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# • Milky Way has a diameter of approximately 100,000

light years.

## almost 10 times larger 109 times as big

than the planet Jupiter as the Earth

Confidence interval
♦ A confidence interval gives an estimated range of values,
which is likely to include an unknown population
parameter, the estimated range being calculated from a given
set of sample data.

## ♦ Confidence intervals are usually calculated so that this

percentage is 95%, but we can produce 90%, 99%, 99.9%,
confidence intervals for the unknown parameter.

## (This % is the confidence level)

♦ Confidence limits are the lower and upper boundaries of a
confidence interval, i.e., the values which define the range of a
confidence interval.

Example:
• Suppose an opinion poll predicted that, if the election were

vote.

## • I might attach a 95% confidence level to the interval 60%

plus or minus 3%.

## • That is, I think it very likely (about95% confident) that the

Conservative Party would get between 57% and 63% of the
total vote.
Pr (57 % < µ < 63 %) = 0.95

## Confidence Interval of population mean

x ± z (1 -- α )/2 * (σ / √ n)

## 1. Find a 99 % Confidence Interval of population mean, given

sample mean = 23.4, σ = 0.3, n=36

## ⇒ Pr (a < µ < b) = 0.99

⇒ The confidence limits are a and b
⇒ The confidence limits are
µ = x ± z (1 -- α )/2 * (σ / √ n)
µ = x ± z (1 -- 0.99)/2 * (σ / √ n)
µ = x ± 0.129
= (23.271, 23.529)
That is, 99% of time the population mean is likely to lie in the
interval (23.271, 23.529).
That is, Pr (23.27121 < µ < 23.52879) = 0.99
2. Find a ‘94 % Confidence Interval’ of population mean,
given sample mean = population variance = 4, n=36.

## We take as an example the data on Strength from the Animal

Research case study.

## Condition n Mean Variance of

Strength Strength
Females 17 5.353 2.743
Males 17 3.882 2.985

• As you can see, the females are stronger than the males.

## • This sample difference between the female mean of 5.35

and the male mean of 3.88 is 1.47
• However, the gender difference in this particular sample is
not very important. What is important is the difference in the
population.

## • The difference in sample means is used to estimate the

difference in population means. The precision of the
estimate is revealed by a confidence interval.
= ( x1 – x2 ) ± z (1 -- α )/2 * (σ / √ n)

= 0.5805

p (1 − p )
p ± zα / 2
n

## where: 1 - α is the confidence coefficient

p is the sample proportion

## Consider a researcher wishing to estimate the proportion of X-

ray machines that malfunction and produce excess radiation.
A random sample of 40 machines is taken and 12 of the
machines malfunction.
The problem is to compute the 95% confidence interval on P, the
proportion that malfunction in the population.
The value of p is 12/40 = 0.30

## Lower limit = .30 - (1.96)(.072) = 0.16

Upper limit = .30 + (1.96)(.072) = 0.44.
The confidence interval is: (0.16, 0.44)
Confidence interval on the difference between proportions
p1 - p2 is used as an estimate of π1 − π2.
The standard error is:

## estimated standard deviation is:

=
= .067

Question 1:
Discount Sounds has 260 retail outlets throughout the United States. The firm is evaluating a potential
location for a new outlet, based in part, on the mean annual income of the individuals in the marketing area
of the new location.
A sample of size n = 36 was taken; the sample mean income is \$31,100. The population is not believed to
be highly skewed. The population standard deviation is estimated to be \$4,500, and the confidence
coefficient to be used in the interval estimate is .95.

Question 2:
Based on sample size 50, find the ’96.4 % Confidence Interval’ of population mean, given sample mean = --
0.02, σ2 = 0.0025.

## Confidence Interval using Normal Tables

Question 3:
Find a ‘99 % Confidence Interval’ of population mean, given sample
mean = 23.4, σ = 0.3, n=36.

Solution:
Let the confidence limits be a and b.
⇒ Pr (a < µ < b) = 0.99

## ⇒ Pr xmean - a > xmean -µ > xmean - b = 0.99 … (A)

σ/√n σ/√n σ/√n
Now, X ~ N (µ, σ 2 )
⇒ Xmean ~ N (µ, σ 2 / n)
⇒ (Xmean - µ) / [σ/√n] ~ N (0, 1)

σ/√n σ/√n

## 99 % CI of population mean, µ = xmean ± z (1 -- 0.99)/2 * (σ / √ n)

= xmean ± 0.129
= (23.271, 23.529)
That is, 99% of time the population mean is likely to lie in the interval
(23.271, 23.529).
That is, Pr (23.27121 < µ < 23.52879) = 0.99