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Homework Help: Bernoulli confidence intervals

  1. Aug 1, 2010 #1
    Confidence intervals

    1. The problem statement, all variables and given/known data[/

    Use CLT to construct approximate symmetric 100(1-alpha)% confidence interval [L,R] for p then show that [L,1] is then an approximate 100(1-alpha/2)% confidence interval for p

    3. The attempt at a solution

    When [L,1] then we have a one sided confidence interval.
    What we effectively need to show is that the area under the normal curve from -inf to alpha/2 is equal to the area under the curve from -inf to alpha/4 + the area under the curve from alpha/4 to inf
    I was going to look at the error function as a way to solve this. I havent managed it though. Any thoughts?
    Last edited: Aug 2, 2010
  2. jcsd
  3. Aug 2, 2010 #2
    This isn't related to Bernoulli. Thanks to CLT we assume normality so the question is how to formally prove the above in a mathematical way.
    Can we just use the CDF?
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