Knowledge (XXG)

Continuity correction

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391: 428:. Where extreme accuracy is not necessary, computer calculations for some ranges of parameters may still rely on using continuity corrections to improve accuracy while retaining simplicity. 149: 224: 281:
A continuity correction can also be applied when other discrete distributions supported on the integers are approximated by the normal distribution. For example, if
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having the ability to evaluate probability distribution functions accurately, continuity corrections played an important role in the practical application of
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in which the test statistic has a discrete distribution: it had a special importance for manual calculations. A particular example of this is the
437: 483: 299: 425: 413: 92: 421: 59: 46: 409: 286: 174:) are large (sometimes taken as both ≥ 5), then the probability above is fairly well approximated by 25: 180: 234: 29: 79: 52: 238: 472: 417: 17: 465:, The Annals of Mathematical Statistics, Vol. 16 No. 4, Page 319–329, 1945. 242: 400:
is normally distributed with expectation and variance both λ.
386:{\displaystyle P(X\leq x)=P(X<x+1)\approx P(Y\leq x+1/2)} 456:
Probability and Statistics for Engineering and the Sciences
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On the normal approximation to the binomial distribution
302: 183: 95: 385: 218: 143: 47:Binomial distribution § Normal approximation 443:Wilson score interval with continuity correction 74:is distributed as the number of "successes" in 8: 289:with expected value λ then the variance of 372: 301: 205: 182: 94: 458:, Fourth Edition, Duxbury Press, 1995. 144:{\displaystyle P(X\leq x)=P(X<x+1)} 7: 479:Theory of probability distributions 14: 438:Yates's correction for continuity 408:Before the ready availability of 426:checking whether a coin is fair 86:of success on each trial, then 380: 354: 345: 327: 318: 306: 237:random variable with the same 219:{\displaystyle P(Y\leq x+1/2)} 213: 187: 138: 120: 111: 99: 1: 24:is an adjustment made when a 273:is a continuity correction. 269:). This addition of 1/2 to 500: 44: 484:Computational statistics 28:is approximated using a 387: 220: 145: 422:binomial distribution 388: 221: 146: 60:binomial distribution 22:continuity correction 410:statistical software 300: 287:Poisson distribution 235:normally distributed 181: 93: 383: 216: 141: 414:statistical tests 82:with probability 30:continuous object 491: 454:Devore, Jay L., 420:, involving the 392: 390: 389: 384: 376: 225: 223: 222: 217: 209: 158:∈ {0, 1, 2, ... 150: 148: 147: 142: 80:Bernoulli trials 62:with parameters 499: 498: 494: 493: 492: 490: 489: 488: 469: 468: 451: 434: 406: 298: 297: 293:is also λ, and 279: 179: 178: 91: 90: 53:random variable 49: 43: 38: 26:discrete object 12: 11: 5: 497: 495: 487: 486: 481: 471: 470: 467: 466: 459: 450: 447: 446: 445: 440: 433: 430: 405: 402: 394: 393: 382: 379: 375: 371: 368: 365: 362: 359: 356: 353: 350: 347: 344: 341: 338: 335: 332: 329: 326: 323: 320: 317: 314: 311: 308: 305: 278: 275: 239:expected value 227: 226: 215: 212: 208: 204: 201: 198: 195: 192: 189: 186: 152: 151: 140: 137: 134: 131: 128: 125: 122: 119: 116: 113: 110: 107: 104: 101: 98: 42: 39: 37: 34: 13: 10: 9: 6: 4: 3: 2: 496: 485: 482: 480: 477: 476: 474: 464: 460: 457: 453: 452: 448: 444: 441: 439: 436: 435: 431: 429: 427: 423: 419: 418:binomial test 415: 411: 403: 401: 399: 377: 373: 369: 366: 363: 360: 357: 351: 348: 342: 339: 336: 333: 330: 324: 321: 315: 312: 309: 303: 296: 295: 294: 292: 288: 284: 276: 274: 272: 268: 264: 260: 256: 252: 248: 244: 241:and the same 240: 236: 232: 210: 206: 202: 199: 196: 193: 190: 184: 177: 176: 175: 173: 169: 165: 161: 157: 135: 132: 129: 126: 123: 117: 114: 108: 105: 102: 96: 89: 88: 87: 85: 81: 77: 73: 69: 65: 61: 57: 54: 48: 40: 35: 33: 31: 27: 23: 19: 462: 461:Feller, W., 455: 407: 404:Applications 397: 395: 290: 282: 280: 270: 266: 262: 258: 254: 250: 246: 230: 228: 171: 167: 163: 159: 155: 153: 83: 78:independent 75: 71: 67: 63: 55: 50: 21: 15: 265:(1 − 170:(1 − 18:mathematics 473:Categories 449:References 249:, i.e., E( 45:See also: 361:≤ 349:≈ 313:≤ 194:≤ 106:≤ 432:See also 424:, as in 257:and var( 243:variance 154:for any 70:, i.e., 41:Binomial 36:Examples 277:Poisson 162:}. If 285:has a 229:where 58:has a 233:is a 51:If a 334:< 261:) = 253:) = 166:and 127:< 66:and 20:, a 396:if 245:as 16:In 475:: 263:np 255:np 168:np 164:np 32:. 398:Y 381:) 378:2 374:/ 370:1 367:+ 364:x 358:Y 355:( 352:P 346:) 343:1 340:+ 337:x 331:X 328:( 325:P 322:= 319:) 316:x 310:X 307:( 304:P 291:X 283:X 271:x 267:p 259:Y 251:Y 247:X 231:Y 214:) 211:2 207:/ 203:1 200:+ 197:x 191:Y 188:( 185:P 172:p 160:n 156:x 139:) 136:1 133:+ 130:x 124:X 121:( 118:P 115:= 112:) 109:x 103:X 100:( 97:P 84:p 76:n 72:X 68:p 64:n 56:X

Index

mathematics
discrete object
continuous object
Binomial distribution § Normal approximation
random variable
binomial distribution
Bernoulli trials
normally distributed
expected value
variance
Poisson distribution
statistical software
statistical tests
binomial test
binomial distribution
checking whether a coin is fair
Yates's correction for continuity
Wilson score interval with continuity correction
Categories
Theory of probability distributions
Computational statistics

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