Knowledge (XXG)

Rule of three (statistics)

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is recorded. From the rule of three, it can be concluded with 95% confidence that fewer than 1 person in 500 (or 3/1500) will experience an adverse event. By symmetry, for only successes, the 95% confidence interval is .
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By a similar argument, the numerator values of 3.51, 4.61, and 5.3 may be used for the 97%, 99%, and 99.5% confidence intervals, respectively, and in general the upper end of the confidence interval can be given as
326:." Some decades later, in the early 1900s, Karl Pearson shifted the meaning of the rule of three – "take 3σ as definitely significant" – and claimed it for his new journal of significance testing, 90:
times. If 300 parachutes are randomly tested and all open successfully, then it is concluded with 95% confidence that fewer than 1 in 100 parachutes with the same characteristics (3/300) will fail.
218: 244: 283: 330:. Even Darwin late in life seems to have fallen into the confusion. (Ziliak and McCloskey, 2008, p. 26; parenthetic gloss in original) 255: 137:) for the probability of zero events in the binomial distribution. In the latter case, the edge of the confidence interval is given by Pr( 62:
is greater than 30, this is a good approximation of results from more sensitive tests. For example, a pain-relief drug is tested on 1500
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of an event occurring for any randomly selected single individual in a population, given that it has not been observed to occur in
449: 308: 17: 318:," by which he appeared to mean the peak of arithmetical accomplishment in a nineteenth-century gentleman, solving for 474: 79: 266:
beyond just the binomial distribution, and gives a way to change the factor 3 if a different confidence is desired.
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A century and a half ago Charles Darwin said he had "no Faith in anything short of actual measurement and the
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Comparison of the rule of three to the exact binomial one-sided confidence interval with no positive samples
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removes the assumption of unimodality at the price of a higher multiplier (about 4.5 for 95% confidence).
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The cult of statistical significance: How the standard error costs us jobs, justice, and lives
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Hanley, J. A.; A. Lippman-Hand (1983). "If nothing goes wrong, is everything alright?".
385: 360: 75: 458: 415: 67: 431: 361:"Probability of adverse events that have not yet occurred: A statistical reminder" 156:) = ln .05 ≈ −2.996. Rounding the latter to −3 and using the approximation, for 376: 86:. The rule of three applies well beyond medical research, to any trial done 23: 423: 394: 342: 263: 82:
and phase III where often there are limitations in duration or
311:" in mathematics, and a further distinct meaning within statistics: 359:
Eypasch, Ernst; Rolf Lefering; C. K. Kum; Hans Troidl (1995).
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states that if a certain event did not occur in a sample with
129:= 0) ≤ 0.05. The rule can then be derived either from the 168:(Taylor's formula), we obtain the interval's boundary 3/ 117:, we therefore wish to find the values of the parameter 345:, The Children's Mercy Hospital. Retrieved 2013-01-01. 274:
is the one-tailed version of Chebyshev's inequality.
