Notes08 Confidence Interval Based On A Single Sample

Chapter 8
Chapter 8：Statistical Intervals Based

on a Single Sample
Chapter Contents
8.1 Basic Properties of Confidence Intervals

8.2 Large Sample Confidence Intervals
8.3 Intervals Based on a Normal Population Distribution
8.4 Confidence Intervals for Variance and Standard Deviation of
a Normal Population
8.5 Bootstrap Confidence Intervals
8-1
8.1 Basic Properties of Confidence Interval
Why Interval Estimation 区间估计
8-2
Chapter 8
Confidence Interval 置信区间
8-3
Chapter 8
What is a Confidence Interval?
• The confidence interval for m with known s is:
8-4
Chapter 8
Choosing a Confidence Level
• A higher confidence level leads to a wider confidence interval.
• Greater confidence
implies loss of precision
(i.e. greater margin of
error).
• 95% confidence is
most often used.
Confidence Intervals for Example 8.2
8-5
Chapter 8
Interpretation
8-6
Chapter 8
Interpretation
• A confidence interval either does or does not contain m.
• The confidence level quantifies the risk.
• Out of 100 confidence intervals, approximately 95% may contain m,
while approximately 5% might not contain m when constructing 95%
confidence intervals.
When Can We Assume Normality?

• If s is known and the population is normal, then we can safely use the
formula to compute the confidence interval.
• If s is known and we do not know whether the population is normal, a common
rule of thumb is that n  30 is sufficient to use the formula as long as the
distribution
Is approximately symmetric with no outliers.
• Larger n may be needed to assume normality if you are sampling from a strongly
skewed population or one with outliers.
8-7
Chapter 8
Confidence Level, Precision and Sample Size
8-8
Chapter 8
General Strategy for Constructing Confidence Interval: Using
Pivotal Statistic 枢轴量 (defined below) as an Instrument
8-9
Chapter 8
General Strategy for Constructing Confidence Interval: Using
Pivotal Statistic 枢轴量 (defined below) as an Instrument
8-10
Chapter 8
Example 8.5
8-11
Chapter 8
Example 8.5
8-12
Chapter 8
Large-sample 大样本 (Asymptotic渐进) Confidence Interval
8-13
Chapter 8
Large-sample (Asymptotic渐进) Confidence Interval
8-14
Chapter 8
Recommended Large-sample Score CI for a Proportion
8-15
Chapter 8
Recommended Large-sample Score CI for a Proportion
8-16
Chapter 8
Simpler Traditional CI for a Proportion
8-17
Chapter 8
One-sided Large-sample Confidence Bound
8-18
Chapter 8
8.3 CI Based on a Normal Population Distribution
Scenarios with Small Sample Size
Assumption:
8-19
Chapter 8
8.3 CI Based on a Normal Population
LO8-6 Distribution
LO8-6: Know when to use Student’s t instead of z to estimate m.

Student’s t Distribution
• Use the Student’s t distribution instead of the normal distribution
when the population is normal but the standard deviation s is
unknown and the sample size is small.
8-20
Chapter 8
LO8-6 Distribution
LO8-6: Know when to use Student’s t instead of z to estimate m.

8-21
Chapter 8
LO8-6 Distribution
• t distributions are symmetric and shaped like the standard normal
distribution.
• The t distribution is dependent on the size of the sample.
Comparison of Normal and Student’s t
Figure 8.11 8-22

Chapter 8
LO8-6 Distribution
Degrees of Freedom
• Degrees of Freedom (d.f.) is a parameter based on the sample
size that is used to determine the value of the t statistic.
• Degrees of freedom tell how many observations are used to
calculate s, less the number of intermediate estimates used in
the calculation. The d.f for the t distribution in this case, is given
by d.f. = n -1.
• As n increases, the t distribution approaches the shape of the
normal distribution.
• For a given confidence level, t is always larger than z, so a
confidence interval based on t is always wider than if z were used.
8-23
Chapter 8
LO8-6 Distribution
Comparison of z and t
• For very small samples, t-values differ substantially from the
normal.
• As degrees of freedom increase, the t-values approach the
normal z-values.
• For example, for n = 31, the degrees of freedom, d.f. = 31 – 1 =
30.
So for a 90 percent confidence interval, we would use
t = 1.697, which is only slightly larger than z = 1.645.
8-24
Chapter 8
Scenarios with Small Sample Size
8-25
Chapter 8
Example 8.11
8-26
Chapter 8
Example 8.11
8-27
Chapter 8
A Prediction Interval 预测区间 for a Single Future Value
8-28
Chapter 8
A Prediction Interval for a Single Future Value
8-29
Chapter 8
A Prediction Interval for a Single Future Value
8-30
Chapter 8
8.4 CIs for the Variance and Standard Deviation
of a Normal Population
8-31
Chapter 8
8.4 CIs for the Variance and Standard Deviation
of a Normal Population
Example 8.14
8-32
Chapter 8
Nonparametric Bootstrap 非参数自助法
8-33
Chapter 8
Bootstrap Percentile Interval
8-34
Chapter 8
Example 8.15
8-35
Chapter 8
Example 8.15: Non-Normality
8-36
Chapter 8
Example 8.15
8-37
Chapter 8
Example 8.15
8-38
Chapter 8
Example 8.15
8-39

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Chapter 8

Chapter 8：Statistical Intervals Based

8.1 Basic Properties of Confidence Intervals

Why Interval Estimation 区间估计

Confidence Intervals for Example 8.2

When Can We Assume Normality?

Scenarios with Small Sample Size

LO8-6: Know when to use Student’s t instead of z to estimate m.

LO8-6: Know when to use Student’s t instead of z to estimate m.

Comparison of Normal and Student’s t

Figure 8.11 8-22

Nonparametric Bootstrap 非参数自助法

Bootstrap Percentile Interval

Example 8.15: Non-Normality

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