Confidence interval: Difference between revisions

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:<math>\mbox{Z} = 3.29\,(\mbox{if}\, \alpha = 0.001 \,\mbox{for}\,99.9%\,\mbox{confidence intervals})\,\!</math>
:<math>\mbox{Z} = 3.29\,(\mbox{if}\, \alpha = 0.001 \,\mbox{for}\,99.9%\,\mbox{confidence intervals})\,\!</math>


:<math>\mbox{SE} = \mbox{standard error} = \frac{\mbox{standard deviation}}{\sqrt{n}}</math>
:<math>\mbox{SE} = \mbox{standard error} = \frac{\sigma}{\sqrt{n}}</math>
 
 
:<math>\sigma = \mbox{standard deviation}\,\!</math>
 


For small samples, calculations should be made using the binomial distribution or the Poisson distribution.
For small samples, calculations should be made using the binomial distribution or the Poisson distribution.

Latest revision as of 00:36, 24 January 2011

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The Confidence interval (CI) is a "range of values for a variable of interest, e.g., a rate, constructed so that this range has a specified probability of including the true value of the variable."[1]

In large samples, calculations for the CI for rates and proportions may be based on the normal distribution.[2][3]

The equation using the normal distribution is:[4]

Where



For small samples, calculations should be made using the binomial distribution or the Poisson distribution.

References

  1. Anonymous (2024), Confidence interval (English). Medical Subject Headings. U.S. National Library of Medicine.
  2. Fleiss, Joseph L. (1973). Statistical methods for rates and proportions. New York: Wiley, 13. ISBN 0-471-26370-2. 
  3. Cochran, William Cox; Snedecor, George W. (1980). Statistical methods. Ames: Iowa State University Press, 118. ISBN 0-8138-1560-6. 
  4. Gardner MJ, Altman DG (March 1986). "Confidence intervals rather than P values: estimation rather than hypothesis testing". Br Med J (Clin Res Ed) 292 (6522): 746–50. PMID 3082422[e]