Article 6ZWVR Inferring sample size from confidence interval

Inferring sample size from confidence interval

by
John
from John D. Cook on (#6ZWVR)

The previous post reported that a study found a 95% confidence interval for the the area of the Mandelbrot set to be 1.506484 0.000004. What was the sample size that was used to come to that conclusion?

A 95% confidence interval for a proportion is given by

ci_to_sample1.svg

and so if a confidence interval of widthw is centered at the proportion estimatep hat, then we can solve

ci_to_sample2.svg

to find

ci_to_sample3.svg

Now in the example at the top of the post, we're randomly sampling points from the square [-2, 2] * [-2, 2] and counting how many land inside the Mandelbrot set. The square has area 16, sop hat equals 1.506484 / 16. The width of the confidence intervalfor the area is 8 * 10-6. This means the width of the confidence intervalfor the proportion is 5 * 10-7, and son = 5.244 * 1012.

Doubts regarding Mandelbrot area

The reasoning above is correct for inferring sample size from a confidence interval, but the specific application to the Mandelbrot set is suspect. Did someone really do over a trillion iterations? Apparently not.

As far as I can tell, this was the source of the estimate above. It's not based on random samples but rather on regulargrids of samples, treated as if they were random samples, and thenextrapolated to get the estimate above. The result may be correct, but it's not a simple Monte Carlo estimate. I haven't looked at the page carefully, but I suspect the reported confidence interval is too small; error bars tend to flare out under extrapolation.

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