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Sample: Estimating the Mean The sampling distribution of X is centered at , and in most applications the variance is smaller than

that of any other estimators of . Thus, the sample mean x will be used as a point estimate for the population mean . Recall that 2X= 2/n, so a large sample will yield a value of X that comes from a sampling distribution with a small variance. Hence, x is likely to be a very accurate estimate of when n is large. Let us now consider the interval estimate of . If our sample is selected from a normal population or, failing this, if n is sufficiently large, we can establish a confidence interval for by considering the sampling distribution of X . According to the Central Limit Theorem, we can expect the sampling distribution of X to be approximately normally distributed with mean X = and standard deviation X = /n. Writing z/2 for the z-value above which we find an area of /2 under the normal curve, we can see from Figure 9.2 that P(z/2 < Z < z/2) = 1 , where Z =X /n. Hence, P_z/2 <X /n< z/2_= 1 .z1 z/2 0 z/2/2 /2 Figure 9.2: P(z/2 < Z < z/2) = 1 . Multiplying each term in the inequality by /n and then subtracting X from each term and multiplying by 1 (reversing the sense of the inequalities), we obtain P_X z/2n< < X + z/2n_= 1 . A random sample of size n is selected from a population whose variance 2 is known, and the mean x is computed to give the 100(1)% confidence interval below. It is important to emphasize that we have invoked the Central Limit Theorem above. As a result, it is important to note the conditions for applications that follow. Confidence Interval on , 2 Known If x is the mean of a random sample of size n from a population with known variance 2, a 100(1 )% confidence interval for is given by x z/2n< < x + z/2n, where z/2 is the z-value leaving an area of /2 to the right. For small samples selected from nonnormal populations, we cannot expect our degree of confidence to be accurate. However, for samples of size n 30, with the shape of the distributions not too skewed, sampling theory guarantees good results. Clearly, the values of the random variables L and U, defined in Section 9.3, are the confidence limits L = x z/2nand U = x + z/2n. Different samples will yield different values of x and therefore produce different interval estimates of the parameter , as shown in Figure 9.3. The dot at the center of each interval indicates the position of the point estimate x for that random sample. Note that all of these intervals are of the same width, since their widths depend only on the choice of z/2 once x is determined. The larger the

value we choose for z/2, the wider we make all the intervals and the more confident we can be that the particular sample selected will produce an interval that contains the unknown parameter . In general, for a selection of z/2, 100(1 )% of the intervals will cover .