[pzhon]

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results +- 300/squareroot(n)

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So then say, for example, I have a 2.0 BB/100 after 40,000 hands my 95% confidence interval would be:

2.0 +/- 300/(squareroot of 40000) =
between 0.5 and 3.5

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Yes, 0.5-3.5 BB/100.

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BTW, I am assuming that this formula is in a book somewhere. If so, which one?

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I didn't get it from a book. It's an application of basic statistics and the assumption that your standard deviation for 100 hands is about 15 BB. There are analogous formulas for NLHE and for tournaments with other values replacing the 300.