Confidence Intervals
Learning Objectives
- Define in general terms a confidence interval for an unknown parameter of a distribution based on a random sample.
- Derive a confidence interval for an unknown parameter using a given sampling distribution.
- Calculate confidence intervals for the mean and the variance of a normal distribution.
- Calculate confidence intervals for a binomial probability and a Poisson mean, including the use of the normal approximation in both cases.
- Calculate confidence intervals for two-sample situations involving the normal distribution, and the binomial and Poisson distributions using the normal approximation.
- Calculate confidence intervals for a difference between two means from paired data.
- Use the bootstrap method to obtain confidence intervals.
Theory
R
Practice