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7confidence+interval

The document covers confidence interval estimation for means and proportions, detailing methods for both known and unknown population standard deviations. It explains the estimation process, factors affecting interval width, and the importance of sample size in achieving desired confidence levels. Additionally, it provides examples and assumptions necessary for calculating confidence intervals and sample sizes.

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8 views

7confidence+interval

The document covers confidence interval estimation for means and proportions, detailing methods for both known and unknown population standard deviations. It explains the estimation process, factors affecting interval width, and the importance of sample size in achieving desired confidence levels. Additionally, it provides examples and assumptions necessary for calculating confidence intervals and sample sizes.

Uploaded by

yarno.prc
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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Chapter Topics

•Confidence Interval Estimation for the Mean


(Known)
•Confidence Interval Estimation for the Mean
(Unknown)
•Confidence Interval Estimation for the
Proportion
•Sample Size Estimation
Estimation Process

Population Random Sample


I am 95%
Mean confident that 
Mean, , is is between 40 &
unknown X = 50
60.

Sample
Population Parameters
Estimated
Estimate Population with Sample
Parameter... Statistic
_
Mean  X
Proportion p ps
2 2
Variance  s
_ _
Difference  - 
1 2
x - x
1 2
Confidence Interval Estimation

• Provides Range of Values


– Based on Observations from 1 Sample
• Gives Information about Closeness
to Unknown Population Parameter
• Stated in terms of Probability
Never 100% Sure
Elements of Confidence
Interval Estimation

A Probability That the Population Parameter


Falls Somewhere Within the Interval.
Confidence Interval Sample
Statistic

Confidence Limit Confidence Limit


(Lower) (Upper)
Level of Confidence
• Probability that the unknown
• population parameter falls within
the
• interval
• Denoted (1 - ) % = level of confidence
e.g. 90%, 95%, 99%
 Is Probability That the Parameter Is Not
Within the Interval
Intervals &
Level of Confidence
Sampling
Distribution of _
x
the Mean /2 /2
1 -
_
 X  X
Intervals
Extend from
(1 - ) % of
X  Z X Intervals
Contain .
to
% Do Not.
X  Z X
Confidence Intervals
Factors Affecting
Interval Width
• Data Variation Intervals Extend from
• measured by  X - Z
x
to X + Z 
x
• Sample Size
 X  X / n
• Level of Confidence
(1 - )

© 1984-1994 T/Maker Co.


Confidence Interval Estimates

Confidence
Intervals

Mean Proportion

 Known  Unknown
Confidence Intervals (Known)

• Assumptions
– Population Standard Deviation Is Known
– Population Is Normally Distributed
– If Not Normal, use large samples
• Confidence Interval Estimate

   
X  Z / 2  X  Z / 2 
n n
Confidence Intervals (Unknown)

• Assumptions
– Population Standard Deviation Is Unknown
– Population Must Be Normally Distributed
• Use Student’s t Distribution
• Confidence Interval Estimate
S   X  t S
X  t  / 2 ,n  1   / 2 ,n  1 
n n
Student’s t Distribution

Standard
Normal

Bell-Shaped t (df = 13)


Symmetric
‘Fatter’ Tails t (df = 5)

Z
t
0
Degrees of Freedom (df)

• Number of Observations that Are Free


• to Vary After Sample Mean Has
Been
• Calculated degrees of freedom =
• Example n -1
– Mean of 3 Numbers Is 2 = 3 -1
X1 = 1 (or Any Number) =2
X2 = 2 (or Any Number)
X3 = 3 (Cannot Vary)
Mean = 2
Student’s t Table
/2 Assume: n = 3 df
=n-1=2
Upper Tail Area
 = .10
df .25 .10 .05 /2 =.05

1 1.000 3.078 6.314

2 0.817 1.886 2.920 .05


3 0.765 1.638 2.353
0 t
t Values 2.920
Example: Interval Estimation
Unknown
•A random sample of n = 25 hasX = 50 and
•s = 8. Set up a 95% confidence interval
estimate for .
S S
X  t  / 2 ,n  1     X  t  / 2 ,n  1 
n n
8 8
50  2 .0639  50  2 .0639 
25   25

46 . 69    53 . 30
Confidence Interval Estimate
Proportion
• Assumptions
– Two Categorical Outcomes

– Population Follows Binomial Distribution

– Normal Approximation Can Be Used

– n·p 5 & n·(1 - p)  5


• Confidence Interval Estimate
ps ( 1  ps ) ps ( 1  ps )
ps  Z  / 2  p ps  Z  / 2 
n n
Sample Size

Too Big: Too Small:


•Requires too •Won’t do
much resources the job
Example: Sample Size
for Mean

•What sample size is needed to be 90%


confident of being correct within ± 5? A
pilot study suggested that the standard
deviation is 45.
2 2 2 2
Z  1645
. 45
n   219.2  220
2 2
Error 5
Round Up

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