21.11.

2020

Confidence Interval

§ A point estimate is a single number,

§ a confidence interval provides additional information about the
variability of the estimate

Lower Upper
Confidence Confidence
Point Estimate
Limit Limit
Width of
confidence interval

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We can estimate a with a Sample Statistic

Population Parameter (a Point Estimate)

Mean 𝜇 𝑋"

Standard Deviation 𝜎 𝑆

Proportion 𝜋 𝑝

§ How much uncertainty is associated with a point estimate of a

population parameter?

§ An interval estimate provides more information about a population

characteristic than does a point estimate

§ Such interval estimates are called “confidence intervals”

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§ An interval gives a range of values:

§ Takes into consideration variation in sample statistics from sample
to sample
§ Based on observations from one sample
§ Gives information about closeness to unknown population
parameters
§ Stated in terms of level of confidence
§ e.g. 95% confident, 99% confident
§ Can never be 100% confident

Cereal fill example

• Population has 𝜇 = 368 and 𝜎 = 15
• If you take a sample of size 𝑛 = 25 you know
!"
• 368 ∓ 1.96 ∗ = (362.12, 373.88) contains 95% of the sample means
#"
3 to estimate the population mean, 𝜇
• When you don’t know 𝜇, you use sample statistic “𝑋”
!"
• If 𝑋3 = 362.3, the interval for 𝜇 will be 362.3 ∓ 1.96 ∗ = (356.42, 368.18)
#"

• Since the actual mean is within this interval, this sample makes a correct statement about 𝜇

But what about the intervals from other possible samples of size 25?

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Lower Upper Contain

Sample # 𝑋"
Limit Limit µ?

1 362.30 356.42 368.18 Yes

2 369.50 363.62 375.38 Yes

3 360.00 354.12 365.88 No

4 362.12 356.24 368.00 Yes

5 373.88 368.00 379.76 Yes

§ In practice you only take one sample of size n

§ In practice you do not know µ so you do not know if the interval
actually contains µ
§ Howeveryou do know that 95% of the intervals formed in this
manner will contain µ
§ Thus, basedon the one sample, you actually selected you can be 95%
confident your interval will contain µ (this is a 95% confidence
interval)

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Random Sample
I am 95% confident
that μ is between 40
- 60.
Population Mean
(mean, μ, is X = 50
unknown)

Sample

§ The general formula for all confidence intervals is:

Point Estimate ± (Critical Value)(Standard Error)

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§ Confidence Level

§ Confidence the interval will contain the unknown population

parameter
§ A percentage (less than 100%)

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§ Suppose confidence level = 95%

§ Also written (1 − a) = 0.95, (so a = 0.05)

§ A relative frequency interpretation:

§ 95% of all the confidence intervals

that can be constructed will
contain the unknown true parameter

§ A specific interval either will contain or will not contain the true
parameter

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Confidence Intervals
Population
Population Mean Proportion

𝜎 known 𝜎 unknown

13

§ Assumptions
§ Population standard deviation 𝜎 is known
§ Population is normally distributed
§ If population is not normal, use large sample

§ Confidence interval estimate:

𝜎
𝑋" ± 𝑍!/#
𝑛
where
𝑋3 is the point estimate
𝑍$# is the normal distribution critical value for a probability of a/2 in each tail
%
is the standard error
&

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§ Consider a 95% confidence interval: Zα/2 = ±1.96

1 - α = 0.95 so α = 0.05

α α
= 0.025 = 0.025
2 2

Z units: Zα/2 = -1.96 0 Zα/2 = 1.96

Lower Upper
X units: Confidence Point Estimate Confidence
Limit Limit

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§ Commonly used confidence levels are 90%, 95%, and 99%

Confidence
Confidence
Coefficient Zα/2 value
Level

80% 0.80 1.28

90% 0.90 1.645
95% 0.95 1.96
98% 0.98 2.33
99% 0.99 2.58
99.8% 0.998 3.08
99.9% 0.999 3.27

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Sampling Distribution of the Mean

a/2 1- a a/2

Intervals
x
μx = μ
extend from x1
σ (1 − a)100%
x2
X - Zα / 2
of intervals constructed
to n
contain μ;
(a)100% do not.
σ
X + Zα / 2
n
Confidence Intervals

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§ A sample of 11 circuits from a large normal population has a mean

resistance of 2.20 ohms. We know from past testing that the population
standard deviation is 0.35 ohms.

