Statistical software often offers a list of various descriptive statistics
of location and scale, but rarely selects an efficient estimate that is sta
tistically adequate for an actual univariate sample. The sample interval es
timate for a specified degree of uncertainty seems to be more meaningful if
it covers an unknown value of the population parameter. The concept of an
interval estimate in medicine is then used for medical decisionmaking. The
proposed methodology, which uses the S-Plus algorithm for biochemical, biol
ogical and clinical data analysis contains the following steps: (i) Explora
tory data analysis identifies basic statistical features and patterns of th
e data, the distributions of which are mostly non-normal, non-homogeneous a
nd often corrupted by outliers. (ii) Sample assumptions about data, indepen
dence of sample elements, normality and homogeneity are examined. (iii) Pow
er transformation and the Box-Cox transformation to improve sample symmetry
and stabilize the spread. (iv) Classical and robust statistics for both la
rge (n>30) and medium-sized samples (15<n<30), point and interval estimates
for the parameters of location, scale and shape. For an analysis of small
samples (4<n<20) the Horn procedure of pivot measures is recommended. The p
roposed methodology is demonstrated in two case studies, a large sample ana
lysis of mean pregnenolone concentrations in the umbilical blood of newborn
s, and a small sample analysis of mean haptoglobin concentrations in human
serum.