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Statistical
Intervals for a
Single Sample
l u,
where the end-points l and u are computed from the sample
data.
There is a probability of 1 of selecting a sample for which
the CI will contain the true value of .
The endpoints or bounds l and u are called lower- and upperconfidence limits ,and 1 is called the confidence
coefficient.
Sec 8-1 Confidence Interval on the Mean of a Normal, 2 Known
(8-1)
x + z / 2
n
n
1
64 . 46 1 . 96
64 . 46 + 1 . 96
10
63 . 84 65 . 08
x z /2
1
10
8.1.2 Sample Size for Specified Error on the Mean, Variance Known
(8-2)
2
z / 2
(
)
1
.
96
1
=
n =
= 15.37
0 .5
E
x + z / n
(8-3)
x z / n = l
(8-4)
x z
n
1
64.46 1.64
10
63.94
Sec 8-1 Confidence Interval on the Mean of a Normal, 2 Known
8-1.4
x z/2
s
s
x + z / 2
n
n
(8-5)
10
1.330
0.190
1.160
0.980
0.340
0.340
0.190
0.210
0.400
0.040
0.830
0.050
0.630
0.340
0.750
0.040
0.860
0.430
0.044
0.810
0.150
0.560
0.840
0.870
0.490
0.520
0.250
1.200
0.710
0.190
0.410
0.500
0.560
1.100
0.650
0.270
0.270
0.500
0.770
0.730
0.340
0.170
0.160
0.270
11
N
53
Because n > 40, the assumption of normality is not necessary to use in Equation
8-5. The required values are n = 53, x = 0.5250, s = 0.3486 , and z0.025 = 1.96.
The approximate 95% CI on is
s
s
x + z 0.025
n
n
0 .3486
0 .3486
0 .5250 1 .96
0 .5250 + 1 .96
53
53
0 .4311 0 .6189
x z 0.025
12
z /2 + z /2
13
(8-6)
14
x t /2, n 1 s / n x + t /2, n 1 s / n
(8-7)
where t/2,n1 the upper 100/2 percentage point of the t distribution with
n 1 degrees of freedom.
One-sided confidence bounds on the mean are found by replacing
t/2,n-1 in Equation 8-7 with t ,n-1.
15
10.1
18.5
14.1
8.8
14.9
7.9
17.6
13.6
7.5
12.7
16.7
11.9
15.4
11.9
15.8
11.4
15.4
11.4
16
Distribution
Let X1, X2, , Xn be a random sample from a normal
distribution with mean and variance 2, and let S2
be the sample variance. Then the random variable
(n
1) S
(8-8)
17
2
/2, n 1
2
/2, n 1
( n 1) s 2
12 /2,
(8-9)
n 1
12 /2,
18
(n 1)s 2
(
n
1)
s
2
2
and
2
2
,n 1
1,n 1
(8-10)
19
2
2
(n
1) s 2
02 .9 5 ,1 9
( 2 0 1 ) 0 .0 1 5 3
1 0 .1 1 7
2 0 .0 2 8 7
A confidence interval on the standard deviation can be obtained by taking the
square root on both sides, resulting in
0.17
Sec 8-3 Confidence Interval on 2 & of a Normal Distribution
20
Z =
X np
np (1 p )
P p
p (1 p )
n
21
p z/2
p (1 p )
p (1 p )
p p + z/2
n
n
(8-11)
22
p (1 p )
p p + z0.025
n
p (1 p )
n
0.12 ( 0.88 )
0.12 ( 0.88 )
p 0.12 + 1.96
85
85
0.0509 p 0.2243
Interpretation: This is a wide CI. Although the sample size does not appear to
be small (n = 85), the value of is fairly small, which leads to a large standard
error for contributing to the wide CI.
Sec 8-4 Large-Sample Confidence Interval for a Population Proportion
23
E = z/2 p (1 p ) / n
z /2
n=
p (1 p )
E
(8-12)
The sample size from Equation 8-12 will always be a maximum for
p = 0.5 [that is, p(1 p) 0.25 with equality for p = 0.5], and can be
used to obtain an upper bound on n.
z /2
n=
(0 .25 )
(8-13)
24
n = 0 .025 p (1 p ) =
E
1 . 96
0 . 12 (0 . 88 ) 163
0
.
05
If we wanted to be at least 95% confident that our estimate p of the true proportion
p was within 0.05 regardless of the value of p, we would use Equation 8-13 to find
the sample size
z 0 .025
n=
1 .96
(0 .25 ) =
0 .05
(0 .25 ) 385
25
p z
p (1 p )
p
n
and
p p + z
p(1 p )
n
(8-14)
respectively.
26
p (1 p ) z2 2
p +
+ z 2
+ 2
2
n
n
4n
UCL =
2
1 + z 2 n
0.12 ( 0.88 ) 1.96 2
1.96 2
0.12 +
+ 1.96
+
2(85)
85
4(85) 2
=
1 + (1.96 2 / 85)
= 0.2024
z2 2
p (1 p ) z2 2
p +
z 2
+ 2
2
4n
n
n
LCL =
2
1 + z 2 n
0.12 ( 0.88 ) 1.96 2
1.96 2
0.12 +
1.96
+
2(85)
85
4(85) 2
=
1 + (1.96 2 / 85)
= 0.0654
Interpretation: The two CIs would agree more closely if the sample size were
larger.
27
28
x t /2, n 1 s 1 +
1
Xn
n
+1
x + t /2, n 1 s 1 +
1
n
(8-15)
The prediction interval for Xn+1 will always be longer than the confidence
interval for .
29
x t /2, n 1 s 1 +
1
1
X n +1 x + t /2, n 1 s 1 +
n
n
1
1
X 23 13 .71 + (2 .080 )3 .55 1 +
22
22
6 .16 X 23 21 .26
Interpretation: The prediction interval is considerably longer than the CI. This is
because the CI is an estimate of a parameter, but the PI is an interval estimate of a
single future observation.
30
x ks,
x + ks
31
[1 3 . 7 1
(x ks
(2 .2 6 4 )3 .5 5
, x + ks
, 1 3 .7 1 +
(2 .2 6 4 )3 .5 5 ]
(5 .6 7 , 2 1 .7 4 )
Interpretation: We can be 95% confident that at least 90% of the values of load at
failure for this particular alloy lie between 5.67 and 21.74.
32
33