§ Determine a 90% confidence interval for the true mean resistance of the
population.
𝜎
𝑋3 ± 𝑍$/#
𝑛

0.35
2.20 ± 1.645
11

2.026 ≤ 𝜇 ≤ 2.374

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§ We are 90% confident that the true mean resistance is between

2.026 and 2.374 ohms

§ Although the true mean may or may not be in this interval, 90%
of intervals formed in this manner will contain the true mean

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§ A sample of 11 circuits from a large normal population has a mean

resistance of 2.20 ohms. We know from past testing that the population
standard deviation is 0.35 ohms.

§ Determine a 95% confidence interval for the true mean resistance of the
population.
𝜎
𝑋3 ± 𝑍$/#
𝑛

(.*"
2.20 ± 1.96 =2.20 ± 0.2068
!!

1.9932 ≤ 𝜇 ≤ 2.4068

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§ A sample of 11 circuits from a large normal population has a mean

resistance of 2.20 ohms. We know from past testing that the population
standard deviation is 0.35 ohms.

§ Determine a 99% confidence interval for the true mean resistance of the
population.
𝜎
𝑋3 ± 𝑍$/#
𝑛

0.35
2.20 ± 2.58
11

1.928 ≤ 𝜇 ≤ 2.472

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90% 95% 99%

2.026 ≤ 𝜇 ≤ 2.374 1.9932 ≤ 𝜇 ≤ 2.4068 1.928 ≤ 𝜇 ≤ 2.472

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Confidence Intervals
Population
Population Mean Proportion

𝜎 known 𝜎 unknown

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§ Probably not!

§ In real world business situations, 𝜎 is not known.

a situation where 𝜎 is known then µ is also known (since to

§ If there is
calculate 𝜎 you need to know µ.)

§ If you truly know µ there would be no need to gather a sample to

estimate it.

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§ If the population standard deviation 𝜎 is unknown, we can

substitute the sample standard deviation, S
§ This introduces extra uncertainty

§ So we use the t distribution instead of the normal distribution

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§ Assumptions
§ Population standard deviation 𝜎 is unknown
§ Population is normally distributed
§ If population is not normal, use large sample

§ Use Student’s t Distribution

§ Confidence interval estimate:

𝑆
𝑋" ± 𝑡!#
𝑛

where
𝑋 is the point estimate
𝑡$# is the critical value of t distribution with n-1 degrees of freedom and an area of α/2 in each tail
𝑆 is the standard deviation of the sample

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§ The t is a family of distributions

§ The tα/2 value depends on degrees of freedom (d.f.)
§ Number of observations that are free to vary after
sample mean has been calculated
d.f. = n - 1

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Idea: Number of observations that are free to vary after sample mean has been
calculated
Example: Suppose the mean of 3 numbers is 8.0

Let X1 = 7 If the mean of these three values is

Let X2 = 8 8.0,
then X3 must be 9
What is X3?
(i.e., X3 is not free to vary)

Here, n = 3, so degrees of freedom = n – 1 = 3 – 1 = 2

Two values can be any numbers, but the third is not free to vary for a given mean

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Note: t Z as n increases

Standard
Normal
(t with df = ∞)

t (df = 13)
t-distributions are bell-
shaped and symmetric,
but have ‘fatter’ tails than t (df = 5)
the normal

0 t

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Upper Tail Area

Let: n = 3
df = n - 1 = 2
df .10 .05 .025 a = 0.10
a/2 = 0.05
1 3.078 6.314 12.706

2 1.886 2.920 4.303

3 1.638 2.353 3.182 a/2 = 0.05

The body of the table

contains t values, not the
probabilities 0 2.920

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Confidence t t t Z
Level (10 d.f.) (20 d.f.) (30 d.f.) (∞ d.f.)

0.80 1.372 1.325 1.310 1.28

0.90 1.812 1.725 1.697 1.645
0.95 2.228 2.086 2.042 1.96
0.99 3.169 2.845 2.750 2.58

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A random sample of 𝑛 = 25 has 𝑋+ = 50 and 𝑆 = 8.

