Computation of confidence interval with Wilson score
hayatbellafkih opened this issue · comments
Hello,
I am trying to correlate your approach with the given code (tartiflette), and I have some questions:
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You are using the CLT theorem, you compute the median of the n samples, these samples are the differential RTTs for a given bin. So, your samples are based on the number of the differential RTT of the analyzed link at a given bin. The CLT theorem said that the size of the samples should be same, how to guarantee this condition in your case?
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In the paper : "To account for uncertainty in the computed medians, we also calculate confidence intervals. In the case of the median, confidence intervals are usually formulated as a binomial calculation and are distribution free" :
2.1 - why the confidence intervals are usually formulated as a binomial calculation?
2.3 - why confidence intervals are distribution free?
2.4 - why you chose p as 0.5?
Thanks in advance.
Hi,
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You are right we may have a varying number of samples. If the number is significantly varying we expect to have a forwarding anomaly for that link.
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This is purely mathematics, please refer to https://newonlinecourses.science.psu.edu/stat414/node/316/