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keisanHigh-precision calculations for everyday life and work

[Sampling] Confidence Level (Non-replacement Sampling from a Finite Population)

Author: RumexJaponicusExecutions: 1118

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For a non-replacement sample from a finite population, calculate the “confidence level” that satisfies the specified conditions.
If a non-replacement sampling of “sample size” is repeated infinitely many times from a population with a “population size” and a “population proportion,” the “sample proportion” will, with the probability specified by the “confidence level,” approximately satisfy the following condition:

 | Sample proportion - Population proportion | ≤ Margin of error
Population size
Population Ratio
Margin of error
Sample size
Confidence Level 
Error Code 
Estimated proportion of the population 
Estimated error limits 
Estimated confidence level 
[Error Codes]

 Error Code Description

     0   The calculation completed successfully.
    101   Does not satisfy (0 < confidence level < 1).
    201   Does not satisfy (0 < population proportion - margin of error ∧ population proportion + margin of error < 1).
    202   Does not satisfy (sample size < population size).
    203   Does not satisfy (1 / population size ≤ population proportion ≤ 1 - 1 / population size).
    301   ( 2 ≤ sample size ∧ sample size ∈ N ) is not true.
    302   ( 0 < margin of error < 0.5 ) is not true.
    303   ( 0 < population proportion < 1 ) is not true.
    304   ( 3 ≤ population size ∧ population size ∈ N ) is not true.

 * N is the set of all natural numbers


[Evaluation of Calculation Results]

If the “Error Code” is 0, the calculation results are evaluated based on the hypergeometric distribution. In this evaluation, optimal values are estimated in the order of “population proportion,” “margin of error,” and “confidence level.”

Estimated population proportion P
 Estimated margin of error e
  Estimated confidence level A

Where

P = M / population size
M = [population size * population proportion + 0.5]

e = max(|e_min|, |e_max|)
e_min = m_min / sample size - P
e_max = m_max / sample size - P
m_min = [sample size * (P - margin of error) + 0.5]
m_max = [sample size * (P + margin of error) + 0.5]

A = 1 - (B_lower + B_upper)

        Sample size
B_lower = 1 - Σ H(x; population size, sample size, P)
        x = m_min

        m_max
B_upper = 1 - Σ H(x; population size, sample size, P)
        x = 0

where H(x; N, n, p) is the probability mass function of the hypergeometric distribution.

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