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Continuity correction calculator

Use half-unit boundaries when approximating an integer-valued count with a continuous normal distribution. Select the exact inequality you want.

Calculator

Corrected lower bound
9.5
Corrected upper bound
10.5
Normal approximation
13.236767%

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How this calculator works

An integer k represents the continuous strip from k - 0.5 to k + 0.5. Including k extends the relevant boundary outward by half a unit; excluding it moves the boundary inward. The returned normal probability uses the supplied count mean and SD. A continuity correction does not make an unsuitable normal approximation valid.

Formula

X=k → k-0.5<Y<k+0.5; X≤k → Y<k+0.5; X<k → Y<k-0.5; X≥k → Y>k-0.5; X>k → Y>k+0.5.

Worked example

For X ≤ 10, the corrected upper boundary is 10.5. A normal model with mean 10 and SD 1 then gives Φ(0.5) = 0.6914625.

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Frequently asked questions

Does the correction change the original count?

No. It changes the continuous approximation boundary.

Why half a unit?

Adjacent integer counts are one unit apart, so the halfway boundary is 0.5 away.

Can I use it for a proportion?

Translate the proportion event into an integer count first; the count step is one, while proportion steps are 1/n.

Sources

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