Construct a 95% confidence interval for 𝜇.

d.f. = 𝑛 – 1 = 24, so 𝑡!/# = 𝑡$.$#& = 2.064

𝑆
𝑋3 ± 𝑡$/#
𝑛

8
50 ± 2.064
25

46.698 ≤ 𝜇 ≤ 53.302

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5, 7, 6, 8, 9, 11, 10, 9, 8, 7
Construct a 99% confidence interval for 𝜇.

d.f. = n – 1 = 9, so 𝑡!/# = 𝑡$.$$& = 3.25

80 (5 − 8)#+(7 − 8)#+(6 − 8)#+ ⋯ + (7 − 8)# 30

𝑋= =8 𝑆= = = 1.83
10 (10 − 1) 9

𝑆 1.83
𝑋3 ± 𝑡$/# 8 ± 3.25
𝑛 10

6.12 ≤ 𝜇 ≤ 9.88

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5, 8.5, 12, 15, 7, 9, 7.5, 6.5, 10.5

Construct a 95% confidence interval for 𝜇 if the population
variance is 9.

81 𝜎 3
𝑋" = =9 𝑋" ± 𝑍!/# 9 ± 1.96
9 𝑛 9

7.04 ≤ 𝜇 ≤ 10.96

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5, 8.5, 12, 15, 7, 9, 7.5, 6.5, 10.5

Construct a 95% confidence interval for 𝜇 if the population
variance is unknown .

81 (5 − 9)#+(8.5 − 9)#+(12 − 9)#+ ⋯ + (10.5 − 9)#

𝑋" = =9 𝑆= = 3.082
9 (9 − 1)

𝑆 3.082
𝑋" ± 𝑡!/# 9 ± 2.306 6.63 ≤ 𝜇 ≤ 11.37
𝑛 9
7.04 ≤ 𝜇 ≤ 10.96

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Confidence Intervals
Population
Population Mean Proportion

𝜎 known 𝜎 unknown

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§ An interval estimate for the population proportion

(𝜋) can be calculated by adding an allowance for
uncertainty to the sample proportion (𝑝)

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§ Recall that the distribution of the sample proportion is

approximately normal if the sample size is large, with standard
deviation
𝜋(1 − 𝜋)
𝜎= =
𝑛
§ We will estimate this using sample data:

𝑝(1 − 𝑝)
𝑛

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§ Upper and lower confidence limits for the population proportion are
calculated with the formula

𝑝(1 − 𝑝)
𝑝 ± 𝑍!/#
𝑛

§ where
§ 𝑍𝛼/2 is the standard normal value for the level of confidence desired
§ 𝑝 is the sample proportion
§ 𝑛 is the sample size

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§ A random sample of 100 people shows that 25 are left-handed.

§ Form a 95% confidence interval for the true proportion of left-
handers
𝑝(1 − 𝑝)
𝑝 ± 𝑍$/#
𝑛 We are 95% confident
that the true percentage
of left-handers in the
population is between
25 0.25(1 − 0.25) 16.51% and 33.49%
± 1.96
100 100

0.1651 ≤ 𝜋 ≤ 0.3349

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Determining Sample Size

For Mean For Proportion

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§ The required sample size can be found to reach a desired

margin of error (𝑒) with a specified level of confidence (1 − a)
§ The margin of error is also called sampling error
§ the amount of imprecision in the estimate of the population
parameter
§ the amount added to and subtracted from the point estimate
to form the confidence interval

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𝜎 𝜎 𝑍!/##𝜎 #
𝑋! ± 𝑍!/# 𝑒 = 𝑍!/# 𝑛=
𝑛 𝑛 𝑒#

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If s = 45, what sample size is needed to estimate the mean

within ± 5 with 90% confidence?

8-/. . 9. (;.<=>). =>.

𝑛= = = 219.19 ⟹ round up n=220
:. >.

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§ If unknown, 𝜎 can be estimated when using the

required sample size formula
§ Use a value for 𝜎 that is expected to be at least as
large as the true 𝜎

§ Select a pilot sample and estimate 𝜎 with the sample

standard deviation, 𝑆

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Determining Sample Size

For Mean For Proportion

53

𝜋(1 − 𝜋) 𝑍!/##𝜋(1 − 𝜋)
𝑝 ± 𝑍A/C 𝑛=
𝑛 𝑒#

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How large a sample would be necessary to estimate the

true proportion defective in a large population within ±3%,
with 95% confidence?
Assume a pilot sample yields 𝑝 = 0.12

𝑍$/# # 𝜋(1 − 𝜋) 1.96 # 0.12(1 − 0.12)

𝑛= = = 450.74 ⟹ round up n=451
𝑒# (0.03)#

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§ A confidence interval estimate (reflecting sampling error) should always be

included when reporting a point estimate
§ The level of confidence should always be reported

§ The sample size should be reported

§ An interpretation of the confidence interval estimate should also be provided

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§ FPC is used when we sample –without replacement- from more

than 5% of a finite population

§ It is needed because under these circumstances, the Central

Limit Theorem does not hold and the standard error of the
estimate will be too high.

