New Reply

Point estimate from multiple sampling distributions

 
Share Thread Thread Tools
Nov20-12, 08:04 AM   #1
 

Point estimate from multiple sampling distributions


Dear all, I hope someone can help me.

I have two experimental groups, A (n=5) and B (n=8) containing biological samples. The samples are used to estimate my parameter of interest, θ. I do this with Markov-chain Monte-Carlo, which gives me a posterior distribution of θ for each of my samples. The distributions look approximately normal but are skewed a bit to the right. All values for θ are positive.
I wonder how I can now report single estimates (and confidence intervals) for θ in groups A and B, respectively.

Averaging the means of each distribution in one group gives me very different results than averaging the medians of all distributions. I also tried combining all distributions from one group and then taking the mean or the median. How can I find out which is the best way to summarize all distributions within one group to get a single point estimate?

I hope my problem is clear, I would appreciate any help.
Many thanks in advance,
capy_bara
PhysOrg.com
PhysOrg
science news on PhysOrg.com

>> King Richard III found in 'untidy lozenge-shaped grave'
>> Google Drive sports new view and scan enhancements
>> Researcher admits mistakes in stem cell study
Nov20-12, 08:29 AM   #2
mfb
 
Mentor
For each sample in A and B, you get a distribution of (possible) θ, and you want a single number and confidence interval for θ in A and B?

How can I find out which is the best way to summarize all distributions within one group to get a single point estimate?
Convolution, if nothing simpler works. This allows to get your point estimate and confidence level in a natural way.
New Reply
Thread Tools


Similar Threads for: Point estimate from multiple sampling distributions
Thread Forum Replies
How to estimate return period amount at different distributions Set Theory, Logic, Probability, Statistics 2
Sampling Distributions and Normal Approximation Precalculus Mathematics Homework 19
Sampling Distributions Set Theory, Logic, Probability, Statistics 3
Statistics Problem: Sampling Distributions - Somewhat OT General Math 1
sampling distributions Set Theory, Logic, Probability, Statistics 2