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Confidence Interval Overlap vs Joint Standard Deviation (long)

Posted By: Timothy Chow
Date: Sunday, 1 November 2009, at 12:21 a.m.

In Response To: Confidence Interval Overlap vs Joint Standard Deviation (long) (neilkaz)

UBK "I also point out that the calculation of joint SD makes an independence assumption which I don't think is warranted."

It's true that the independence assumption isn't quite correct, and it's also true that the Gaussian approximation isn't quite correct. In my opinion there's no reason to fuss over these niceties, mostly because there isn't any computationally feasible way to calculate things exactly right anyway.

Neil asks how one should calculate jsd from rollouts ?

What you did was fine. Bob is just pointing out that it's an approximation.

As I said in my other reply, if you like to work with disjointness of confidence intervals, that's fine. It's not quite as theoretically satisfactory as JSD, but JSD isn't theoretically perfect either.

Messages In This Thread

• Confidence Interval Overlap vs Joint Standard Deviation (long)
  neilkaz -- Saturday, 31 October 2009, at 5:13 p.m.
  • Confidence Interval Overlap vs Joint Standard Deviation (long)
    Timothy Chow -- Saturday, 31 October 2009, at 5:30 p.m.
  • Confidence Interval Overlap vs Joint Standard Deviation (long)
    Tom Keith -- Saturday, 31 October 2009, at 5:51 p.m.
    • Confidence Interval Overlap vs Joint Standard Deviation (long)
      Rich Munitz -- Sunday, 1 November 2009, at 3:19 a.m.
  • Confidence Interval Overlap vs Joint Standard Deviation (long)
    Bob Koca -- Saturday, 31 October 2009, at 7:30 p.m.
    • Confidence Interval Overlap vs Joint Standard Deviation (long)
      neilkaz -- Saturday, 31 October 2009, at 9:20 p.m.
      • Confidence Interval Overlap vs Joint Standard Deviation (long)
        Bob Koca -- Saturday, 31 October 2009, at 9:31 p.m.
      • Confidence Interval Overlap vs Joint Standard Deviation (long)
        Timothy Chow -- Sunday, 1 November 2009, at 12:21 a.m.
  • A better approch?
    eXtreme Gammon -- Sunday, 1 November 2009, at 4:02 a.m.
    • A better approch?
      neilkaz -- Sunday, 1 November 2009, at 4:32 a.m.
    • A better approch?
      MaX -- Sunday, 1 November 2009, at 1:19 p.m.
    • A better approch?
      MaX -- Sunday, 1 November 2009, at 1:22 p.m.
    • A better approch?
      Timothy Chow -- Sunday, 1 November 2009, at 5:37 p.m.
      • A better approch?
        eXtreme Gammon -- Sunday, 1 November 2009, at 6:12 p.m.
        • A better approch?
          Bob Koca -- Sunday, 1 November 2009, at 7:36 p.m.
          • A better approch?
            Tom Keith -- Sunday, 1 November 2009, at 8:38 p.m.
            • A better approch?
              Chuck Bower -- Monday, 2 November 2009, at 1:20 a.m.
              • A better approch?
                Jason Lee -- Monday, 2 November 2009, at 2:24 a.m.
                • A better approch?
                  Chuck Bower -- Monday, 2 November 2009, at 3:06 p.m.
              • A better approch?
                Timothy Chow -- Monday, 2 November 2009, at 6:56 p.m.
        • A better approch?
          Maik Stiebler -- Sunday, 1 November 2009, at 10:05 p.m.
        • A better approch?
          MaX -- Monday, 2 November 2009, at 10:15 a.m.
          • A better approch?
            Timothy Chow -- Monday, 2 November 2009, at 6:47 p.m.
            • A better approch?
              MaX -- Tuesday, 3 November 2009, at 8:18 a.m.
          • A better approch?
            eXtreme Gammon -- Monday, 2 November 2009, at 7:26 p.m.
            • A better approch?
              MaX -- Thursday, 12 November 2009, at 12:56 p.m.
        • A better approch?
          Timothy Chow -- Monday, 2 November 2009, at 6:40 p.m.
          • A better approch?
            Tom Keith -- Monday, 2 November 2009, at 7:28 p.m.
            • A better approch?
              Timothy Chow -- Monday, 2 November 2009, at 10:10 p.m.
              • A better approch?
                Tom Keith -- Tuesday, 3 November 2009, at 12:14 a.m.
                • A better approch?
                  Timothy Chow -- Tuesday, 3 November 2009, at 1:29 a.m.
                  • A better approch?
                    Maik Stiebler -- Tuesday, 3 November 2009, at 7:18 a.m.
                    • A better approch?
