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CH 08

Chapter 8 discusses statistical intervals for a single sample, focusing on confidence intervals for estimating parameters. It covers the development, interpretation, and properties of confidence intervals for both known and unknown variances, including the use of the t distribution. The chapter also addresses sample size determination and guidelines for constructing confidence intervals.

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2 views31 pages

CH 08

Chapter 8 discusses statistical intervals for a single sample, focusing on confidence intervals for estimating parameters. It covers the development, interpretation, and properties of confidence intervals for both known and unknown variances, including the use of the t distribution. The chapter also addresses sample size determination and guidelines for constructing confidence intervals.

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Crea Rei
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© © All Rights Reserved
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Chapter 8: Statistical Intervals for a

Single Sample

• In the previous chapter we illustrated how a


parameter can be estimated from sample data.
However, it is important to understand how good is
the estimate obtained.
• Bounds that represent an interval of plausible
values for a parameter are an example of an
interval estimate.
• We will discuss
• Confidence interval
8-1 Confidence Interval on the Mean of a
Normal Distribution, Variance Known
8-1.1 Development of the Confidence Interval
and its Basic Properties
8-1 Confidence Interval on the Mean of a
Normal Distribution, Variance Known
8-1.1 Development of the Confidence Interval
and its Basic Properties
8-1 Confidence Interval on the Mean of a
Normal Distribution, Variance Known
8-1.1 Development of the Confidence Interval and its
Basic Properties
• The endpoints or bounds l and u are called lower- and upper-
confidence limits, respectively.
• Since Z follows a standard normal distribution, we can write:
8-1 Confidence Interval on the Mean of a
Normal Distribution, Variance Known
8-1.1 Development of the Confidence Interval and its
Basic Properties
Definition
8-1 Confidence Interval on the Mean of a
Normal Distribution, Variance Known
Example 8-1
8-1 Confidence Interval on the Mean of a
Normal Distribution, Variance Known

Interpreting a Confidence Interval


• The confidence interval is a random interval
• The appropriate interpretation of a confidence interval
(for example on ) is: The observed interval [l, u]
brackets the true value of , with confidence 100(1-).
• Examine Figure 8-1 on the next slide.
8-1 Confidence Interval on the Mean of a
Normal Distribution, Variance Known

Figure 8-1 Repeated construction of a confidence interval for .


8-1 Confidence Interval on the Mean of a
Normal Distribution, Variance Known

Confidence Level and Precision of Error


The length of a confidence interval is a measure of the
precision of estimation.

Figure 8-2 Error in estimating  with x .


8-1 Confidence Interval on the Mean of a
Normal Distribution, Variance Known

8-1.2 Choice of Sample Size


Definition
8-1 Confidence Interval on the Mean of a
Normal Distribution, Variance Known

Example 8-2
8-1 Confidence Interval on the Mean of a
Normal Distribution, Variance Known

8-1.3 One-Sided Confidence Bounds


Definition
8-1 Confidence Interval on the Mean of a
Normal Distribution, Variance Known

8-1.5 A Large-Sample Confidence Interval for 


Definition
8-1 Confidence Interval on the Mean of a
Normal Distribution, Variance Known

Example 8-4
8-1 Confidence Interval on the Mean of a
Normal Distribution, Variance Known

Example 8-4 (continued)


8-1 Confidence Interval on the Mean of a
Normal Distribution, Variance Known
Example 8-4 (continued)

Figure 8-3 Mercury concentration in largemouth bass


(a) Histogram. (b) Normal probability plot
8-1 Confidence Interval on the Mean of a
Normal Distribution, Variance Known
Example 8-4 (continued)
8-2 Confidence Interval on the Mean of a
Normal Distribution, Variance Unknown

8-2.1 The t distribution


8-2 Confidence Interval on the Mean of a
Normal Distribution, Variance Unknown
8-2.1 The t distribution

Figure 8-4 Probability density functions of several t


distributions.
8-2 Confidence Interval on the Mean of a
Normal Distribution, Variance Unknown
8-2.1 The t distribution

Figure 8-5 Percentage points of the t distribution.


8-2 Confidence Interval on the Mean of a
Normal Distribution, Variance Unknown
8-2.2 The t Confidence Interval on 

One-sided confidence bounds on the mean are found by replacing


t/2,n-1 in Equation 8-18 with t ,n-1.
8-2 Confidence Interval on the Mean of a
Normal Distribution, Variance Unknown
Example 8-5
8-2 Confidence Interval on the Mean of a
Normal Distribution, Variance Unknown

Figure 8-6 Box and Whisker plot for the load at


failure data in Example 8-5.
8-2 Confidence Interval on the Mean of a
Normal Distribution, Variance Unknown

Figure 8-7 Normal probability plot of the load at


failure data in Example 8-5.
8-4 A Large-Sample Confidence Interval
For a Population Proportion
Normal Approximation for Binomial Proportion

The quantity p(1  p) / n is called the standard error of the point


estimator P̂ .
8-4 A Large-Sample Confidence Interval
For a Population Proportion
8-4 A Large-Sample Confidence Interval
For a Population Proportion
Example 8-7
8-4 A Large-Sample Confidence Interval
For a Population Proportion
Choice of Sample Size
The sample size for a specified value E is given by

An upper bound on n is given by


8-4 A Large-Sample Confidence Interval
For a Population Proportion
Example 8-8
8-4 A Large-Sample Confidence Interval
For a Population Proportion
One-Sided Confidence Bounds
8-4 Guidelines for Constructing
Confidence Intervals

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