Non normality on confidence interval












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I've constructed a confidence interval for one mean under the assumption that the distribution follows a normal distribution. I am to comment on the importance of normality for the confidence interval. If there are consequences for the confidence interval when data is non normal distributed, what are they?










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    If you know the variance of the distribution, then using a standard normal distribution for the confidence interval works, but if the variance is unknown, then you need to use a $t$-test
    $endgroup$
    – gd1035
    Dec 14 '18 at 21:06










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    Yes, and I've done that. I need to comment on the validity of the interval if the distribution was non normal
    $endgroup$
    – RubyRoby
    Dec 14 '18 at 21:21
















0












$begingroup$


I've constructed a confidence interval for one mean under the assumption that the distribution follows a normal distribution. I am to comment on the importance of normality for the confidence interval. If there are consequences for the confidence interval when data is non normal distributed, what are they?










share|cite|improve this question









$endgroup$












  • $begingroup$
    If you know the variance of the distribution, then using a standard normal distribution for the confidence interval works, but if the variance is unknown, then you need to use a $t$-test
    $endgroup$
    – gd1035
    Dec 14 '18 at 21:06










  • $begingroup$
    Yes, and I've done that. I need to comment on the validity of the interval if the distribution was non normal
    $endgroup$
    – RubyRoby
    Dec 14 '18 at 21:21














0












0








0





$begingroup$


I've constructed a confidence interval for one mean under the assumption that the distribution follows a normal distribution. I am to comment on the importance of normality for the confidence interval. If there are consequences for the confidence interval when data is non normal distributed, what are they?










share|cite|improve this question









$endgroup$




I've constructed a confidence interval for one mean under the assumption that the distribution follows a normal distribution. I am to comment on the importance of normality for the confidence interval. If there are consequences for the confidence interval when data is non normal distributed, what are they?







statistics normal-distribution confidence-interval






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share|cite|improve this question




share|cite|improve this question










asked Dec 14 '18 at 20:57









RubyRobyRubyRoby

1




1












  • $begingroup$
    If you know the variance of the distribution, then using a standard normal distribution for the confidence interval works, but if the variance is unknown, then you need to use a $t$-test
    $endgroup$
    – gd1035
    Dec 14 '18 at 21:06










  • $begingroup$
    Yes, and I've done that. I need to comment on the validity of the interval if the distribution was non normal
    $endgroup$
    – RubyRoby
    Dec 14 '18 at 21:21


















  • $begingroup$
    If you know the variance of the distribution, then using a standard normal distribution for the confidence interval works, but if the variance is unknown, then you need to use a $t$-test
    $endgroup$
    – gd1035
    Dec 14 '18 at 21:06










  • $begingroup$
    Yes, and I've done that. I need to comment on the validity of the interval if the distribution was non normal
    $endgroup$
    – RubyRoby
    Dec 14 '18 at 21:21
















$begingroup$
If you know the variance of the distribution, then using a standard normal distribution for the confidence interval works, but if the variance is unknown, then you need to use a $t$-test
$endgroup$
– gd1035
Dec 14 '18 at 21:06




$begingroup$
If you know the variance of the distribution, then using a standard normal distribution for the confidence interval works, but if the variance is unknown, then you need to use a $t$-test
$endgroup$
– gd1035
Dec 14 '18 at 21:06












$begingroup$
Yes, and I've done that. I need to comment on the validity of the interval if the distribution was non normal
$endgroup$
– RubyRoby
Dec 14 '18 at 21:21




$begingroup$
Yes, and I've done that. I need to comment on the validity of the interval if the distribution was non normal
$endgroup$
– RubyRoby
Dec 14 '18 at 21:21










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