                      Timothy Chow -- Tuesday, 3 November 2009, at 4:17 p.m.
                      • A better approch?
                        Tom Keith -- Tuesday, 3 November 2009, at 5:23 p.m.
                        • A better approch?
                          Timothy Chow -- Tuesday, 3 November 2009, at 5:37 p.m.
                          • Aren't you two just particpating in the 250 year old fracas?
                            Chuck Bower -- Tuesday, 3 November 2009, at 6:19 p.m.
                            • Aren't you two just particpating in the 250 year old fracas?
                              Timothy Chow -- Tuesday, 3 November 2009, at 7:55 p.m.
                              • Aren't you two just particpating in the 250 year old fracas?
                                Bob Koca -- Tuesday, 3 November 2009, at 8:29 p.m.
                            • Aren't you two just particpating in the 250 year old fracas?
                              Tom Keith -- Wednesday, 4 November 2009, at 12:11 p.m.
                      • A better approch?
                        Maik Stiebler -- Wednesday, 4 November 2009, at 8:40 p.m.
                        • A better approch?
                          Timothy Chow -- Wednesday, 4 November 2009, at 10:09 p.m.
                          • A better approch?
                            Maik Stiebler -- Wednesday, 4 November 2009, at 10:51 p.m.
                            • A better approch?
                              Maik Stiebler -- Wednesday, 4 November 2009, at 11:57 p.m.
                            • A better approch?
                              Timothy Chow -- Thursday, 5 November 2009, at 6:52 a.m.
                              • A better approch?
                                Maik Stiebler -- Thursday, 5 November 2009, at 7:25 a.m.
                                • A better approch?
                                  Timothy Chow -- Thursday, 5 November 2009, at 3:37 p.m.
                                  • A better approch?
                                    Maik Stiebler -- Thursday, 5 November 2009, at 9:19 p.m.
                                    • A better approch?
                                      Maik Stiebler -- Thursday, 5 November 2009, at 9:42 p.m.
          • A better approch? [LONG]
            MaX -- Thursday, 5 November 2009, at 3:04 p.m.
            • A better approch? [LONG]
              Timothy Chow -- Thursday, 5 November 2009, at 3:47 p.m.
            • A better approch? [LONG]
              Maik Stiebler -- Thursday, 5 November 2009, at 10:01 p.m.
              • A better approch? [LONG]
                MaX -- Friday, 6 November 2009, at 3:31 p.m.
                • A better approch? [LONG]
                  Maik Stiebler -- Saturday, 7 November 2009, at 5:52 p.m.
                  • A better approch? [LONG]
                    MaX -- Monday, 9 November 2009, at 12:39 p.m.
                    • A better approch? [LONG]
                      Maik Stiebler -- Monday, 9 November 2009, at 10:59 p.m.
                      • A better approch? [LONG]
                        MaX -- Tuesday, 10 November 2009, at 1:33 p.m.
        • A better approch?
          Tom Keith -- Thursday, 5 November 2009, at 10:23 p.m.
          • A better approch?
            MaX -- Friday, 6 November 2009, at 12:35 p.m.
    • A better approch?
      Bob Koca -- Sunday, 1 November 2009, at 7:45 p.m.
      • A better approch?
        eXtreme Gammon -- Sunday, 1 November 2009, at 10:03 p.m.
        • A better approch?
          Bob Koca -- Sunday, 1 November 2009, at 10:30 p.m.
    • A better approch?
      Mislav Radica -- Monday, 2 November 2009, at 12:59 a.m.
      • A better approch?
        eXtreme Gammon -- Monday, 2 November 2009, at 1:58 a.m.
        • A better approach?
          eXtreme Gammon -- Monday, 2 November 2009, at 2:00 a.m.
        • A better approch?
          MaX -- Monday, 2 November 2009, at 10:19 a.m.
        • A better approch?
          Mislav Radica -- Monday, 2 November 2009, at 12:55 p.m.
          • The different approachs-give us a choice
            Mislav Radica -- Monday, 2 November 2009, at 1:18 p.m.
        • A better approch?
          misja -- Monday, 2 November 2009, at 7:36 p.m.
    • A better approch?
      Neil Robins -- Tuesday, 3 November 2009, at 9:39 p.m.