Hi, I am again asking a generic question and the general response for such questions is cold. I am a beginner but use and write simple R scripts. I am looking for some ideas to calculate the confidence intervals based on this excerpt from the paper. Moreover it would help if someone points to material to read about degrees of freedom and any related concepts. Thanks, Mohan Cutting Corners: Workbench Automation for Server Benchmarking APPENDIX: Confidence Intervals Given N observations of response time from N runs at given arrival rate λ, the confidence interval for the response time at that λ with a desired confidence level, c%, is computed as follows: • Compute the mean server response time: μ PN i=1 Ri/N, where Ri is the server response time for the ith run. • Compute the standard deviation for the server response time: σ = qPN i=1(Ri − μ)2/(N − 1). • Confidence interval for the response time at confidence 100c% is given as: [μ − zpσ/√N, μ + zpσ/pN], where p = (1 + c)/2, and zp is the quantile of the unit normal distribution at p. If N <= 30, we replace zp by tp;n−1, which is the pquantile of a t-variate with n−1 degrees of freedom, assuming that the response time values from N runs come from a normal distribution. We verified that response times do come from a normal distribution using a normal proability plot. DISCLAIMER:\ ===============...{{dropped:31}}
Apology. The formulas are munged. I am referring to 'APPENDIX: Confidence Intervals' in the paper at http://www.cse.iitb.ac.in/~puru/courses/spring12/cs695/downloads/cuttingcorners.pdf Mohan -----Original Message----- From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf Of Mohan Radhakrishnan Sent: Thursday, June 07, 2012 5:00 PM To: r-help at r-project.org Subject: [R] Basic question about confidence intervals Hi, I am again asking a generic question and the general response for such questions is cold. I am a beginner but use and write simple R scripts. I am looking for some ideas to calculate the confidence intervals based on this excerpt from the paper. Moreover it would help if someone points to material to read about degrees of freedom and any related concepts. Thanks, Mohan Cutting Corners: Workbench Automation for Server Benchmarking APPENDIX: Confidence Intervals Given N observations of response time from N runs at given arrival rate ??, the confidence interval for the response time at that ?? with a desired confidence level, c%, is computed as follows: ??? Compute the mean server response time: ?? PN i=1 Ri/N, where Ri is the server response time for the ith run. ??? Compute the standard deviation for the server response time: ?? = qPN i=1(Ri ??? ??)2/(N ??? 1). ??? Confidence interval for the response time at confidence 100c% is given as: [?? ??? zp??/???N, ?? + zp??/pN], where p = (1 + c)/2, and zp is the quantile of the unit normal distribution at p. If N <= 30, we replace zp by tp;n???1, which is the pquantile of a t-variate with n???1 degrees of freedom, assuming that the response time values from N runs come from a normal distribution. We verified that response times do come from a normal distribution using a normal proability plot. DISCLAIMER:\ ===============.{{dropped:31}} DISCLAIMER: ==========================================================================================================================================================The information contained in this e-mail message may be privileged and/or confidential and protected from disclosure under applicable law. It is intended only for the individual to whom or entity to which it is addressed as shown at the beginning of the message. If the reader of this message is not the intended recipient, or if the employee or agent responsible for delivering the message is not an employee or agent of the intended recipient, you are hereby notified that any review, dissemination,distribution, use, or copying of this message is strictly prohibited. If you have received this message in error, please notify us immediately by return e-mail and permanently delete this message and your reply to the extent it includes this message. Any views or opinions presented in this message or attachments are those of the author and do not necessarily represent those of the Company. All e-mails and attachments sent and received are subject to monitoring, reading, and archival by the Company.==========================================================================================================================================================
On Jun 7, 2012, at 7:30 AM, Mohan Radhakrishnan wrote:> Hi, > > I am again asking a generic question and the general > response for such questions is cold. I am a beginner but use and > write simple R scripts.Have you read the Posting Guide? "If the question is well-asked and of interest to someone on the list, it may elicit an informative up-to-date answer. See also the Usenet groups sci.stat.consult (applied statistics and consulting) and sci.stat.math (mathematical stat and probability). Basic statistics and classroom homework: R-help is not intended for these. " There are other forums online for such questions: stats.exchange.com is one such. (And I would have to say that the Usenet group advice is seriously outdated.)> I am looking for some ideas to calculate the confidence > intervals based on this excerpt from the paper. Moreover it would > help if someone points to material to read about degrees of freedom > and any related concepts.Now that last one is surely a sign of "failure to google". -- David.> > > > > > Thanks, > > Mohan > > > > > > Cutting Corners: Workbench Automation > > for Server Benchmarking > > > > APPENDIX: Confidence Intervals > > Given N observations of response time from N runs at > > given arrival rate ?, the confidence interval for the response > > time at that ? with a desired confidence level, c%, > > is computed as follows: > > ? Compute the mean server response time: ? > > PN > > i=1 Ri/N, where Ri is the server response time > > for the ith run. > > ? Compute the standard deviation for the server response > > time: ? = qPN > > i=1(Ri ? ?)2/(N ? 1). > > ? Confidence interval for the response time at confidence > > 100c% is given as: [? ? zp?/?N, ? + > > zp?/pN], where p = (1 + c)/2, and zp is the quantile > > of the unit normal distribution at p. > > If N <= 30, we replace zp by tp;n?1, which is the pquantile > > of a t-variate with n?1 degrees of freedom, > > assuming that the response time values from N runs > > come from a normal distribution. We verified that > > response times do come from a normal distribution > > using a normal proability plot. > > > > DISCLAIMER:\ ===============...{{dropped:31}} > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.David Winsemius, MD West Hartford, CT