----- Forwarded message from Robert Dawson -----
Again, a confidence interval may be useful (if not optimal) while
including values that are obviously absurd. Examples are:
the Z interval for proportion, in cases where the confidence level is
greater than 98% and the np>=5 criterion is only just met. Because the
critical value is greater than sqrt(5), the interval contains 0 and some
negative values for p.
----- End of forwarded message from Robert Dawson -----
Which just shows that np>5 is a poor criterion for 98% CI. (I think
it is the least stringent standard commonly offered for 95% CIs.)
There are a variety of rules of thumb for when the normal
approximation is reasonable. My own favorite is that it's fairly good
whenever the CI is completely within the interval (0,1). I don't know
if this has any great theoretical properties but it does make
intuitive sense, is easy to understand and implement, encourages
people to look at their results and check them for plausibility, and
it does avoid the problems under discussion here.
_
| | Robert W. Hayden
| | Work: Department of Mathematics
/ | Plymouth State College MSC#29
| | Plymouth, New Hampshire 03264 USA
| * | fax (603) 535-2943
/ | Home: 82 River Street (use this in the summer)
| ) Ashland, NH 03217
L_____/ (603) 968-9914 (use this year-round)
Map of New [EMAIL PROTECTED] (works year-round)
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