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Confidence Intervals


 
Statistics, which are by definition calculated from a sample that is drawn from a population, have both a point estimate and an interval estimate.  The interval estimate is based on the standard error, and on the sampling distribution of the test statistic.
 
Examples:
  • confidence interval of a sample variance (example using simulation)
  • confidence interval of a sample median (example using simulation)

 
Other examples:
  • confidence interval of a difference in medians
  • confidence interval of Ppk
  • confidence interval of Cpk
  • confidence interval of Gauge R&R 


Confidence intervals applied to regression (confidence bands):


And other examples:

R code to graphically demonstrate confidence intervals (contributed by Dr. Juan Hu) - see file "Confidence interval.R" attached below.
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