STAT400

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STAT400

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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)

Rearranging terms implies,

z X

+ z

P X

2

2

n

n

(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)

b. Suppose the sample average lifetime of the 49 bulbs is X

confidence interval for the overall average lifetime for light bulbs of this brand.

z/2

= 0.05, z/2 = z0.025 = 1.96, so X

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

Remark: It is unrealistic to always know 2 . An alternative is to use the sample estimate,

s2 =

1

n1

i=1 (Xi

Pn

and

X)

(n 1) S 2

2 (n 1)

2

(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.

t8,0.05 S = 4.3 1.860 0.55

= (3.96, 4.64).

X

n

9

c. Construct a 90% one-sided confidence interval for that provides an upper bound for .

Since we are looking for an upper bound for , that means we want to have 90%

confidence that is not greater than some point, and we must find that point.

+ t8,0.1 S = 4.3 + 1.397 0.55

= 4.56

X

n

9

So 4.56 is our upper bound, and our confidence interval is (, 4.56).

d. Construct a 95% one-sided confidence interval for that provides a lower bound for .

Since we are looking for a LOWER bound this time for , that means we want to

have 95% confidence that is not less than some point, and we must find that point.

t8,0.05 S = 4.3 + 1.860 0.55

= 3.96

X

n

9

So 3.96 is our lower bound, and our confidence interval is (3.96, )

4

Stepanov, Culpepper

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