Statistical Details for Score Confidence Intervals

The Distribution platform computes score confidence intervals for the probabilities in each level of a categorical response variable. For each level of the response, the score confidence intervals are defined as follows:

where:

yi is the number of observations in the ith level of the response

n is the overall number of observations

z is the (α/2)th quantile of the standard normal distribution

See Agresti and Coull (1998).

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