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EDA Module 7

The document discusses statistical intervals and confidence intervals. It defines a confidence interval as a range of values that an estimate is expected to fall within a certain percentage of the time based on the sample data. Confidence level refers to the percentage of times the estimate will fall within the upper and lower bounds of the confidence interval. Examples are provided to demonstrate how to calculate the confidence interval and width of the confidence interval for sample means.

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41 views

EDA Module 7

The document discusses statistical intervals and confidence intervals. It defines a confidence interval as a range of values that an estimate is expected to fall within a certain percentage of the time based on the sample data. Confidence level refers to the percentage of times the estimate will fall within the upper and lower bounds of the confidence interval. Examples are provided to demonstrate how to calculate the confidence interval and width of the confidence interval for sample means.

Uploaded by

Russel Montoro
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Bachelor of Science in Civil Engineering 1

CE 221-ENGINEERING DATA ANALYSIS


MODULE 7: STATISTICAL INTERVAL

INTRODUCTION

When you make an estimate in statistics, whether it is a summary statistic or a test


statistic, there is always uncertainty around that estimate because the number is based
on a sample of the population you are studying.

OBJECTIVES

 Know the fundamentals of Statistical Intervals.


 Know the applications of Statistical Intervals using Confidence Level.

DISCUSSION PROPER

Confidence Interval

The confidence interval is the range of values that you expect your estimate to fall between
a certain percentage of the time if you run your experiment again or re-sample the
population in the same way.

The confidence level is the percentage of times you expect to reproduce an estimate
between the upper and lower bounds of the confidence interval, and is set by the alpha
value.

What exactly is a confidence interval?

A confidence interval is the mean of your estimate plus and minus the variation in that
estimate. This is the range of values you expect your estimate to fall between if you redo
your test, within a certain level of confidence.

Confidence, in statistics, is another way to describe probability. For example, if you


construct a confidence interval with a 95% confidence level, you are confident that 95 out
of 100 times the estimate will fall between the upper and lower values specified by the
confidence interval.

Your desired confidence level is usually one minus the alpha (α) value you used in your
statistical test:
𝐶𝐿 = 1 − 𝛼

So if you use an alpha value of p < 0.05 for statistical significance, then your confidence
level would be 1 − 0.05 = 0.95, or 95%.

In real life, you never know the true values for the population, unless you can do a
complete census. Instead, we replace the population values with the values from our
sample data, so the formula becomes:

𝜎
𝐶𝐼 = 𝑥̄ ± 𝑧 ( )
√𝑛
Where:
𝑥̄= the sample mean
s = the sample standard deviation

Prepared by: Engr. Jerico P. Fiel


Bachelor of Science in Civil Engineering 2

Example 1: A company is manufacturing rivets with an average diameter of 10.05 mm


and standard deviation of 0.05 mm. At 95% level of confidence using 100 samples of
rivets, what would be the confidence interval and its width?

Solution:
Given: 𝜇 = 10.05 mm
𝜎 = 0.05 mm
𝐶𝐿 = 95%
𝑛 = 100 samples
a.) Confidence Interval,

ZL = -(ZR)
P(Z<ZL) = 0.025
ZL = -1.96
𝜎
𝐶𝐼 = 𝑥̄ ± 𝑧 ( 𝑛)
√
0.5
𝐶𝐼 = 10.05 ± (−1.96) ( )
√100
𝑪𝑰 = 𝟏𝟎. 𝟎𝟓 ± 𝟎. 𝟎𝟗𝟖 𝒎𝒎

b.) Width of Confidence Interval


𝜎
𝑊𝐶𝐼 = 𝑋𝑅 − 𝑋𝐿 or 𝑊𝐶𝐼 = |2𝑧 ( 𝑛)|
√
0.5
𝑊𝐶𝐼 = |2(−1.96) ( )|
√100
𝑊𝐶𝐼 = |−0.196|
𝑾𝑪𝑰 = 𝟎. 𝟏𝟗𝟔 𝒎𝒎

Example 2: A tile manufacturer is producing a 600 mm by 600 mm tiles with a standard


deviation of 2% the total area. At a 99% confidence level, what would be the range of the
manufacturer’s tile lengths if we examine 50 tiles?

Solution:
Given: 𝜇 = 600(600) = 360,000 mm2
𝜎 = 2%(360,000) = 7,200 mm2
𝐶𝐿 = 99%
𝑛 = 50 tiles
a.) Tile Lengths,

Prepared by: Engr. Jerico P. Fiel


Bachelor of Science in Civil Engineering 3

ZL = -(ZR)
P(Z<ZL) = 0.005

-2.57 = 0.0051
ZL = 0.005
-2.58 = 0.0049

Since ZL is in the middle, ZL = -2.575

𝜎
𝐶𝐼𝐴𝑅𝐸𝐴 = 𝑥̄ ± 𝑧 ( 𝑛)
√
7,200
𝐶𝐼𝐴𝑅𝐸𝐴 = 360,000 ± (−2.575) ( )
√50
2
𝐶𝐼𝐴𝑅𝐸𝐴 = 360,000 ± 2,621.95 𝑚𝑚 (Take note that this is the range of the area, we need
the range of the lengths)

𝑋𝐿 = √360,000 − 2,621.95 = 597.81 𝑚𝑚


𝑋𝑅 = √360,000 + 2,621.95 = 602.18 𝑚𝑚

𝑪𝑰𝑳𝑬𝑵𝑮𝑻𝑯 = 𝟓𝟗𝟕. 𝟖𝟏 𝒎𝒎 ⟷ 𝟔𝟎𝟐. 𝟏𝟖 𝒎𝒎

SUMMARY

You can calculate confidence intervals for many kinds of statistical estimates, including:
proportions, population means, differences between population means or proportions
and estimates of variation among groups. These are all point estimates, and don’t give
any information about the variation around the number. Confidence intervals are useful
for communicating the variation around a point estimate.

REFERENCES

Books:
1. M-W. J. Frany, M. S. P. Galvez, E. L. Vasquez (2014). Fundamentals of Probability and
Statistics for Engineering. Trinitas Publishing, Inc.
2. Robinson, E. L. (2016). Data Analysis for Scientists and Engineers. Princeton
University Press.

Online
3. https://www.scribbr.co.uk/research-methods

ISUI-CvE-Mod
Revision: 02
Effectivity: August 1, 2020

Prepared by: Engr. Jerico P. Fiel

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