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 mean (example using R TeachingDemo package) [see attachment]

  • an online demo for confidence interval of a mean (link)

  • Another online demo - sample size vs. confidence interval for mean (one population):

    • http://www.censusatschool.org.nz/2009/informal-inference/WPRH/

• 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 means

  • online demo - sample size vs. confidence interval for mean (two populations)

  • http://www.censusatschool.org.nz/2009/informal-inference/WPRH/

• 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):

• 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.

Also see: Confidence Misunderstood