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However, at 95% confidence, Q = 0.455 < 0.466 = Q table 0.167 is not considered an outlier. McBane [1] notes: Dixon provided related tests intended to search for more than one outlier, but they are much less frequently used than the r 10 or Q version that is intended to eliminate a single outlier.
A 95% confidence level does not mean that 95% of the sample data lie within the confidence interval. A 95% confidence level does not mean that there is a 95% probability of the parameter estimate from a repeat of the experiment falling within the confidence interval computed from a given experiment. [25]
The q-value can be interpreted as the false discovery rate (FDR): the proportion of false positives among all positive results. Given a set of test statistics and their associated q-values, rejecting the null hypothesis for all tests whose q-value is less than or equal to some threshold ensures that the expected value of the false discovery rate is .
There are associated concepts, such as the DRMS (distance root mean square), which is the square root of the average squared distance error, a form of the standard deviation. Another is the R95, which is the radius of the circle where 95% of the values would fall, a 95% confidence interval.
Confidence bands can be constructed around estimates of the empirical distribution function.Simple theory allows the construction of point-wise confidence intervals, but it is also possible to construct a simultaneous confidence band for the cumulative distribution function as a whole by inverting the Kolmogorov-Smirnov test, or by using non-parametric likelihood methods.
In statistics, interval estimation is the use of sample data to estimate an interval of possible values of a parameter of interest. This is in contrast to point estimation, which gives a single value. [1] The most prevalent forms of interval estimation are confidence intervals (a frequentist method) and credible intervals (a Bayesian method). [2]
Prediction intervals are commonly used as definitions of reference ranges, such as reference ranges for blood tests to give an idea of whether a blood test is normal or not. For this purpose, the most commonly used prediction interval is the 95% prediction interval, and a reference range based on it can be called a standard reference range.
For a confidence level, there is a corresponding confidence interval about the mean , that is, the interval [, +] within which values of should fall with probability . Precise values of z γ {\displaystyle z_{\gamma }} are given by the quantile function of the normal distribution (which the 68–95–99.7 rule approximates).