Continuity Correction/Examples

Examples of Continuity Corrections

Binomial Distribution

Let $X$ be a discrete random variable which obeys a binomial distribution.

Let us approximate $X$ by a Gaussian distribution.

Then we apply a continuity correction of $0 \cdotp 5$ such that:

$\map \Pr {X \le 15}$

is best approximated by:

$\map \Pr {X \le 15 \cdotp 5}$ (Gaussian)