> -----Original Message-----
> From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
> Behalf Of Moshe Olshansky
> Sent: Wednesday, November 18, 2009 3:21 PM
> To: R-help@r-project.org
> Subject: [R] Confidence intervals - a statistical question, nothing to do 
> with R
> 
> Dear list,
> 
> I have r towns, T1,...,Tr where town i has population Ni. For each town I 
> randomly
> sampled Mi individuals and found that Ki of them have a certain property. So 
> Pi =
> Ki/Mi is an unbiased estimate of the proportion of people in town i having 
> that
> property and the weighted average of Pi is an unbiased estimate of the 
> proportion of
> the entire population (all r towns) having this property.
> I can compute confidence intervals for the proportion of people having that 
> property
> for each city (in my case Mi << Ni and so binomial distribution is a good
> approximation to Ki).
> My question is: how can I compute confidence interval for the proportion of 
> people
> in the entire population (r towns) having that property? Either analytical or 
> numerical
> (simulation?) method will be all right.
> 
> Thank you in advance,
> 
> Moshe.
> 

You might want to look at the survey package for getting appropriate variance 
estimates.

Hope this is helpful,

Dan

Daniel J. Nordlund
Washington State Department of Social and Health Services
Planning, Performance, and Accountability
Research and Data Analysis Division
Olympia, WA  98504-5204

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