While studying confidence intervals, every example I have gone through assumes that the sample data comes from the normal distribution of the population. So, for the confidence interval, do I have to assume that the data comes from the normal distribution?
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Confidence interval is for the mean, the mean is usually normally distributed, but not necessarily. – user2974951 Oct 19 '20 at 12:07
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Do you mean that the data does not need to come from the normal distribution? – StoryMay Oct 19 '20 at 12:15
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Not necessarily, see https://en.wikipedia.org/wiki/Central_limit_theorem. – user2974951 Oct 19 '20 at 12:21
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https://stats.stackexchange.com/search?q=%22confidence+interval%22+-normal+-gaussian+-bootstrap+score%3A2 – whuber Oct 19 '20 at 13:26