§ FPC captures the difference between sampling with replacement

and sampling without replacement.

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§ Suppose 𝑛 = 100 is drawn from a population size 1000 with

standard deviation of 40.
40 40
𝜎? = = =4
100 10
@ ;BB
§ Since
A
= ;BBB = 0.10 > 0.05 and the population is finite,

§ Using FPC for the standard error of the mean, we get

40 𝑁 − 𝑛 40 1000 − 100
𝜎? = = = 3.8
100 𝑁 − 1 10 1000 − 1

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§ Suppose 𝑛 = 100 is drawn from a population size 1000

§ 𝑋" = 50 and 𝑆 = 10. Construct 90% CI for mean.

@ ;BB
§ Since A = ;BBB = 0.10 > 0.05 and the population is finite,

§ Using FPC,

10 𝑁−𝑛
50 ± 1.984 = 50 ± 1.88
100 𝑁 − 1
48.12 ≤ 𝜇 ≤ 51.88

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61

Confidence Intervals
DEPENDENT
INDEPENDENT SAMPLES SAMPLES

𝜎; and 𝜎# are known 𝜎; and 𝜎# are unknown

𝜎C = 𝜎D 𝜎C ≠ 𝜎D

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INDEPENDENT SAMPLES
PARAMETERS POPULATION 1 POPULATION 2
MEAN 𝜇! 𝜇#
VARIANCE 𝜎!# 𝜎##
STANDARD DEVIATION 𝜎! 𝜎#

SAMPLE 1 SAMPLE 2
SIZE 𝑛! 𝑛#
MEAN 𝑋3! 𝑋3#
VARIANCE 𝑆!# 𝑆##
STANDARD DEVIATION 𝑆! 𝑆#

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INDEPENDENT SAMPLES

𝐸 𝑋"; − 𝑋"# = 𝐸 𝑋"; - 𝐸 𝑋"# = 𝜇; − 𝜇#

𝜎;# 𝜎##
Var 𝑋"; − 𝑋"# = 𝑉𝑎𝑟 𝑋"; + 𝑉𝑎𝑟 𝑋"# = +
𝑛; 𝑛#

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INDEPENDENT SAMPLES
§ 120 marketing and 90 finance students are randomly selected from two
independent populations with 0.42 and 0.64 standard deviations,
respectively. The mean GPA of marketing students is 3.08 and finance
students is 2.88.
§ Costruct 95% confidence interval for the differences of population
means.

𝑛! = 120 𝑛# = 90

𝑋3! = 3.08 𝑋3# = 2.88

𝜎! = 0.42 𝜎# = 0.64

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INDEPENDENT SAMPLES
𝑛! = 120 𝑛# = 90

𝑋3! = 3.08 𝑋3# = 2.88

𝜎! = 0.42 𝜎# = 0.64

𝜎;# 𝜎## 0.42# 0.64#

(𝑋";−𝑋"#) ± 𝑍!/# + (3.08 − 2.88) ± 1.96 +
𝑛; 𝑛# 120 90

0.0479 ≤ 𝜇; − 𝜇# ≤ 0.3521

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Confidence Intervals
DEPENDENT
INDEPENDENT SAMPLES SAMPLES

𝜎; and 𝜎# are known 𝜎; and 𝜎# are unknown

𝜎C = 𝜎D 𝜎C ≠ 𝜎D

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INDEPENDENT SAMPLES
PARAMETERS POPULATION 1 POPULATION 2
MEAN 𝜇! 𝜇#
VARIANCE 𝜎!# 𝜎##
STANDARD DEVIATION 𝜎! 𝜎#

SAMPLE 1 SAMPLE 2
SIZE 𝑛! 𝑛#
MEAN 𝑋3! 𝑋3#
VARIANCE 𝑆!# 𝑆##
STANDARD DEVIATION 𝑆! 𝑆#

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INDEPENDENT SAMPLES
§ Since we assume 𝜎;= 𝜎# = 𝜎, we need to estimate a common variance
using sample standard deviations
§ If 𝑛; = 𝑛#, then
𝑆;# + 𝑆##
𝑆CDDE# =
2

