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Lecture 5

The document summarizes key concepts about constructing confidence intervals for population parameters using sample data. It discusses: 1) The difference between point estimates and interval estimates, and how interval estimates provide a range of plausible values for a population parameter with a specified level of confidence. 2) Formulas for constructing confidence intervals for a single population mean, two population means, and population proportions, depending on whether the population is normal and variances are known or unknown. 3) Examples showing how to calculate 95% and 90% confidence intervals for population means using sample data and the appropriate formulas.

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Eslam khedr
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0% found this document useful (0 votes)
59 views

Lecture 5

The document summarizes key concepts about constructing confidence intervals for population parameters using sample data. It discusses: 1) The difference between point estimates and interval estimates, and how interval estimates provide a range of plausible values for a population parameter with a specified level of confidence. 2) Formulas for constructing confidence intervals for a single population mean, two population means, and population proportions, depending on whether the population is normal and variances are known or unknown. 3) Examples showing how to calculate 95% and 90% confidence intervals for population means using sample data and the appropriate formulas.

Uploaded by

Eslam khedr
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Chapter 6

Using sample data to make


estimates about population
parameters (P162-172)
◼ Key words:

◼Point estimate, interval estimate, estimator,


Confident level ,α , Confident interval for
mean μ, Confident interval for two means,
Confident interval for population proportion P,
Confident interval for two proportions

2
◼ 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.

3
• 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,

x =  xi
i
◼ is an estimator of the population mean,. The
single numerical value that results from
evaluating this formula is called an estimate of
the parameter .
4
6.2 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 , 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.

5
The 1- percent 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-

6
For example:
◼ When,
◼  = 0.01,
then 1-  = 0.99
◼  = 0.05,
then 1-  = 0.95
◼  = 0.10,
then 1-  =0.90

7
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:
𝝈 𝝈
◼ ഥ−𝒁
𝑷 𝑿 𝜶 ഥ+𝒁
< 𝝁 <𝑿 𝜶 =1− α
𝟏−𝟐 𝒏 𝟏−𝟐 𝒏

2) When variance is unknown, and the sample size is small,


the C.I. has the form:
𝒔 𝒔
◼ ഥ−𝒕
𝑷 𝑿 𝜶 ഥ+𝒕
< 𝝁 <𝑿 𝜶 =1− α
𝟏− ,𝒏−𝟏 𝒏 𝟏− ,𝒏−𝟏 𝒏
𝟐 𝟐

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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:
𝝈 𝝈
◼ ഥ−𝒁
𝑷 𝑿 𝜶 ഥ+𝒁
< 𝝁 <𝑿 𝜶 =1− α
𝟏− 𝟐 𝒏 𝟏− 𝟐 𝒏

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


form:
𝒔 𝒔
◼ ഥ−𝒁
𝑷 𝑿 𝜶 ഥ+𝒁
< 𝝁 <𝑿 𝜶 =1− α
𝟏− 𝟐 𝒏 𝟏− 𝟐 𝒏
9
Example 6.2.1 Page 167:
◼ 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)

10
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:

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


◼ Z (1- /2) = Z 0.975 = 1.96 (refer to table D)

◼ Z 0.975(/n) =1.96 ( 45 / 10)=4.1578


◼ 22 ± 1.96 ( 45 / 10) →

◼ (22-4.1578, 22+4.1578) → (17.84, 26.16)

◼ Exercise example 6.2.2 page 169

11
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 (1- /2) s/n <  < x +Z (1- /2) s/n) = 1- 

◼ Z (1- /2) = Z0.95 = 1.645 (refer to table D)


◼ Z 0.95(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).
◼ Exercise example 6.2.3 page 164:

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Example6.3.1 Page 174:
◼ 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 ?
14
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 (1- /2),n-1 s/n <  <x + t (1- /2),n-1 s/n) = 1- 


◼ t (1- /2),n-1 = t 0.975,18 = 2.1009 (refer to table E)

◼ t 0.975,18(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)

◼ Exercise 6.2.1 ,6.2.2

◼ 6.3.2 page 171

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6.3 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

16
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 + n 2 − 2 ) n1 n2
2 2

where
(n1 − 1) S12 + (n2 − 1) S 22
S =
2

n1 + n2 − 2
p

17
Example 6.4.1 P174:
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 1 1.5
( x1 − x2 )  Z  + = (4.5 − 3.4)  1.96 +
1− n1 n2
2 12 15

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

18
Example 6.4.1 P178:
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

19
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) S 22 (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)
Exercises: 6.4.2 , 6.4.6, 6.4.7, 6.4.8 Page 180

20
6.5 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 the sample with some charachtaristic 𝑎
𝑝Ƹ = =
Total no. of element in the sample 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

21
Example 6.5.1
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

22
Solution :
1-α =0.98 → α = 0.02 → α/2 =0.01 → 1- α/2 = 0.99
18
Z 1- α/2 = Z 0.99 =2.33 , n=1220, pˆ = 100 = 0.18
The 98% C. I is

ˆ (1 − P
P ˆ) 0.18(1 − 0.18)
ˆZ
P = 0.18  2.33

1− n 1220
2

0.18 ± 0.0256 = ( 0.1544 , 0.2056 )

Exercises: 6.5.1 , 6.5.3 Page 187

23
6.6 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 P ˆ −P ˆ
1 2

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

24
Example 6.6.1

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 .

25
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
ˆ (1 − P
P ˆ ) ˆ (1 − P
P ˆ )
ˆ −P
(P ˆ )Z F F
+ M M
F M 
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 )

26
◼ Exercises:
◼ Questions :
◼ 6.2.1, 6.2.2,6.2.5 ,6.3.2,6.3.5, 6.4.2
◼ 6.5.3 ,6.5.4,6.6.1

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