Beruflich Dokumente
Kultur Dokumente
STAT 400
July 15, 2016
Remark Recall that the CLT implies that for X1 , . . . , Xn with a common finite mean and variance
that,
X
N (0, 1) , n
(1)
using
If n is large (e.g., n > 30), we can approximate probabilities concerning the sample X
the normal distribution.
P z 2
z 2 1
(2)
(3)
z .
We construct a (1 )% confidence interval (CI) for using X
n
2
Note this approach for constructing CIs for assumes we know the population variance, 2 .
= z 2 n is the margin of error. We can assess how big n must be to yield an interval of a
certain size, i.e., .
If we have a guess for 2 and a desired interval size, , we can compute the required sample
size as, n =
z 2 2
2
STAT 400
CI for
Example 1 Suppose the lifetime of a particular brand of light bulbs is normally distributed with
standard deviation of = 75 hours and unknown mean.
is within
a. What is the probability that in a random sample of 49 bulbs, the average lifetime X
21 hours of the overall average lifetime?
( 21)
( + 21)
Z
75/ 49
75/ 49
+ 21) = P
P ( 21 X
(4)
c. Construct a 90% confidence interval for the overall average lifetime for light bulbs of this
brand.
z/2
= 0.10, z/2 = z0.05 = 1.64, so X
d. Construct a 92% confidence interval for the overall average lifetime for light bulbs of this
brand.
z/2
= 0.08, z/2 = z0.04 = 1.75, so X
e. What is the minimum sample size required if we wish to estimate the overall average lifetime
for light bulbs to within 10 hours with 90% confidence?
= 0.10, z/2 = z0.05 = 1.64. We want 10, which implies n
2 2
Z/2
1.64575
10
i2
Stepanov, Culpepper
STAT 400
CI for
Example 2 How many test runs of an automobile are required for determining its average milesper-gallon rating on the highway to within 0.5 miles per gallon with 95% confidence, if a guess is
that the variance of the population of miles per gallon is about 6.25?
= 0.05, z/2 = z0.025 = 1.96. We want 0.5, which implies n
2 2
Z/2
1.962.5
0.5
i2
1
n1
i=1 (Xi
Pn
(5)
Theorem: (Students t Distribution). Let Z N (0, 1), U 2 (r), and Z and U are independent.
Define T by the following ratio,
Z
T =q
(6)
U
r
r+1
1
2
, < t <
f (t) =
r+1
r
r 2 1 + t2 2
(7)
As the degrees of freedom r increases, T Z (there is very little difference between the two
when r = 100).
If 2 is unavailable and n is large we can approximate probabilities regarding the sample
mean as,
X
s
n
=r
/ n
2
(n1) s 2
T (n 1)
(8)
n1
t ,n1 s .
If 2 is unknown, we construct a two-sided (1 )% CI for using X
n
2
+ t ,n1 s or X
t ,n1 s .
We can also construct 1-sided CIs using either X
n
n
2
2
3
Stepanov, Culpepper
STAT 400
CI for
Example 3 A manufacturer of TV sets wants to find the average selling price of a particular model.
A random sample of 25 different stores gives the mean selling price as $342 with a sample standard
deviation of $14. Assume the prices are normally distributed. Construct a 95% confidence interval
for the mean selling price of the TV model.
t24,0.025 S =
s = 14 and n = 25 (meaning we have 24 degrees of freedom), so X
n
342 2.063 1425 = (336.22, 347.78).
Example 4 A random sample of size n = 9 from a normal distribution is obtained: 4.4, 3.7, 5.1,
4.3, 4.7, 3.7, 3.5, 4.6, and 4.7.
a. Compute the sample mean x and the sample standard deviation s. (Hint:
P 2
x
= 168.83)
=
X
38.7
9
= 4.3, s =
r
1
8
168.83
38.72
9
xi = 38.7 and
= 0.55.
Stepanov, Culpepper