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Confidence-Interval-Lecture-for-Students

The document discusses inferential statistics, focusing on estimation methods such as point and interval estimates, including confidence intervals for both known and unknown population standard deviations. It covers the Central Limit Theorem and provides examples of calculating confidence intervals and prediction intervals for various scenarios. Additionally, it addresses tolerance intervals and confidence intervals for variance, emphasizing the importance of sample size and distribution assumptions.

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lanpabon18
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© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
2 views

Confidence-Interval-Lecture-for-Students

The document discusses inferential statistics, focusing on estimation methods such as point and interval estimates, including confidence intervals for both known and unknown population standard deviations. It covers the Central Limit Theorem and provides examples of calculating confidence intervals and prediction intervals for various scenarios. Additionally, it addresses tolerance intervals and confidence intervals for variance, emphasizing the importance of sample size and distribution assumptions.

Uploaded by

lanpabon18
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Topic 1

One Sample Estimation


Inferential Statistics
consists of those methods by which one makes inferences or generalizations
about a population.

How many coins are


there on the container?

SAMPLES
ESTIMATE
Point Estimate
• A point estimate of a population parameter is a single
value used to estimate the population parameter.

• For example, the sample mean 𝑥ҧ is a point estimate of


the population mean μ.

• An estimator is not expected to estimate the


population parameter without error.
1
The difference between this estimator's expected
value and the true value of the parameter being
estimated.

A. False value C. Unfair


B. Error D. Bias
• An estimator or decision rule with zero bias is
called UNBIASED ESTIMATOR.

• Therefore we conclude that the UNBIASED


ESTIMATORS

2 2
μ = xത σ =s
2
TRUE OR FALSE: estimation accuracy increases with large
samples, but there is still no reason we should expect a
point estimate from a given sample to be exactly equal to
the population parameter it is supposed to estimate.
A. True C. Maybe
B. False D. All of the above
Interval Estimate
• an interval within which the value of a parameter of a population
has a stated probability of occurring.

Confidence Intervals with 𝛔 known


σ σ
xത − z a < μ < xത + z a
2 n 2 n
Standard Error Margin of Error
Common Confidence Level and Z scores
3
A random sample of 36 scores is taken and gives a sample mean
of 68. In this example we have the unusual knowledge that the
population standard deviation is 3 points. Find a 95% confidence
interval for the true (population) mean of statistics exam scores.

A. (57.02, 68.98) C. (57.02, 78.98)


B. (67.02, 68.98) D. (67.02, 78.98)
4
A random sample of 36 scores is taken and gives a sample mean
of 68. In this example we have the unusual knowledge that the
population standard deviation is 3 points. Find a 99% confidence
interval for the true (population) mean of statistics exam scores.

66.71, 69.29
What will you choose 95% or 99%?
Ideally, we prefer a short interval with a high degree of confidence.

68.98 < μ < 67.02 Lower Interval = Good


Lower Confidence = Bad
Range with 95% = 1.96

69.29 < μ < 66.71


Higher Interval = Bad
Range with 99% = 2.58 Higher Confidence = Good
Confidence Intervals with 𝛔 unknown
but n ≥ 30
s s
xത − z a < μ < xത + z a
2 n 2 n

Central Limit Theorem: As the sample size increases,


the distribution of frequencies approximates a bell-
shaped curved (i.e. normal distribution curve)
Central Limit Theorem
• The Central Limit Theorem says that if we draw a large enough sample from a
population, then the distribution of the sample mean is approximately normal, no matter
what population the sample was drawn from.
5
At a large university, the mean age of the students is 22.3 years,
and the standard deviation is 4 years. A random sample of 64
students is drawn. What is the probability that the average age of
these students is greater than 23 years?

A. 6.08% C. 8.08%
B. 7.08% D. 9.08%
6
A population of 29 year-old males has a mean salary of $29,321
with a standard deviation of $2,120. If a sample of 100 men is
taken, what is the probability their mean salaries will be less than
$29,000?

6.55%
If xത is used as an estimate of μ, we can be 100(1 − α)%
confident that the error will not exceed a specified amount e
when the sample size is . . .
2
Zα σ
2
n=
e
When solving for the sample size, n, we round all fractional values up to the next whole
number. By adhering to this principle, we can be sure that our degree of confidence never
falls below 100(1 − α)%.
7
Suppose we want to know the average age of an Florida State
College student, plus or minus 0.5 years. We’d like to be 99%
confident about our result. From a previous study, we know that
the standard deviation for the population is 2.9.

A. 222 C. 224
B. 223 D. 225
8
A marketing research firm wants to estimate the average amount a
student spends during the Spring break. They want to determine it
to within $120 with 90% confidence and standard deviation of 400.
How many students should they sample?

