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A confidence interval (and p-value) associated with a parameter (e.g., the mean, or a b in regression) assumes: The residuals are normally distributed. The sampling
A confidence interval (and p-value) associated with a parameter (e.g., the mean, or a b in regression) assumes:
- The residuals are normally distributed.
- The sampling distribution of the parameter estimate is normal.
- The data are normally distributed.
- The data have heterogeneity of variance.
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