On 07/06/2013 19:31, Rich Ulrich wrote: > Poisson consideration gives a good approximation for small > proportions. This is applied for your N=2000, 2 1/2%, as follows. > > Rank 50 is the point estimate of L. The +/- 2SD range for Poisson > can be estimated as ( Square(Sqrt(L) - 1), Square(Sqrt(L) + 1) ) > > The square root of 50 is about 7; the square of 6 is 36, and the > square of 8 is 64. That gives (approximately) the CI for L=50 > is (37, 65).
When the sample is taken in N(0,1), using your limits for N= 2000 I get a 73% confidence level. Is that the intended level?
That CI doesn't seem good for other distributions (uniform, exponential, log-normal and weibull), because I get 0 or 100%. Am I wrong?