Basic Inference---Confidence Intervals

Using sample data to make

estimates about population
parameters
Ronald P. Alambra
Professor of Statistics
Cebu Normal University
Introduction:

• Statistical inference is the procedure by which we reach to a

conclusion about a population on the basis of the information
contained in a sample drawn from that population.

Suppose that:
• an administrator of a large hospital is interested in the mean
age of patients admitted to his hospital during a given year.
1. It will be too expensive to go through the records of all patients
admitted during that particular year.
2. He consequently elects to examine a sample of the records from
which he can compute an estimate of the mean age of patients
admitted to his that year.

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• To any parameter, we can compute two types of estimate:
a point estimate and an interval estimate.
• A point estimate is a single numerical value used to
estimate the corresponding population parameter.
• An interval estimate consists of two numerical values
defining a range of values that, with a specified degree of
confidence, we feel includes the parameter being
estimated.
• The Estimate and The Estimator:
• The estimate is a single computed value, but the estimator
is the rule that tell us how to compute this value, or
estimate.
• For example,

• Sample mean x is an estimator of the population

mean,. The single numerical value that results
from evaluating this formula is called an estimate
of the parameter .
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Confidence Interval for a Population
Mean: (C.I)

Suppose researchers wish to estimate the mean of some

normally distributed population.
• They draw a random sample of size n from the
population and compute x , which they use as a point
estimate of .
• Because random sampling involves chance, then x
can’t be expected to be equal to .
• The value of x may be greater than or less than .
• It would be much more meaningful to estimate  by an
interval.

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 The (1-)% Confidence Interval(C.I.) for :

• We want to find two values L and U between which  lies with

high probability, i.e.

P( L ≤  ≤ U ) = 1-

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 For example:
• When,
•  = 0.01,
then 1-  = 0.99 (or 99%)
•  = 0.05,
then 1-  = 0.95 (or 95%)
•  = 0.10,
then 1-  = 0.90 (or 90%)

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 We have the following cases

a) When the population is normal

1) When the variance is known and the sample size is large or small,
the C.I. has the form:
• P( x- Z/2 /n <  < x + Z /2 /n) = 1- 
2) When variance is unknown, and the sample size is small, the C.I. has
the form:

P( x - t /2,n-1 s/n <  < x + t /2,n-1]s/n) = 1- 

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b) When the population is not
normal and n large (n>30)

1) When the variance is known the C.I. has the

form:
P( x - Z /2 /n <  < x + Z /2 /n) = 1- 

2) When variance is unknown, the C.I. has the

form:
P( x - Z /2 s/n <  < x + Z /2 s/n) = 1- 

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 Example

• Suppose a researcher , interested in obtaining an estimate of

the average level of some enzyme in a certain human
population, takes a sample of 10 individuals, determines the
level of the enzyme in each, and computes a sample mean of
approximately x  22

Suppose further it is known that the variable of interest is

approximately normally distributed with a variance of 45. We
wish to estimate . (=0.05)

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 Solution:
• 1- =0.95→ =0.05→ /2=0.025, x  22
• variance = σ2 = 45 → σ= 45,n=10
• 95%confidence interval for  is given by:
x x
P( - Z /2 /n <  < + Z /2 /n) = 1- 

• Z /2 = Z 0.025 = 1.96 (refer to z-table)

• 22 ± 1.96 ( 45 / 10) →
• (22-4.1578, 22+4.1578) → (17.84, 26.16)

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 Example

The activity values of a certain enzyme measured in normal

gastric tissue of 35 patients with gastric carcinoma has a
mean of 0.718 and a standard deviation of 0.511.We want
to construct a 90 % confidence interval for the population
mean.
• Solution:

• Note that the population is not normal,

• n=35 (n>30) n is large and  is unknown , s=0.511
• 1- = 0.90→ =0.1
• → /2=0.05→ 1-(/2)=0.95,

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 Then 90% confident interval for  is
given by :

P( x- Z /2 s/n <  < x + Z /2 s/n) = 1- 

• Z /2 = Z0.05 = 1.645 (refer to z-table)

• Z 0.05(s/n) =1.645 (0.511/ 35)=0.1421
0.718 ± 1.645 (0.511) / 35→
(0.718-0.1421, 0.718+0.1421) →
(0.576, 0.860).

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 Example

• Suppose a researcher , studied the effectiveness of early

weight bearing and ankle therapies following acute
repair of a ruptured Achilles tendon. One of the variables
they measured following treatment the muscle strength.
In 19 subjects, the mean of the strength was 250.8 with
standard deviation of 130.9
we assume that the sample was taken from is
approximately normally distributed population. Calculate
95% confident interval for the mean of the strength ?

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 Solution:
• 1- =0.95→ =0.05→ /2=0.025, x  250 .8
• Standard deviation= S = 130.9 ,n=19
• 95%confidence interval for  is given by:
P( x - t /2,n-1 s/n <  < x+ t /2,n-1 s /n ) = 1- 

• t 0.025,18 = 2.1009 (refer to t-table)

• t 0.025,18(s/n) =2.1009 (130.9 / 19)=63.1

• 250.8 ± 2.1009 (130.9 / 19) →

• (250.8- 63.1 , 22+63.1) → (187.7, 313.9)

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 Confidence Interval for the
difference between two Population
Means: (C.I)
If we draw two samples from two independent population
and we want to get the confident interval for the
difference between two population means , then we have
the following cases :
a) When the population is normal
1) When the variance is known and the sample sizes is large or
small, the C.I. has the form:

 12  22  12  22
( x1  x2 )  Z    1  2  ( x1  x2 )  Z  
1 n1 n2 1 n1 n2
2 2

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2) When variances are unknown but equal, and the sample size is
small, the C.I. has the form:

1 1 1 1
( x1  x2 )  t  Sp   1  2  ( x1  x2 )  t  Sp 
1 ,( n1  n2  2 ) n1 n2 1 ,( n1  n2  2 ) n1 n2
2 2

where
(n1  1) S12  (n2  1) S 22
S 
2

n1  n2  2
p

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 a) When the population is normal
1) When the variance is known and the sample sizes is large or
small, the C.I. has the form:

S12 S 22 S12 S 22
( x1  x2 )  Z    1  2  ( x1  x2 )  Z  
1 n1 n2 1 n1 n2
2 2

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Example The researcher team interested in the difference between serum
uric
and acid level in a patient with and without Down’s syndrome .In a
large hospital for the treatment of the mentally retarded, a sample of
12 individual with Down’s Syndrome yielded a mean of x1  4.5
mg/100 ml. In a general hospital a sample of 15 normal individual of
the same age and sex were found to have a mean value of x2  3.4
If it is reasonable to assume that the two population of values are
normally distributed with variances equal to 1 and 1.5,find the 95%
C.I for μ1 - μ2
Solution:
1- =0.95→ =0.05→ /2=0.025 → Z (1- /2) = Z0.975 = 1.96
 12  22  ( 4.5  3.4)  1.96
1

1.5
( x1  x2 )  Z  
1
2 n1 n2 12 15

• 1.1±1.96(0.4282) = 1.1± 0.84 = ( 0.26 , 1.94 )

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Example
The purpose of the study was to determine the effectiveness of an integrated outpatient
dual-diagnosis treatment program for mentally ill subject. The authors were
addressing the problem of substance abuse issues among people with sever mental
disorder. A retrospective chart review was carried out on 50 patient ,the recherché
was interested in the number of inpatient treatment days for physics disorder during a
year following the end of the program. Among 18 patient with schizophrenia, The
mean number of treatment days was 4.7 with standard deviation of 9.3. For 10
subject with bipolar disorder, the mean number of treatment days was 8.8 with
standard deviation of 11.5. We wish to construct 99% C.I for the difference between
the means of the populations Represented by the two samples .

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 Solution :
• 1-α =0.99 → α = 0.01 → α/2 =0.005 → 1- α/2 = 0.995
• n1 + n2 – 2 = 18 + 10 -2 = 26
• t (1- /2),(n1+n2-2) = t0.995,26 = 2.7787, then 99% C.I for μ1 – μ2

1 1
( x1  x2 )  t  Sp 
1 , ( n1  n2  2 ) n1 n2
2
where

(n1  1)S12  (n2  1)S22 (17 x9.32 )  (9 x11.52 )

S 
2
  102.33
n1  n2  2 18  10  2
p

Then

(4.7- 8.8) ± 2.7787 √102.33 √(1/18)+(1/10)

- 4.1 ± 11.086 =( - 15.186 , 6.986)

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Confidence Interval for a Population
proportion (P):
A sample is drawn from the population of interest ,then
compute the sample proportion P̂ such as
no.of element in thesample with some charachtaristic a
pˆ  
Total no.of element in thesample n
This sample proportion is used as the point estimator of the
population proportion . A confident interval is obtained by
the following formula
ˆ (1  P
P ˆ)
ˆ Z
P 
1 n
2

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 Example
The Pew internet life project reported in 2003 that 18%
of internet users have used the internet to search for
information regarding experimental treatments or
medicine . The sample consist of 1220 adult internet
users, and information was collected from telephone
interview. We wish to construct 98% C.I for the
proportion of internet users who have search for
information about experimental treatments or medicine

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 Solution :

1-α =0.98 → α = 0.02 → α/2 =0.01 → 1- α/2 = 0.99

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Z 1- α/2 = Z 0.99 =2.33 , n=1220, pˆ 
100
 0.18

The 98% C. I is

Pˆ (1  Pˆ ) 0.18(1  0.18)
Pˆ  Z   0.18  2.33
1 n 1220
2

0.18 ± 0.0256 = ( 0.1544 , 0.2056 )

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 Confidence Interval for the difference
between two Population proportions :
Two samples is drawn from two independent population
of interest ,then compute the sample proportion for each
sample for the characteristic of interest. An unbiased
point estimator for the difference between two population
proportions Pˆ1  Pˆ2
A 100(1-α)% confident interval for P1 - P2 is given by

ˆ (1  P
P ˆ ) ˆ (1  P
P ˆ )
ˆ P
(P ˆ )Z 1 1
 2 2
1 2 
1 n1 n2
2

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 Example
Connor investigated gender differences in proactive and
reactive aggression in a sample of 323 adults (68 female
and 255 males ). In the sample ,31 of the female and 53
of the males were using internet in the internet café. We
wish to construct 99 % confident interval for the
difference between the proportions of adults go to
internet café in the two sampled population .

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 Solution :
1-α =0.99 → α = 0.01 → α/2 =0.005 → 1- α/2 = 0.995
Z 1- α/2 = Z 0.995 =2.58 , nF=68, nM=255,
aF 31 aM 53
pˆ F    0.4559, pˆ M    0.2078
nF 68 nM 255

The 99% C. I is
PˆF (1  PˆF ) PˆM (1  PˆM )
( PˆF  PˆM )  Z  
1 nF nM
2

0.4559(1  0.4559) 0.2078(1  0.2078)

(0.4559  0.2078)  2.58 
68 255

0.2481 ± 2.58(0.0655) = ( 0.07914 , 0.4171 )

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