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  2. Standard error - Wikipedia

    en.wikipedia.org/wiki/Standard_error

    Toggle the table of contents ... calculate the upper and lower 95% confidence ... tend to approximate the population standard deviation as the sample size increases. ...

  3. Margin of error - Wikipedia

    en.wikipedia.org/wiki/Margin_of_error

    This interval is called the confidence interval, and the radius (half the interval) is called the margin of error, corresponding to a 95% confidence level. Generally, at a confidence level γ {\displaystyle \gamma } , a sample sized n {\displaystyle n} of a population having expected standard deviation σ {\displaystyle \sigma } has a margin of ...

  4. Sample size determination - Wikipedia

    en.wikipedia.org/wiki/Sample_size_determination

    Sample size determination or estimation is the act of choosing the number of observations or replicates to include in a statistical sample. The sample size is an important feature of any empirical study in which the goal is to make inferences about a population from a sample. In practice, the sample size used in a study is usually determined ...

  5. Student's t-distribution - Wikipedia

    en.wikipedia.org/wiki/Student's_t-distribution

    Let's say we have a sample with size 11, sample mean 10, and sample variance 2. For 90% confidence with 10 degrees of freedom, the one-sided t value from the table is 1.372 . Then with confidence interval calculated from ¯, , we determine that with 90% confidence we have a true mean lying below

  6. Standard deviation - Wikipedia

    en.wikipedia.org/wiki/Standard_deviation

    From Wikipedia, the free encyclopedia. In statistics, a measure of variation. For other uses, see Standard deviation (disambiguation). A plot of normal distribution(or bell-shaped curve) where each band has a width of 1 standard deviation – See also: 68–95–99.7 rule.

  7. Confidence interval - Wikipedia

    en.wikipedia.org/wiki/Confidence_interval

    Informally, in frequentist statistics, a confidence interval ( CI) is an interval which is expected to typically contain the parameter being estimated. More specifically, given a confidence level (95% and 99% are typical values), a CI is a random interval which contains the parameter being estimated % of the time. [ 1][ 2] The confidence level ...

  8. Chebyshev's inequality - Wikipedia

    en.wikipedia.org/wiki/Chebyshev's_inequality

    The dependence of the confidence intervals on sample size is further illustrated below. For N = 10, the 95% confidence interval is approximately ±13.5789 standard deviations. For N = 100 the 95% confidence interval is approximately ±4.9595 standard deviations; the 99% confidence interval is approximately ±140.0 standard deviations.

  9. Confidence and prediction bands - Wikipedia

    en.wikipedia.org/wiki/Confidence_and_prediction...

    A 95% simultaneous confidence band is a collection of confidence intervals for all values x in the domain of f(x) that is constructed to have simultaneous coverage probability 0.95. In mathematical terms, a simultaneous confidence band f ^ ( x ) ± w ( x ) {\displaystyle {\hat {f}}(x)\pm w(x)} with coverage probability 1 − α satisfies the ...

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