CI For Normal Distribution

Condence Intervals for Normal Distribution
Example (a variant of Problem 62, Ch5)

The total time for manufacturing a certain component is known to
have a normal distribution. However, the mean and variance
2
for the normal distribution are unknown. After an experiment in
which we manufactured 10 components, we recorded the sample
time which is given as follows:
1 2 3 4 5
time 63.8 60.5 65.3 65.7 61.9
6 7 8 9 10
time 68.2 68.1 64.8 65.8 65.4
with
X = 64.95, s = 2.42
What is the 95% condence interval for the population mean ?
2
1 2 3 4 5
time 63.8 60.5 65.3 65.7 61.9
6 7 8 9 10
time 68.2 68.1 64.8 65.8 65.4
with
X = 64.95, s = 2.42
2
1 2 3 4 5
time 63.8 60.5 65.3 65.7 61.9
6 7 8 9 10
time 68.2 68.1 64.8 65.8 65.4
with
X = 64.95, s = 2.42
Theorem
Let X
1
, X
2
, . . . , X
n
be a random sample from a normal distribution
with mean and variance
2
, where and are unknown. The
random variable
T =
X
S/
n
has a probability distribution called a t distribution with
n 1 degrees of freedom (df). Here X is the sample mean
and S is the sample standard deviation.
Theorem
Let X
1
, X
2
, . . . , X
n
be a random sample from a normal distribution
with mean and variance
2
, where and are unknown. The
random variable
T =
X
S/
n
has a probability distribution called a t distribution with
n 1 degrees of freedom (df). Here X is the sample mean
and S is the sample standard deviation.
Properties of t Distributions:
Let t
denote the density function curve for df.

1. t
is governed by only one parameter , the number of

degrees of freedom.
2. Each t
curve is bell-shaped and centered at 0.

3. Each t
curve is more spread out than the standard normal

(z) curve.
4. As increases, the spread of the corresponding t
curve
decreases.
5. As , the sequence of t
curves approaches the standard

normal curve (so the z curve is often called the t curve with
df=).
Let t

1. t

degrees of freedom.
2. Each t

3. Each t

(z) curve.
curve
decreases.

df=).
Let t

1. t

degrees of freedom.
2. Each t

3. Each t

(z) curve.
curve
decreases.

df=).
Let t

1. t

degrees of freedom.
2. Each t

3. Each t

(z) curve.
curve
decreases.

df=).
Let t

1. t

degrees of freedom.
2. Each t

3. Each t

(z) curve.
curve
decreases.

df=).
Let t

1. t

degrees of freedom.
2. Each t

3. Each t

(z) curve.
curve
decreases.

df=).
Let t

1. t

degrees of freedom.
2. Each t

3. Each t

(z) curve.
curve
decreases.

