###
BOUNDS FOR THE SAMPLE SIZE TO JUSTIFY NORMAL

APPROXIMATION OF THE CONFIDENCE LEVEL

###
THOMAS HÖGLUND

*Department of Mathematics, Royal Institute of Technology, S-100 44 Stockholm, Sweden*
(Received December 19, 1988; revised November 10, 1989)

**Abstract.**
The normal approximation of the confidence
level of the standard confidence intervals leaves an error of the
order *O*(1/*n*) (and not only *O*(*n*^{-1/2})). We use the first order
term in the error to obtain simple lower bounds for the sample size.

*Key words and phrases*:
Confidence interval, normal
approximation, Edgeworth expansion, bounds for the sample size.

**Source**
( TeX ,
DVI ,
PS )