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An exact confidence interval for a common effect size

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Abstract

Approximative confidence intervals for a common standardized mean difference from a series of independent experiments are reasonably accurate when effect sizes are less than 1.5 in absolute magnitude and the sample sizes in each group are at least 10. In this article, we derive an exact confidence interval for this effect size where the bounds have to be determined by solving nonlinear equations. As a by-product, we obtain a median unbiased estimator of the common effect size.

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Authors and Affiliations

  1. Department of Statistics, TU Dortmund University, 44221, Dortmund, Germany

    Guido Knapp

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  1. Guido Knapp
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Correspondence to Guido Knapp.

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Knapp, G. An exact confidence interval for a common effect size. J Stat Theory Pract 12, 3–11 (2018). https://doi.org/10.1080/15598608.2016.1278060

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  • DOI: https://doi.org/10.1080/15598608.2016.1278060

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