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Suppose the sample size n is large (> 30, say). Then regardless of the specific distribution of X, a 100(1-a)% Confidence Interval for m based upon a sample of size n, a sample mean , and sample S.D. s is given by

• when s is known
• 

In general suppose  estimates q . The as long as (a)  is approximately Normal, (2) is approximately unbiased, (3) an expression is available for its S.D., i.e., , a 100(1-a )% Confidence Interval for q is:

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