Confidence Intervals Flashcards Preview

Actuarial Science - General Maths & Stats > Confidence Intervals > Flashcards

Flashcards in Confidence Intervals Deck (7):
1

Confidence Interval for Difference of Means
(Common Variance)

 

Confidence interval for means of common variance is normally distributed:

2

Confidence Interval for Sample from Normally Distributed Population

3

Binomial Proportion Confidence Interval

The approximation is usually justified by the central limit theorem. The formula is

 

4

How to Calcuate a Confidence Interval for a Line of Regression

For a best fit line of least squares linear regression:

 

 

5

How to Calculate Confidence Interval for Population Standard Deviation from Sample Standard Deviation (or variance)?

Given a normally distributed sample with:

n - observations

S - sample standard deviation 

To get 95% confidence interval:

 

 

6

Confidence Interval for Nelson Aalen Integrated Hazard

7

Confidence Interval for Kaplan Meier Estimate of Survival Function