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A finely tuned continuity correction

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Abstract

The role of the continuity correction of 1/2, when approximating discrete binomial probabilities with normal probabilities, is examined. It is shown that a substantial improvement is available, one that involves very little more computational effort (it can easily be performed on a pocket calculator), and gives big gains in accuracy.

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Authors and Affiliations

  1. The Flinders University of South Australia, South Australia, Australia

    Noel Cressie

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  1. Noel Cressie
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Cite this article

Cressie, N. A finely tuned continuity correction. Ann Inst Stat Math 30, 435–442 (1978). https://doi.org/10.1007/BF02480234

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  • DOI: https://doi.org/10.1007/BF02480234

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