§ If 𝑛; ≠ 𝑛#, then

(𝑛; − 1)𝑆;#+(𝑛# − 1)𝑆##

𝑆CDDE# = , 𝑡!/#,(@/ G@. H#)
(𝑛; + 𝑛# − 2)

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INDEPENDENT SAMPLES
§ 25 marketingand 25 finance students are randomly selected from two
independent populations with equal variances. The mean GPA of
marketing students is 3.08 and finance students is 2.88.
§ Costruct 95% confidence interval for the differences of population
means.

𝑛! = 25 𝑛# = 25

𝑋3! = 3.08 𝑋3# = 2.88

𝑆! # = 0.36 𝑆# # = 0.64

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INDEPENDENT SAMPLES
𝑛! = 25 𝑛# = 25

𝑋3! = 3.08 𝑋3# = 2.88

𝑆! # = 0.36 𝑆# # = 0.64

𝑆CDDE# 𝑆CDDE# 0.36 + 0.64

(𝑋";−𝑋"#) ± 𝑡!/# + 𝑆CDDE# = = 0.05
𝑛; 𝑛# 2

(25 − 1)𝑆;#+(25 − 1)𝑆## 24(𝑆;# + 𝑆##) (𝑆;# + 𝑆##)

𝑆CDDE# = = =
(25 + 25 − 2) 48 2

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INDEPENDENT SAMPLES
𝑛! = 25 𝑛# = 25

𝑋3! = 3.08 𝑋3# = 2.88

𝑆! # = 0.36 𝑆# # = 0.64

0.05 0.05
(3.08 − 2.88) ± 2.02 + −0.20 ≤ 𝜇; − 𝜇# ≤ 0.60
25 25

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INDEPENDENT SAMPLES
§ 25 marketing and 40 finance students are randomly selected from two
independent populations with equal variances. The mean GPA of
marketing students is 3.08 and finance students is 2.88.
§ Costruct 95% confidence interval for the differences of population
means.

𝑛! = 25
𝑛# = 40
𝑋3! = 3.08
𝑋3# = 2.88
𝑆! # = 0.36
𝑆# # = 0.64

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INDEPENDENT SAMPLES
𝑛! = 25 𝑛# = 40

𝑋3! = 3.08 𝑋3# = 2.88

𝑆! # = 0.36 𝑆# # = 0.64

𝑆CDDE# 𝑆CDDE#
(𝑋";−𝑋"#) ± 𝑡!/# +
𝑛; 𝑛#

# (25 − 1)𝑆;#+(40 − 1)𝑆## 24 0.36 + 39(0.64)

𝑆CDDE = = = 0.50
(25 + 40 − 2) 63

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INDEPENDENT SAMPLES
𝑛! = 25 𝑛# = 40

𝑋3! = 3.08 𝑋3# = 2.88

𝑆! # = 0.36 𝑆# # = 0.64

0.50 0.50
(3.08 − 2.88) ± 2.00 + −0.16 ≤ 𝜇; − 𝜇# ≤ 0.56
25 40

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Confidence Intervals
DEPENDENT
INDEPENDENT SAMPLES SAMPLES

𝜎; and 𝜎# are known 𝜎; and 𝜎# are unknown

𝜎C = 𝜎D 𝜎C ≠ 𝜎D

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INDEPENDENT SAMPLES
PARAMETERS POPULATION 1 POPULATION 2
MEAN 𝜇! 𝜇#
VARIANCE 𝜎!# 𝜎##
STANDARD DEVIATION 𝜎! 𝜎#

SAMPLE 1 SAMPLE 2
SIZE 𝑛! 𝑛#
MEAN 𝑋3! 𝑋3#
VARIANCE 𝑆!# 𝑆##
STANDARD DEVIATION 𝑆! 𝑆#

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INDEPENDENT SAMPLES
§ Since we assume 𝜎; ≠ 𝜎#, we cannot estimate a common variance
§ We use the sample standard deviations and calculate a common
degrees of freedom
#
𝑆;# 𝑆## Round to the

𝑛; + 𝑛#
nearest
integer!
df = # #
𝑆;# 𝑆##
𝑛; 𝑛#
+
(𝑛; − 1) (𝑛# − 1)

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INDEPENDENT SAMPLES
§ 50 marketing and 25 finance students are randomly selected from two
independent populations. The mean GPA of marketing students is 3.08
and finance students is 2.88.
§ Costruct 95% confidence interval for the differences of population
means.