df=).
Notation
Let t
,
= the number on the measurement axis for which the area
under the t curve with df to the right of t
,
is ; t
,
is called a
t critical value.
Notation
Let t
,
,
is ; t
,
is called a
t critical value.
Notation
Let t
,
,
is ; t
,
is called a
t critical value.
Proposition
Let x and s be the sample mean and sample standard deviation
computed from the results of a random sample from a normal
population with mean . Then a 100(1 )% condence
interval for is
x t
2
,n1
n
, x + t
2
,n1
or, more compactly, x t
2
,n1
n
.
An upper condence bound for is
x + t
,n1
n
and replacing + by in this latter expression gives a lower
condence bound for , both with condence level 100(1 )%.
Proposition
Let x and s be the sample mean and sample standard deviation
computed from the results of a random sample from a normal
population with mean . Then a 100(1 )% condence
interval for is
x t
2
,n1
n
, x + t
2
,n1
or, more compactly, x t
2
,n1
n
.
An upper condence bound for is
x + t
,n1
n
and replacing + by in this latter expression gives a lower
condence bound for , both with condence level 100(1 )%.
2
1 2 3 4 5
time 63.8 60.5 65.3 65.7 61.9
6 7 8 9 10
time 68.2 68.1 64.8 65.8 65.4
with
X = 64.95, s = 2.42
What is the 95% condence interval for the 11th component?
2
1 2 3 4 5
time 63.8 60.5 65.3 65.7 61.9
6 7 8 9 10
time 68.2 68.1 64.8 65.8 65.4
with
X = 64.95, s = 2.42
2
1 2 3 4 5
time 63.8 60.5 65.3 65.7 61.9
6 7 8 9 10
time 68.2 68.1 64.8 65.8 65.4
with
X = 64.95, s = 2.42
Proposition
A prediction interval (PI) for a single observation to be selected
from a normal population distribution is
x t
2
,n1
s
1 +
1
n
The prediction level is 100(1 )%.
Proposition
A prediction interval (PI) for a single observation to be selected
from a normal population distribution is
x t
2
,n1
s
1 +
1
n
The prediction level is 100(1 )%.
2
1 2 3 4 5
time 63.8 60.5 65.3 65.7 61.9
6 7 8 9 10
time 68.2 68.1 64.8 65.8 65.4
with
X = 64.95, s = 2.42
What is the 95% condence interval such that at least 90% of the
values in the population are inside this interval?
2
1 2 3 4 5
time 63.8 60.5 65.3 65.7 61.9
6 7 8 9 10
time 68.2 68.1 64.8 65.8 65.4
with
X = 64.95, s = 2.42
2
1 2 3 4 5
time 63.8 60.5 65.3 65.7 61.9
6 7 8 9 10
time 68.2 68.1 64.8 65.8 65.4
with
X = 64.95, s = 2.42
Proposition
A tolerance interval for capturing at least k% of the values in a
normal population distribution with a condence level 95%has the
form
x (tolerance critical value) s
The tolerance critical values for k = 90, 95, and 99 in combination
with various sample sizes are given in Appendix Table A.6.
Proposition
form
Proposition
form
Condence Intervals for the Variance of a Normal
Population
2
1 2 3 4 5
time 63.8 60.5 65.3 65.7 61.9
6 7 8 9 10
time 68.2 68.1 64.8 65.8 65.4
with
X = 64.95, s = 2.42
What is a 95% condence for the population variance
2
?
Population
2
1 2 3 4 5
time 63.8 60.5 65.3 65.7 61.9
6 7 8 9 10
time 68.2 68.1 64.8 65.8 65.4
with
X = 64.95, s = 2.42
2
?
Population
2
1 2 3 4 5
time 63.8 60.5 65.3 65.7 61.9
6 7 8 9 10
time 68.2 68.1 64.8 65.8 65.4
with
X = 64.95, s = 2.42
2
?
Population
Theorem
Let X
1
, X
2
, . . . , X
n
be a random sample from a distribution with
mean and variance
2
. Then the random variable
(n 1)S
2
2
=
(X
i
X)
2
2
has s chi-squared (
2
) probability distribution with n 1 degrees
of freedom (df).
Population
Theorem
Let X
1
, X
2
, . . . , X
n
be a random sample from a distribution with
mean and variance
2
. Then the random variable
(n 1)S
2
2
=
(X
i
X)
2
2
has s chi-squared (
2
) probability distribution with n 1 degrees
of freedom (df).
Population
Population
Population
Notation
Let
2
,
, called a chi-squared critical value, denote the number
on the measurement axis such that of the area under the
chi-squared curve with df lies to the right of
2
,
.
Population
Notation
Let
2
,
2
,
.
Population
Notation
Let
2
,
2
,
.
Population
Proposition
A 100(1 )% condence interval for the variance
2
of a
normal population has lower limit
(n 1)s
2
/
2
2
,n1
and upper limit
(n 1)s
2
/
2
1
2
,n1
A condence interval for has lower and upper limits that are
the square roots of the corresponding limits in the interval for
2
.
Population
Proposition
A 100(1 )% condence interval for the variance
2
of a
normal population has lower limit
(n 1)s
2
/
2
2
,n1
and upper limit
(n 1)s
2
/
2
1
2
,n1
A condence interval for has lower and upper limits that are
the square roots of the corresponding limits in the interval for
2
.

CI For Normal Distribution

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CI For Normal Distribution

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Condence Intervals for Normal Distribution

Example (a variant of Problem 62, Ch5)

denote the density function curve for df.

is governed by only one parameter , the number of

curve is bell-shaped and centered at 0.

curve is more spread out than the standard normal

curves approaches the standard

denote the density function curve for df.

is governed by only one parameter , the number of

curve is bell-shaped and centered at 0.

curve is more spread out than the standard normal

curves approaches the standard

denote the density function curve for df.

is governed by only one parameter , the number of

curve is bell-shaped and centered at 0.

curve is more spread out than the standard normal

curves approaches the standard

denote the density function curve for df.

is governed by only one parameter , the number of

curve is bell-shaped and centered at 0.

curve is more spread out than the standard normal

curves approaches the standard

denote the density function curve for df.

is governed by only one parameter , the number of

curve is bell-shaped and centered at 0.

curve is more spread out than the standard normal

curves approaches the standard

denote the density function curve for df.

is governed by only one parameter , the number of

curve is bell-shaped and centered at 0.

curve is more spread out than the standard normal

curves approaches the standard

denote the density function curve for df.

is governed by only one parameter , the number of

curve is bell-shaped and centered at 0.

curve is more spread out than the standard normal

curves approaches the standard

or, more compactly, x t

or, more compactly, x t

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