Confidence interval: Difference between revisions

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The '''Confidence interval''' 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."<ref>{{MeSH}}</ref>
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."<ref>{{MeSH}}</ref>
 
In large samples, calculations for the CI for rates and proportions may be based on the [[normal distribution]].<ref name="isbn0-471-26370-2">{{cite book |author=Fleiss, Joseph L. |title=Statistical methods for rates and proportions |publisher=Wiley |location=New York |year=1973 |pages=13 |isbn=0-471-26370-2 |oclc= |doi=}}</ref><ref name="isbn0-8138-1560-6">{{cite book |author=Cochran, William Cox; Snedecor, George W. |title=Statistical methods |publisher=Iowa State University Press |location=Ames |year=1980 |pages=118 |isbn=0-8138-1560-6 |oclc= |doi=}}</ref>
 
The equation using the normal distribution is:<ref name="pmid3082422">{{cite journal |author=Gardner MJ, Altman DG |title=Confidence intervals rather than P values: estimation rather than hypothesis testing |journal=Br Med J (Clin Res Ed) |volume=292 |issue=6522 |pages=746–50 |year=1986 |month=March |pmid=3082422 |doi= |url= |issn=}}</ref>
 
:<math>\begin{align}
\mbox{CI lower limit} &= \bar X - \mbox{Z} * \mbox{SE} \\
\mbox{CI upper limit} &= \bar X + \mbox{Z} * \mbox{SE}
\end{align} </math>
 
Where
:<math>\bar X = \mbox{sample mean}\,\!</math>
 
:<math>\mbox{Z} = 1.96\,(\mbox{if}\, \alpha = 0.05 \,\mbox{for}\,95%\,\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{\sigma}{\sqrt{n}}</math>
 
 
:<math>\sigma = \mbox{standard deviation}\,\!</math>


In large samples, calculations for the confidence interval for rates and proportions may be based on the [[normal distribution]].<ref name="isbn0-471-26370-2">{{cite book |author=Fleiss, Joseph L. |title=Statistical methods for rates and proportions |publisher=Wiley |location=New York |year=1973 |pages=13 |isbn=0-471-26370-2 |oclc= |doi=}}</ref><ref name="isbn0-8138-1560-6">{{cite book |author=Cochran, William Cox; Snedecor, George W. |title=Statistical methods |publisher=Iowa State University Press |location=Ames |year=1980 |pages=118 |isbn=0-8138-1560-6 |oclc= |doi=}}</ref>


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.


==References==
==References==
<references/>
<references/>[[Category:Suggestion Bot Tag]]
 
==External links==
* Stat Pages: [http://statpages.org/confint.html Online calculator]
* Texas A&M: [http://www.stat.tamu.edu/~jhardin/applets/ Online calculator]

Latest revision as of 07:00, 1 August 2024

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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]