Confidence Intervals and Sample Size

Confidence intervals show a range of values around a sample mean that may contain the true mean. They are written as a probability percentage. A 95% confidence interval means the statistician is 95% confident that the true mean lies within that range.

The two ends of the range are called confiden...

标准差在测量次数较多时，能够可靠地反映样本均值与真实均值之间的接近程度。

那么，当测量次数有限时，如何估计真实均值与随机数据或样本均值的接近程度？

置信区间是围绕均值统计计算出的一个数值范围，真实均值以某一特定概率落在此区间内。该区间的界限称为置信限。 

真实均值的置信区间由样本的均值、标准偏差以及统计因子–t–估算得出，其中统计因子–t–取决于测量次数和所需的置信水平。

随着测量值的增加，与均值的偏差变小，从而导致置信区间变窄。