Confidence interval construction

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CI Fundamentals - Range of Plausible Values

  • Definition: A Confidence Interval (CI) provides a range of plausible values for an unknown population parameter (e.g., true population mean), calculated from sample data.
  • Purpose: To quantify the uncertainty surrounding a sample estimate. A narrower CI implies greater precision.
  • General Formula:
    • Point Estimate ± Margin of Error
    • Margin of Error = (Critical Value × Standard Error)
  • Interpretation: We are ‘X%’ confident (e.g., 95%) that the calculated interval contains the true, unknown population parameter.

⭐ The width of the CI is determined by the confidence level and sample size.

  • ↑ Confidence Level (e.g., 99% vs 95%) → Wider CI
  • ↑ Sample Size (n) → Narrower CI

Point and Interval Estimates of Population Mean

CI for Means - Nailing the Average

  • Calculates a range of plausible values for the true population mean, based on a sample mean.

  • Core Formula: CI = Point Estimate (Sample Mean) ± Margin of Error

    • Margin of Error = (Critical Value) × (Standard Error)
  • Standard Error of the Mean (SEM):

    • $SEM = s / \sqrt{n}$
    • s = sample standard deviation; n = sample size.
    • ↓ SEM with ↑ sample size.
  • Critical Values (Z-scores from Normal Distribution):

    • 95% CI → Z-score = 1.96
    • 99% CI → Z-score = 2.58

⭐ A larger sample size (n) leads to a narrower (more precise) confidence interval. This is a frequently tested concept.

Standard Normal Distribution with 95% Probability

CI for Proportions - Slicing the Percentage

  • Calculates the range likely to contain the true population proportion. Essential for interpreting survey results or study outcomes involving binary data (e.g., disease prevalence, response to treatment).

  • Formula: The confidence interval (CI) is constructed around the sample proportion (p).

    • CI = $p \pm Z_{\alpha/2} \times \sqrt{\frac{p(1-p)}{n}}$
    • p: Sample proportion (events/total)
    • n: Sample size
    • Z_{\alpha/2}: Z-score for confidence level (e.g., 1.96 for 95% CI).
  • Standard Error of the Proportion (SEp):

    • $SE_p = \sqrt{\frac{p(1-p)}{n}}$
    • Represents the variability of the sample proportion; smaller SE means more precision.

⭐ As sample size (n) increases, the standard error decreases, resulting in a narrower, more precise confidence interval. This is a frequent concept tested in questions about study power and precision.

Interpretation - Reading Between Lines

Forest plot with mean difference and risk ratio examples

  • Statistical Significance: A confidence interval (CI) that contains the null value is not statistically significant. The p-value will be ≥ 0.05.
    • For mean differences, the null value is 0.
    • For odds ratios (OR) and relative risks (RR), the null value is 1.
  • Precision: The width of the CI reflects the precision of the estimate.
    • Narrow CI → High precision (larger sample size).
    • Wide CI → Low precision (smaller sample size).

⭐ If the 95% CI for a mean difference between two groups does not cross 0, the p-value for that difference is guaranteed to be < 0.05.

High‑Yield Points - ⚡ Biggest Takeaways

  • A Confidence Interval (CI) provides a range of plausible values for a population parameter.
  • Wider CIs reflect less precision, due to smaller sample sizes or higher confidence levels.
  • A 95% CI means we are 95% confident the true population parameter is within the interval.
  • If a CI for a difference contains 0, the result is not statistically significant.
  • If a CI for a ratio (OR, RR) contains 1, the result is not statistically significant.
  • Increasing sample size narrows the CI, improving precision.

Practice Questions: Confidence interval construction

Test your understanding with these related questions

Group of 100 medical students took an end of the year exam. The mean score on the exam was 70%, with a standard deviation of 25%. The professor states that a student's score must be within the 95% confidence interval of the mean to pass the exam. Which of the following is the minimum score a student can have to pass the exam?

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Flashcards: Confidence interval construction

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_____ are a range of values within which the true mean of the population is expected to fall, with a specified probability (usually 95%)

TAP TO REVEAL ANSWER

_____ are a range of values within which the true mean of the population is expected to fall, with a specified probability (usually 95%)

Confidence intervals

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