat to estimate the parameter P and quantified the uncertainty in that estimate with a confidence interval now imagine what would happen if we were to draw a new sample of the same size from that population and come up with a new p hat and a new interval it wouldn't be the same as our first but it likely be similar we can imagine doing this a third time a new data sample a new p hat and a new interval we can keep this thought experiment going but what we want to focus on is the properties of this collection of confidence intervals that is accumulating while we can't go out right now and knock on doors to collect a new sample of data we do have data from previous years that we can treat as separate samples let's look at the data from 2014 and call it ds2 in that sample the proportion that are happy is about point eight nine we can compute a 95% confidence interval we see it stretches from about point eight three two point nine four we can do this a third time by looking back at the data from 2012 which we'll call ds3 in this sample P hat is point eight three and our interval spans from point seven six two point eight nine if we are to continue this process many times we'd get many different p hats and many different intervals but these intervals aren't arbitrary and they're designed to capture that unknown pop and parameter P you can see in this plot but almost all of our intervals succeeded in capturing P but not all of them this interval missed the mark if these are 95% confidence intervals they'll have the property that if we form a very large collection of intervals we'd expect 95% of them would capture the parameter and 5% of them would not so that's what's meant by 95% confident it's a statement about the way that these intervals behave across many samples of data another property of intervals that's important to consider is their width which is affected by three factors the sample size and the confidence level and the value of the parameter P in the following exercises you'll get the chance to explore these factors and how they affect confidence intervals\n"