31
Confidence Intervals with 𝛔 unknown
but n ≥ 30
s s
xത − z a < μ < xത + z a
2 n 2 n

Central Limit Theorem: As the sample size increases,


the distribution of frequencies approximates a bell-
shaped curved (i.e. normal distribution curve)
9
An article reports that in a sample of 50 microdrills drilling a low-
carbon alloy steel, the average lifetime (expressed as the number
of holes drilled before failure) was 12.68 with a standard deviation
of 6.83. Find both a 95% lower confidence bound and a 99%
upper confidence bound for the mean lifetime of the microdrills.

A. 11.09, 14.93 C. 13.09, 15.93


B. 12.09, 15.93 D. 14.09, 16.93
10
A sample of size 49 has sample mean 35 and sample standard
deviation 14. Construct a 98% confidence interval for the
population mean using this information. Interpret its meaning.

31.7, 39.7
Confidence Intervals with 𝛔 unknown
but n < 30
s s
xത − t a < μ < xത + t a
2 n 2 n
William Sealy Gosset (1876-1937) known to the statistical
world by his pseudonym, "Student," Gosset's name is
associated with the discovery of the t-distribution and its use.
11
Construct a 98% Confidence Interval based on the
following data: 45, 55, 67, 45, 68, 79, 98, 87, 84, 82.

A. (44.78, 77.22) C. (54.78, 87.22)


B. (54.78, 77.22) D. (44.78, 87.22)
12
A sample of size 15 drawn from a normally distributed
population has sample mean 35 and sample standard
deviation 14. Construct a 95% confidence interval for the
population mean, and interpret its meaning.

27.2, 42.8
Confidence Intervals for Proportions
with Large Sample Size

𝑝Ƹ 𝑞ො 𝑝Ƹ 𝑞ො
pො + z a < μ < pො − z a
2 n 2 n
In order to use the normal approximation, we consider both np and n(1- p).
If both of these numbers are greater than or equal to 10, then we are
justified in using the normal approximation.
13
A sample of 500 nursing applications included 60 from men.
Find the 90% confidence interval of the true proportion of
men who applied to the nursing program

A. (14.38%, 9.62%) C. (15.38%, 9.62%)


B. (14.38%, 10.62%) D. (15.38%, 10.62%)
14
To estimate the proportion of students at a large college who are female, a
random sample of 120 students is selected. There are 69 female
students in the sample. Construct a 90% confidence interval for the
proportion of all students at the college who are female.

0.501, 0.649
Prediction Intervals

1 1
xത − t a 𝑠 1 + < μ < xത + t a 𝑠 1+
2 𝑛 2 𝑛

A prediction intervals an interval that is likely to contain the value of an item


sampled from a population at a future time. In other words, we “predict”
that a value that is yet to be sampled from the population will fall within the
prediction interval.
15
A sample of 10 concrete blocks manufactured by a certain process
had a mean compressive strength of X =1312MPa, with standard
deviations = 25MPa. Find a 95% prediction interval for the strength
of a block whose strength has yet to be measured.

A. 1253,1371 C. 1453,1571
B. 1353,1471 D. 1553,1671
16
A manufacturer produces metal rods, and the length (in cm) of
rods is normally distributed. A sample of 10 rods is taken, and the
sample mean length is 50 cm, with a sample standard deviation of
2 cm. Find the 95% prediction interval for the length of a future
rod.

45.26, 54.74
Prediction Intervals

1 1
xത − t a 𝑠 1 + < μ < xത + t a 𝑠 1+
2 𝑛 2 𝑛

WARNING! The method presented here for computing prediction intervals


is sensitive to the assumption that the population is normal.
Tolerance Intervals

xത − k 𝑛,𝑎,𝑦 𝑠 < μ < xത + k 𝑛,𝑎,𝑦 𝑠

A tolerance interval is an interval that is likely to contain a specified


proportion of the population.
17

The lengths of bolts manufactured by a certain process are known to be


normally distributed. In a sample of 30 bolts, the average length was 10.25
cm, with a standard deviation of 0.20 cm. Find a tolerance interval that
includes 90% of the lengths of the bolts with 95% confidence.

A. 6.82,7.68 C. 8.82,9.68
B. 7.82,8.68 D. 9.82,10.68
18
A factory produces packets of sugar, and the weight of the packets is
normally distributed. A sample of 15 packets is taken, and the sample
mean weight is 500 grams, with a sample standard deviation of 10 grams.
Find a 95% tolerance interval that contains at least 90% of the population
of sugar packet weights.

476.2, 523.8
Confidence Intervals for the Variance of a
Normal Population

To find a confidence interval for the standard deviation σ, simply


take the square roots of the confidence bounds for the variance.
19
A simple random sample of 15 pistons is selected from a large population
whose diameters are known to be normally distributed. The sample
standard deviation of the piston diameters is s = 2.0mm. Find a 95%
confidence for the population variance σ2.

A. 2.144, 9.948 C. 3.144, 9.948


B. 2.144, 8.948 D. 4.144, 9.948
20
A factory produces metal rods, and their diameters (in mm) are
normally distributed. A sample of 12 rods is taken, and the sample
variance is found to be 0.04 mm².Find the 95% confidence interval
for the standard deviation (𝜎σ).

0.1418, 0.3396

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