226: 182: 238: 212: 131:Poisson approximation to the binomial distribution 8: 74:The rule is useful in the interpretation of 213:{\displaystyle {\frac {-\ln(\alpha )}{n}}} 384: 225: 183: 181: 22: 440:Ziliak, S. T.; D. N. McCloskey (2008). 300: 284:Binomial proportion confidence interval 258:shows that the rule of three holds for 343:"Confidence interval with zero events" 307:There are other meanings of the term " 7: 322:in "6 is to 3 as 9 is to  113:. Denoting the number of events by 54:for the rate of occurrences in the 14: 246:is the desired confidence level. 444:. University of Michigan Press. 416:10.1001/jama.1983.03330370053031 256:Vysochanskij–Petunin inequality 201: 195: 102:is sought for the probability 1: 78:generally, particularly in 46:, the interval from 0 to 3/ 496: 470:Statistical approximations 262:distributions with finite 15: 239:{\displaystyle 1-\alpha } 141:= 0) = 0.05 and hence (1− 133:, or from the formula (1− 377:10.1136/bmj.311.7005.619 341:"Professor Mean" (2010) 332: 268:Chebyshev's inequality 240: 214: 160:close to 0, that ln(1− 28: 312: 272:Cantelli's inequality 241: 215: 123:binomial distribution 26: 224: 180: 33:statistical analysis 16:For other uses, see 100:confidence interval 52:confidence interval 475:Medical statistics 289:Rule of succession 236: 210: 29: 371:(7005): 619–620. 208: 84:statistical power 487: 480:Nursing research 435: 398: 388: 346: 339: 333: 325: 321: 305: 245: 243: 242: 237: 219: 217: 216: 211: 209: 204: 184: 111:Bernoulli trials 89: 61: 49: 42: 495: 494: 490: 489: 488: 486: 485: 484: 465:Clinical trials 455: 454: 401: 358: 355: 350: 349: 340: 336: 323: 319: 306: 302: 297: 280: 252: 222: 221: 185: 178: 177: 96: 87: 76:clinical trials 59: 47: 40: 21: 12: 11: 5: 493: 491: 483: 482: 477: 472: 467: 457: 456: 453: 452: 437: 436: 410:(13): 1743–5. 399: 354: 351: 348: 347: 334: 299: 298: 296: 293: 292: 291: 286: 279: 276: 251: 248: 235: 232: 229: 207: 203: 200: 197: 194: 191: 188: 95: 92: 64:human subjects 13: 10: 9: 6: 4: 3: 2: 492: 481: 478: 476: 473: 471: 468: 466: 463: 462: 460: 451: 447: 443: 439: 438: 433: 429: 425: 421: 417: 413: 409: 405: 400: 396: 392: 387: 382: 378: 374: 370: 366: 362: 357: 356: 352: 344: 338: 335: 331: 329: 317: 316:Rule of Three 310: 309:rule of three 304: 301: 294: 290: 287: 285: 282: 281: 277: 275: 273: 269: 265: 261: 257: 249: 247: 233: 230: 227: 205: 198: 192: 189: 186: 173: 171: 167: 163: 159: 155: 151: 148: 144: 140: 136: 132: 128: 125:that give Pr( 124: 120: 116: 112: 109: 105: 101: 93: 91: 85: 81: 80:phase II 77: 72: 69: 68:adverse event 65: 57: 53: 45: 38: 37:rule of three 34: 25: 19: 18:Rule of three 441: 407: 403: 368: 364: 337: 327: 313: 303: 253: 174: 169: 165: 161: 157: 153: 146: 142: 138: 134: 126: 118: 114: 107: 103: 97: 73: 36: 30: 145:) = .05 so 459:Categories 450:0472050079 353:References 328:Biometrika 94:Derivation 56:population 250:Extension 234:α 231:− 199:α 193:⁡ 187:− 66:, and no 50:is a 95% 432:44723518 278:See also 264:variance 260:unimodal 220:, where 44:subjects 424:6827763 395:7663258 386:2550668 58:. When 448:  430:  422:  393:  383:  98:A 95% 35:, the 428:S2CID 295:Notes 164:) ≈ − 121:of a 446:ISBN 420:PMID 404:JAMA 391:PMID 254:The 412:doi 408:249 381:PMC 373:doi 369:311 365:BMJ 152:(1– 31:In 461:: 426:. 418:. 406:. 389:. 379:. 367:. 363:. 190:ln 172:. 150:ln 434:. 414:: 397:. 375:: 324:x 320:x 228:1 206:n 202:) 196:( 170:n 166:p 162:p 158:p 154:p 147:n 143:p 139:X 135:p 127:X 119:p 115:X 108:n 104:p 88:n 60:n 48:n 41:n 20:.

Index

Rule of three

statistical analysis
subjects
confidence interval
population
human subjects
adverse event
clinical trials
phase II
statistical power
confidence interval
Bernoulli trials
binomial distribution
Poisson approximation to the binomial distribution
ln
Vysochanskij–Petunin inequality
unimodal
variance
Chebyshev's inequality
Cantelli's inequality
Binomial proportion confidence interval
Rule of succession
rule of three
Rule of Three
"Confidence interval with zero events"
"Probability of adverse events that have not yet occurred: A statistical reminder"
doi
10.1136/bmj.311.7005.619
PMC

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