95% confidence interval - median

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SUMMARY

To calculate the 95% confidence interval for the median of a skewed distribution, bootstrapping is the recommended method. While traditional methods apply to normal distributions using the formula 1.96 times the standard error of the mean, skewed distributions require a different approach. Tools such as R provide built-in support for bootstrapping, and users can also explore Excel for potential solutions, although documentation should be consulted for specifics.

PREREQUISITES
  • Understanding of confidence intervals and their significance
  • Familiarity with bootstrapping techniques in statistics
  • Basic knowledge of R programming for statistical analysis
  • Ability to navigate Excel documentation for statistical functions
NEXT STEPS
  • Learn how to implement bootstrapping in R for confidence intervals
  • Explore Excel's capabilities for bootstrapping and statistical analysis
  • Study the differences between confidence intervals for means and medians
  • Research advanced statistical methods for analyzing skewed distributions
USEFUL FOR

Statisticians, data analysts, and researchers dealing with skewed data distributions who need to calculate confidence intervals for medians.

lavster
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To calculate the 95% confidence interval of the mean of a normal distribution you calculate 1.96 χ standard error on the mean.
what do you do if you want to calculate the 95% confidence interval on the median of the distribution, for a distribution that is most definitely skewed and not gaussian?
Thanks
 
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I would bootstrap it.
 
can you do that in excel?
 
You'll have to check the documentation. Any worthwhile statistical program will have bootstrapping support; you might want to look at R.
 

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