Continuity Correction

A correction to a discrete Binomial Distribution to approximate a continuous distribution.

$$P(a\leq X\leq b) \approx P\left({{a-{\textstyle{1\over 2}}-n... ...leq {b+{\textstyle{1\over 2}}-np\over \sqrt{np(1-p)}}}\right),$$

where

$$z\equiv {(x-\mu)\over \sigma}$$

is a continuous variate with a Normal Distribution and $X$ is a variate of a Binomial Distribution.

See also Binomial Distribution, Normal Distribution

References

Gonick, L. and Smith, W. The Cartoon Guide to Statistics. New York: Harper Perennial, p. 87, 1993.