Definition:Continuity Correction

Definition

Let $X$ be a discrete random variable which takes integer values.

A continuity correction for $X$ is the addition or subtraction of $0 \cdotp 5$ in order to obtain closer agreement to a continuous approximation.

Examples

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)

Also see

• Results about continuity corrections can be found here.

Sources

• 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): continuity correction
• 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): continuity correction