𝑛! = 50 𝑛# = 25

𝑋3! = 3.08 𝑋3# = 2.88

𝑆! # = 0.36 𝑆# # = 0.64

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INDEPENDENT SAMPLES
𝑛! = 50 𝑛# = 25

𝑋3! = 3.08 𝑋3# = 2.88

𝑆! # = 0.36 𝑆# # = 0.64

0.36 0.64 #
𝑆;# 𝑆## df = 50 + 25 = 37.93 ⟹ 38
(𝑋";−𝑋"#) ± 𝑡!/# +
𝑛; 𝑛# 0.36 # 0.64 #
50 + 25
(50 − 1) (25 − 1)

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INDEPENDENT SAMPLES
𝑛! = 50 𝑛# = 25

𝑋3! = 3.08 𝑋3# = 2.88

𝑆! # = 0.36 𝑆# # = 0.64

0.36 0.64
(3.08 − 2.88) ± 2.02 + −0.17 ≤ 𝜇; − 𝜇# ≤ 0.57
50 25

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EXERCISES
§ Anexperiment was conducted in which two types of engines, A and B,
were compared. Gas mileage, in miles per gallon, was measured.

§ 50experiments were conducted using engine type A and 75 were done

for engine type B. The gasoline used and other conditions were held
constant.

§ Theaverage mileage for engine A was 36 mpg and the average for
machine B was 42 mpg.

§ Findan approximate 96% CI on 𝜇I − 𝜇J . Standard deviation of the

population are 6 and 8 for machines A and B, respectively.

(Walpole et al., 2011; p. 286)

85

YES NO
Independent
Samples?

YES Do you
know the
population NO
variance?

YES Assume
equal
Z distribution variances? NO
Use 𝜎

t distribution
Calculate t distribution
common Calculate df.
variance, 𝑆0112 #

86

43
 21.11.2020

YES NO
Independent
Samples?

YES Do you
know the
population NO
variance?

YES Assume
equal
Z distribution variances? NO
Use 𝜎

t distribution
Calculate t distribution
common Calculate df.
variance, 𝑆0112 #

87

EXERCISES
𝑛3 = 50 𝑛4 = 75

𝑋33 = 36 𝑋34 = 42

𝜎3 = 6 𝜎4 = 8

𝜎I # 𝜎J # 8# 6#
(𝑋"I −𝑋"J ) ± 𝑍!/# + (42 − 36) ± 2.05 +
𝑛I 𝑛J 75 50

3.43 ≤ 𝜇I − 𝜇J ≤ 8.57

88

44
 21.11.2020

EXERCISES
𝑛! = 120 𝑛# = 90

𝑋3! = 3.08 𝑋3# = 2.88

𝜎! = 0.42 𝜎# = 0.64

𝜎;# 𝜎## 0.42# 0.64#

(𝑋";−𝑋"#) ± 𝑍!/# + (3.08 − 2.88) ± 1.96 +
𝑛; 𝑛# 120 90

0.0479 ≤ 𝜇; − 𝜇# ≤ 0.3521

89

EXERCISES
§ Two independentsampling stations were chosen for a study, one located
downstream from the acid mine discharge point and the other located
upstream.
§ For 12 monthly samples collected at the downstream station, the species
diversity index had a mean value 3.11 and a standard deviation 0.771,
while 10 monthly samples collected at the upstream station had a mean
index value 2.04 and a standard deviation 0.448.
§ Find
a 90% confidence interval for the difference between the population
means for the two locations, assuming that the populations are
approximately normally distributed with equal variances.

(Walpole et al., 2011; p. 288)

90

45
 21.11.2020

YES NO
Independent
Samples?

YES Do you
know the
population NO
variance?

