95% confidence interval - median

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Discussion Overview

The discussion revolves around calculating the 95% confidence interval for the median of a skewed distribution, contrasting it with the method used for a normal distribution. Participants explore different approaches and tools for this calculation.

Discussion Character

  • Exploratory, Technical explanation, Debate/contested

Main Points Raised

  • One participant notes the standard method for calculating the 95% confidence interval of the mean for a normal distribution and questions how to adapt this for the median of a skewed distribution.
  • Another participant suggests using bootstrapping as a method for calculating the confidence interval for the median.
  • A subsequent post inquires about the feasibility of performing bootstrapping in Excel.
  • A later reply indicates that checking documentation is necessary and mentions that statistical programs like R typically support bootstrapping.

Areas of Agreement / Disagreement

Participants do not reach a consensus on the method for calculating the confidence interval for the median, with differing opinions on the tools and approaches to use.

Contextual Notes

There is an assumption that participants are familiar with bootstrapping and its application, but specific details on implementation and limitations are not discussed.

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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