Confidence intervals & distribution at limit holdem

[piki]

Hi,

I would like some input from a stat wiz on this issue, as I have little clue on the matter. It has been mentioned before that calculating confidence intervals on win rate assuming normal distribution might not be correct.

Indeed, winnings distribution in limit holdem does not seem to be normal, while distribution where we remove hands with losses of 0, 0.25bb (small blind) and 0.5bb (big blind) look much better. Let's call this distribution N.

Is it possible to calculate better confidence intervals using mean(N), stdev(N), count(N) and count(won=0), count(won=-0.25), count(won=-0.5), assuming N is normal, and how?

Thanks,
pix