YES Assume
equal
Z distribution variances? NO
Use 𝜎

t distribution
Calculate t distribution
common Calculate df.
variance, 𝑆0112 #

91

EXERCISES
𝑛! = 12 𝑛# = 10

𝑋3! = 3.11 𝑋3# = 2.04

𝑆! = 0.771 𝑆# = 0.448

𝑆CDDE# 𝑆CDDE#
(𝑋";−𝑋"#) ± 𝑡!/# +
𝑛; 𝑛#

# #
11 0.771 + 9 0.448
𝑆CDDE# = = 0.417
20

92

46
 21.11.2020

93

EXERCISES
𝑛! = 12 𝑛# = 10

𝑋3! = 3.11 𝑋3# = 2.04

𝑆! = 0.771 𝑆# = 0.448

0.417 0.417
(3.11 − 2.04) ± 1.725 + 0.59 ≤ 𝜇; − 𝜇# ≤ 1.55
12 10

94

47
 21.11.2020

EXERCISES
§ A study was conducted by the Department of Zoology at the Virginia Tech to
estimate the difference in the amounts of the chemical orthophosphorus
measured at two different stations on the James River.

§ Orthophosphorus was measured in milligrams per liter. The 15 samples from

station 1 had an average orthophosphorus content of 3.84 milligrams per liter
and a standard deviation of 3.07 milligrams per liter, while the 12 samples from
station 2 had an average content of 1.49 milligrams per liter and a standard
deviation of 0.80 milligram per liter.

§ Find a 95% confidence interval for the difference in the true average
orthophosphorus contents at these two stations, assuming that the observations
came from normal populations with different variances.

(Walpole et al., 2011; p. 290)

95

YES NO
Independent
Samples?

YES Do you
know the
population NO
variance?

YES Assume
equal
Z distribution variances? NO
Use 𝜎

t distribution
Calculate t distribution
common Calculate df.
variance, 𝑆0112 #

96

48
 21.11.2020

EXERCISES
𝑛! = 15 𝑛# = 12

𝑋3! = 3.84 𝑋3# = 1.49

𝑆! = 3.07 𝑆# = 0.80

#
3.07# 0.80#
𝑆;# 𝑆## + 12
15
(𝑋";−𝑋"#) ± 𝑡!/# + df = # # = 16.3 ⟹ 16
𝑛; 𝑛# 3.07# 0.80#
15 12
+
(15 − 1) (12 − 1)

97

98

49
 21.11.2020

EXERCISES
𝑛! = 15 𝑛# = 12

𝑋3! = 3.84 𝑋3# = 1.49

𝑆! = 3.07 𝑆# = 0.80

3.07# 0.80#
(3.84 − 1.49) ± 2.12 + 0.60 ≤ 𝜇; − 𝜇# ≤ 4.10
15 12

99

Confidence Intervals
DEPENDENT
INDEPENDENT SAMPLES SAMPLES

𝜎; and 𝜎# are known 𝜎; and 𝜎# are unknown

𝜎C = 𝜎D 𝜎C ≠ 𝜎D

100

50
 21.11.2020

DEPENDENT SAMPLES
§ We are often concerned with data sets that consist of pairs of values that
have some relationship to each other.

§ Paired
t-test, a special case of the two-sample t-tests, occurs when the
observations on the two populations of interest are collected in pairs.

101

YES NO
Independent
Samples? Paired t-test

YES Do you
know the
population NO
variance?

YES Assume
equal
Z distribution variances? NO
Use 𝜎

t distribution
Calculate t distribution
common Calculate df.
variance, 𝑆0112 #

102

51
 21.11.2020

DEPENDENT SAMPLES
Observation Drug A Drug B Find 99% CI for the difference
1 29 26 of the population means

2 32 27
3 31 28
4 32 27
5 30 -
6 32 30
7 29 26
8 31 33
9 30 36

103

DEPENDENT SAMPLES
Observation Drug A Drug B
1 29 26
2 32 27
3 31 28
4 32 27
5 30 -
Missing value
6 32 30
7 29 26
8 31 33
9 30 36

104

52
 21.11.2020

DEPENDENT SAMPLES
Observation Drug A Drug B Differences 13
1 29 26 𝑑= = 1.625
3 8
2 32 27 5
𝑆5 = 3.78
3 31 28 3
4 32 27 5
∑867!(𝑥6 − 𝑑)#
5 32 30 2 𝑆5 =
(𝑛 − 1)
6 29 26 3
7 31 33 -2
8 30 36 -6

105

DEPENDENT SAMPLES

𝑆P
𝜇̅P = 𝑑̅ ± 𝑡!/#
𝑛

Q.RS
𝜇̅P = 1.625 ± 3.499 S
−3.05 ≤ 𝜇̅P ≤ 6.30

106

53