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Chap 9-1
Chapter Goals
After completing this chapter, you should be able to:
Distinguish between a point estimate and a confidence interval
estimate
Construct and interpret a confidence interval estimate for a
single and two population mean using both the Z and t
distributions
Form and interpret a confidence interval estimate for a single
and two population proportion and variances
Determine the required sample size to estimate a mean or
proportion within a specified margin of error
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 9-2
Chap 9-3
Lower
Confidence
Limit
Point Estimate
Upper
Confidence
Limit
Width of
confidence interval
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 9-4
Point Estimates
We can estimate a
Population Parameter
with a Sample
Statistic
(a Point Estimate)
Mean
Proportion
ps
S2
Variance
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 9-5
Confidence Intervals
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
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 9-6
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 9-7
Estimation Process
Random Sample
Population
(mean, , is
unknown)
Mean
X = 50
I am 95%
confident that
is between
40 & 60.
Sample
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 9-8
General Formula
The general formula
for all confidence
intervals is:
Point Estimate = (Critical Value)(Standard Error)
Where
Standard Error
n
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 9-9
Confidence Level
Confidence Level
Confidence in which the interval
will contain the unknown
population parameter
A percentage (less than 100%)
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 9-10
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 9-11
Confidence Intervals
Confidence
Intervals
Population
Mean
Known
Population
Proportion
Population
Variance
Unknown
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 9-12
X Z/2
Chap 9-13
Z 1.96
1 .95
.025
2
Z units:
X units:
.025
2
Z= -1.96
Lower
Confidence
Limit
0
Point Estimate
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Z= 1.96
Upper
Confidence
Limit
Chap 9-14
Confidence
Coefficient,
Z value
.80
.90
.95
.98
.99
.998
.999
1.28
1.645
1.96
2.33
2.57
3.08
3.27
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 9-15
Intervals
extend from
XZ
n
/2
x1
x2
to
XZ
n
Confidence Intervals
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
(1-)x100%
of intervals
constructed
contain ;
()x100% do
not.
Chap 9-16
Example
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 .35 ohms.
Determine a 95% confidence interval for the
true mean resistance of the population.
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 9-17
Example
(continued)
Solution:
X Za / 2
Chap 9-18
Interpretation
We are 95% confident that the true mean
resistance is between 1.9932 and 2.4068
ohms
Although the true mean may or may not be
in this interval, 95% of intervals formed in
this manner will contain the true mean
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 9-19
Chap 9-20
Assumptions
Population standard deviation is unknown
Population is normally distributed
If population is not normal, use large sample
X t/2, n -1
S
n
(where t is the critical value of the t distribution with n-1 d.f. and an area of
/2 in each tail)
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 9-21
Example
A random sample of n = 25 has X = 50 and
S = 8. Form a 95% confidence interval for
d.f. = n 1 = 24, so
t /2 , n1 t.025,24 2.0639
X t /2, n-1
S
8
50 (2.0639)
n
25
(46.698 , 53.302)
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 9-22
(X1 X 2 ) Z
/2 n1 n 2
2
1
2
2
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 9-23
Example 9.9
An experiment was conducted in which two types of engines, A and
B, were compared. Gas millage was measured. Fixty experiments
were conducted using engine type A and 75 experiments were done
for engine type B. The gasoline udes and other conditions were held
constant. The average gas milage for A was 36 miles per gallon and
the average for B was 42 miles per gallon. F,ind a 96% confidence
interval B-A . Assume that the population standard deviations are 6
for engine A and 8 for engine B.
XBbar-XAbar = 42-36=6. Using =0.04, z0.02 = 2.05 from Table A.3.
The 96% confidence interval is
64 36
6 2.05
3.43 B - A 8.57
75 50
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 9-24
(n1 1) s1 (n2 1) s2
2
sp
n1 n2 2
(X1 X 2 ) t/2 s p
1 1
n1 n 2
Chap 9-25
Example 9.10
12 monthly samples collected at downstream station had a sample mean
x1bar = 3.11 and a std.dev. s1 = 0.771
10 monthly samples collected at upstream station had a sample mean x2bar
= 2.04 and a std.dev. s2 = 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.
Cofidence interval 1-2:
x1bar - x2bar = 3.11-2.04 = 1.07 and t0.05=1.725 for v=12+10-2=20
2
2
2
2
(
11
)(
0
.
771
)
(
9
)(
0
.
448
)
(
n
1
)
s
(
n
1
)
s
2
1
1
2
2
sp
0.417
n1 n2 2
12 10 2
1.07 (1.725))0.646)
1 1
12 10
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 9-26
s1
(X1 X 2 ) t/2
s2
n1
n2
( s1 / n1 s2 / n2 )
2
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 9-27
d t/2
Where
sd
n
d x x
i
1i
2i
Chap 9-28
Confidence Intervals
Confidence
Intervals
Population
Mean
Population
Proportion
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Population
Variance
Chap 9-29
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 9-30
p(1 p)
p
n
We will estimate this with sample data:
ps(1 ps )
n
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 9-31
ps Za/2
ps (1 ps )
n
where
Z is the standard normal value for the level of confidence desired
ps is the sample proportion
n is the sample size
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 9-32
Example
A random sample of 100 people
shows that 25 are left-handed.
Form a 95% confidence interval for the
true proportion of left-handers
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 9-33
Example
(continued)
Chap 9-34
Interpretation
We are 95% confident that the true
percentage of left-handers in the population
is between
16.51% and 33.49%.
Although this range may or may not contain
the true proportion, 95% of intervals formed
from samples of size 100 in this manner will
contain the true proportion.
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 9-35
s1
p s2 Z
p s1 (1 p s1 )
n1
p s2 (1 p s2 )
n2
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 9-36
(n 1) S
(n 1) S
2
2
2
/ 2
1 / 2
2
where:
2
/ 2
12 / 2
and
are chi-square values with v = n 1 degrees
of freedom, leaving areas of /2 and 1-/2,respectively, to right.
Chap 9-37
2
2
2
S
S
1
1
1 1 f
/2 (v 2, v 1)
2
2
2
S f
S
2 /2(v1, v 2)
2
2
where:
/2
Chap 9-38
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
For the
Proportion
Chap 9-39
Sampling Error
The required sample size can be found to reach a
desired margin of error (e) with a specified level of
confidence (1 - )
The margin of error is also called sampling error
the amount of imprecision in the estimate of the
population parameter
the amount added and subtracted to the point estimate to
form the confidence interval
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 9-40
XZ
n
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Sampling error
(margin of error)
eZ
n
Chap 9-41
Determining
Sample Size
For the
Mean
eZ
n
Now solve
for n to get
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Z
n
2
e
Chap 9-42
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 9-43
Z
(1.645) (45)
n
219.19
2
2
e
5
So the required sample size is n = 220
(Always round up)
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 9-44
If is unknown
If unknown, can be estimated when
using the required sample size formula
Use a value for that is expected to be
at least as large as the true
Select a pilot sample and estimate with
the sample standard deviation, S
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 9-45
For the
Proportion
ps(1 ps )
ps Z
n
p(1 p)
eZ
n
Sampling error
(margin of error)
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 9-46
Determining
Sample Size
For the
Proportion
p(1 p)
eZ
n
Now solve
for n to get
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Z 2 p (1 p)
n
2
e
Chap 9-47
Chap 9-48
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 9-49
Solution:
For 95% confidence, use Z = 1.96
e = .03
ps = .12, so use this to estimate p
450.74
2
2
e
(.03)
2
So use n = 451
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 9-50