[CentralOH] OT: Statistician needed

[Bim Walker]

Can’t you just think of the set of errors as the raw data, and do an independent t-test comparing provider A to provider B?  (or an anova if you have more than two providers.)


Bim



On May 16, 2016, at 2:59 PM, Eric Floehr <eric at intellovations.com> wrote:

> Hey all,
> 
> I'm in need of some help with statistics, and if anyone has any thoughts on this, or know someone who could do this, I would appreciate it greatly.
> 
> I have a set of errors, normally distributed around 0 error (it's temperature forecast error). You can assume that the sample of forecasts is representative of the entire population (for example, taking 50 strategic locations around the U.S. to represent all U.S. locations).
> 
> I then calculate the mean absolute error, and the RMSE. These have some positive value.
> 
> What I would like to calculate on the MAE and RMSE is a confidence interval that the population error is within given the sample MAE or RMSE and it's related statistics (sample size, mean error, MAE, RMSE, standard deviation, etc.).
> 
> For example, let's say that one provider's RMSE is 3.18 (A) and another's is 3.5 (B). I'd like to know with some confidence that there is (or isn't) a difference between providers (i.e. that provider A confidently has lower error than B).
> 
> Currently, the way I'm doing it is using the normative inverse function in Excel:
> 
> Lower bound: NORMINV(0.005,RMSE,STDDEV_RMSE/SQRT(NUMBER_OF_SAMPLES))
> 
> Upper bound: NORMINV(0.995,RMSE,STDDEV_RMSE/SQRT(NUMBER_OF_SAMPLES))
> 
> as in section 9.18 of: http://www.saylor.org/site/wp-content/uploads/2012/10/BUS204-Ling-6.2.pdf
> 
> But I'm not at all convinced that I'm doing that right, or that it applies in this situation.
> 
> Thanks so much!
> Eric
> 
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