Is there a sample statistic that gives us easy confidence intervals about the sample mean of bounded variables?
I'm looking at large sample sets for a variable that is non-negative. I can compute a standard deviation, but presumably I can't use anything like the 68-95-99.7 rule from it because the data are skewed.
Is there an analogous measure for skewed, non-parametric variables? Especially in the case where the variable can take any positive value?