U�ytkownik "G Robin Edwards" <[EMAIL PROTECTED]> napisa� w
wiadomo�ci news:[EMAIL PROTECTED]
> In article <[EMAIL PROTECTED]>, sleszyk <[EMAIL PROTECTED]> wrote:
>
>  <Snip>
>
> > I have another question about the proportion confidence interval:
>
> > With the above formula one can calcute the symmetrical interval, which
> > is ok as long as the proportion is not too close to 0 or 1. However,
> > from what I've heard the "real" CI is always asymmetrical (well, maybe
> > except for p=0,5).
>
> > Does anybody know how to calculate an asymmetrical CI for a
> > proportion? I've been looking for an answer on the web some time ago
> > and couldn't find it.
>
> This is nicely and simply given in the latest edition of "Statistics with
> Confidence", by Gardner and Altman, pages 45 to 56.  The techniques and
> worked examples are given, so that you can check your own implementation!
>
> It is published (in the UK) by the BMJ.  Sorry, I don't have the ISBN.
>
>
> Here's a precis of the method :-
>
> Let n = sample size and r = number of "events".  Then p = r/n,
> and let q = (1-p).   Let A = required probability, say 0.05 for example.
> Then 100*(1-A)% would represent the 95% interval.
>
> Let Z = 100(1-A/2) percentile from the normal distribution, which is
> readily available in many softwares and tables.
>
> Now calculate B = 2r + Z*Z, C = Z*SQRT(Z*Z + 4rq) and D= 2(n + Z*Z)
>
> The confidence interval for the population proportion is then
>
>                   (B - C)/D to (B + C)/D
>
> The examples they give are for 1 event in a sample of 29, (p = 0.03448)
> for which the 95% CI evaluates to 0.006 to 0.172, and
>
> zero events in a sample of 20, clearly a proportion of 0.0  giving a 95%
> CI of 0 to 0.161
>
> In the book they give other related methods, such as confidence
> intervals for differences in proportions for two samples, for both the
> paired case and unpaired case.
>
> --
>   Robin Edwards  ZFC  W      Serious Statistical Software
>                 REAL Statistics with Graphics for RISC OS machines
>            Please email [EMAIL PROTECTED] for details of our loan
software.
>

Thanks a lot - this is VERY helpful,
just what I was looking for.

Thanks,
Peter.




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