Satterthwaiteβs Approximation
- π£ =Β [π π2/ππΒ +Β π π2/ππ]2/Β [Β π π4/(ππ2(ππ-1)) +Β π π4/(ππ2(ππΒ -1))Β ]
for example, the 100(1-πΌ)% CI for (ππ-ππ) when
- (πΜ -πΜ ) Β±Β π‘πΌ/2,π£Β·ππππ‘(π π2/ππΒ +Β π π2/ππ)