How to calculate the confidence interval

1.585 visualizzazioni (ultimi 30 giorni)
Hi
I have a vector x with e.g. 100 data point. I can easy calculate the mean but now I want the 95% confidence interval. I can calculate the 95% confidence interval as follows:
CI = mean(x)+- t * (s / square(n))
where s is the standard deviation and n the sample size (= 100).
Is there a method in matlab where I just can feed in the vector and then I get the confidence interval?
Or I can write my own method but I need at least the value of t (critical value of the t distribution) because it depends on the number of samples and I don't want to lookup it in a table everytime. Is this possible?
Would be very nice if somebody could give an example.
Last but not least, I want 95% confidence in a 5% interval around the mean. For checking that I just have to calculate the 95% confidence interval and then check if the retrieved value is less than 5% of my mean, right?
  4 Commenti
Jennifer Wade
Jennifer Wade il 15 Feb 2022
I use something like this for a generic data vector, A.....
N = length(A)
STDmean = mean(A)/sqrt(N)
dof = N - 1; %Depends on the problem but this is standard for a CI around a mean.
studentst = tinv([.025 0.975],dof) %tinv is the student's t lookup table for the two-tailed 95% CI ...
CI = studentst*STDmean
I'm looking into bootci now!
Jennifer Wade
Jennifer Wade il 15 Feb 2022
Sorry, just saw the same answer below!

Accedi per commentare.

Risposta accettata

Star Strider
Star Strider il 20 Ott 2014
This works:
x = randi(50, 1, 100); % Create Data
SEM = std(x)/sqrt(length(x)); % Standard Error
ts = tinv([0.025 0.975],length(x)-1); % T-Score
CI = mean(x) + ts*SEM; % Confidence Intervals
You have to have the Statistics Toolbox to use the tinv function. If you do not have it, I can provide you with a few lines of my code that will calculate the t-probability and its inverse.
  25 Commenti
Niraj Desai
Niraj Desai il 25 Ago 2023
@Star Strider Thank you so much for your answers (over the course of eight years !!!) I realize this thread started in 2014, but I only found it today. It clarified something that I had been confused about. I'm grateful.

Accedi per commentare.

Più risposte (0)

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by