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Research Article Open access CC BY 4.0

Comparison of Threshold Rules for a Normal Approximation to a Binomial Distribution

Steven T. Garren

Journal of Scientific Research and Reports · pp. 329–339 · Published 16 Mar 2015

10.9734/JSRR/2015/16653

Abstract

A commonly used rule for determining if a Binomial(n, p) distribution may be reasonably approximated by a normal distribution is whether or not np and n(1 – p) are at least some constant, such as 10. Two competing rules, one based on the binomial variance and the other based on the coefficient of variation, are considered when constructing confidence intervals and performing hypothesis testing, both using and not using a continuity correction. Under one criterion the rule based on the coefficient of variation is found to be the best in terms of coverage probabilities, and under another criterion the rule based on the binomial variance is found to be the best.

Binomial distribution coverage probabilities coefficient of variation normal approximation

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