Confidence Intervals#

General#

\[ P\left( \mu \in \bar X \pm c\right) = p \]
\[ c = \Phi^{-1}(p/2 + 1/2) - 1 \]

Number of SDs#

For the \(p\) confidence interval,

\[ P\left( \mu \in \bar X \pm z_p \text{SD}(\bar X)\right) = p \]

  • \(z_\lambda = \Phi^{-1}(p/2 + 1/2)\)