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Exam 3 Formulas Confidence Interval For The Variance : X Normal With Known Population Standard Deviation

This document provides formulas for confidence intervals of the variance and standard deviation of a normal population. It gives the two-sided and one-sided confidence intervals for estimating an unknown variance using the sample standard deviation and chi-square distribution. It also defines test statistics used for hypotheses about a population mean, including the z-test when the population standard deviation is known, the z-test when it is unknown with large sample sizes, and the t-test when it is unknown with small sample sizes.

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Thinh Doan
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111 views1 page

Exam 3 Formulas Confidence Interval For The Variance : X Normal With Known Population Standard Deviation

This document provides formulas for confidence intervals of the variance and standard deviation of a normal population. It gives the two-sided and one-sided confidence intervals for estimating an unknown variance using the sample standard deviation and chi-square distribution. It also defines test statistics used for hypotheses about a population mean, including the z-test when the population standard deviation is known, the z-test when it is unknown with large sample sizes, and the t-test when it is unknown with small sample sizes.

Uploaded by

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

3 Formulas

Confidence Interval for the variance and standard deviation of a normal population


2
The 100(1 )% two-sided confidence interval for the estimation of an unknown variance of a
normally distributed random variable X is given by

(n 1)s 2
(n 1)s 2
2
<

<
2 2, n1
12 2, n1


where s is the sample standard deviation.

2
The one-sided 100(1 )% upper-confidence interval for is

2 <

(n 1)s 2

2
1
, n1

The one-sided 100(1 )% lower-confidence interval for is


(n 1)s 2
2 > 2
, n1


The confidence intervals for the standard deviation have endpoints that are the square roots of the
2
corresponding limits in the confidence intervals for .


Test Statistics for Hypotheses about a Population Mean



X normal with known population standard deviation :

!
=



X not necessarily normal with unknown population standard deviation and > 40:


!
=



X normal with unknown population standard deviation and 40:

!
=


|! ! |

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