26/02/2020

Lecture 5

Confidence interval for a mean and comparison

of two means

Lecture 5 – Introduction

• What is a confidence interval?

• Confidence interval for large samples
• Difference between confidence interval
and reference range
• Comparison of two means
– Sampling distribution of the difference
between two means

[See Kirkwood & Sterne: Chapter 6 and Chapter 7]

What is a confidence interval?

• Population parameter m
• Sample estimate x
• Standard error of the estimate s.e.(x)

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What is a confidence interval?

• Population parameter m
• Sample estimate x
• Standard error of the estimate s.e.(x)
• Confidence interval

m
Lower limit x Upper limit

Definition of a 95% confidence interval

• If we were to draw (e.g.,) 20 independent, random

samples (of equal size) from the sample population and
calculate 95% confidence intervals for each of them

Definition of a 95% confidence interval

• If we were to draw (e.g.,) 20 independent, random

samples (of equal size) from the sample population and
calculate 95% confidence intervals for each of them

• then (on average) 19 out of every 20 (95%) such

confidence intervals would contain the true population
mean, and one of every 20 (5%) would not

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Example

Sample mean and 95% CI for ‘length of stay in hospital’ from 20 samples
of 100 patients

Confidence interval for a large sample

• The sample standard deviation (s) is a reliable estimate of the

population standard deviation (s)

• The distribution of the sample means is approximately normal

when (approximately, n>60)

• We can use the z-score of the standard normal distribution to

calculate the 95% confidence interval for a large sample

CI for the population mean (large sample)

• Lower limit = x − ( z  se( x))

• Upper limit = x + ( z  se( x))

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95% CI for the population mean (large sample)

• Lower limit = x − ( z  se( x))

• Upper limit = x + ( z  se( x))

0.95

Z score -z 0 +z

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95% confidence interval for a large sample

s
• Lower limit = x − (1.96  )
n

s
• Upper limit = x + (1.96  )
n
m
Lower limit x Upper limit

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90% confidence interval for a large sample

s
• Lower limit = x − (1.645  )
n

s
• Upper limit = x + (1.645  )
n
m
Lower limit x Upper limit

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Example:- Insecticide required for malaria control in

10,000 houses

• From sample of n=100 houses, sample mean sprayable

area x=24.2m2, sample standard deviation s=5.9m2

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Example:- Insecticide required for malaria control in

10,000 houses

• From sample of n=100 houses, sample mean sprayable

area x=24.2m2, sample standard deviation s=5.9m2

Estimate standard error s/√n by s/√n=0.59 m2

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Example:- Insecticide required for malaria control in

10,000 houses

• From sample of n=100 houses, sample mean sprayable

area x=24.2m2, sample standard deviation s=5.9m2

Estimate standard error s/√n by s/√n=0.59 m2

Lower limit of 95% CI = 24.2 – (1.96 × 0.59) = 23.0 m2
Upper limit of 95% CI = 24.2 + (1.96 × 0.59) = 25.4 m2

95%CI for population mean m

23.0 x = 24.2 25.4

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Example:- Insecticide required for malaria control in

10,000 houses

n = 100 houses

POPULATION SAMPLE

Sample mean = 24.2 m2

Population mean sprayable area m
95% CI: 23.0, 25.4 m 2
INFERENCE

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Confidence interval for a small sample

• The sample standard deviation (s) may not be a reliable

estimate of the population standard deviation (s) for
calculation of the standard error when (approximately) n<60

• We cannot use the z-score of the standard normal distribution

• Instead we use the t distribution

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Difference between a confidence interval and

reference range

• From a sample of 100 babies in Melbourne the sample

mean birthweight was 3.627 kg and sample standard
deviation was 0.358 kg.

• If the maternal health nurse wanted to know if your

baby’s weight lies within the middle 95% of the
population, would they use the reference range or
confidence interval?

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Difference between a confidence interval and

reference range

95% reference range:-

Lower limit = x − (1.96  s )

Upper limit = x + (1.96  s )

95% confidence interval:-

s
Lower limit = x − (1.96  )
n
Upper limit = x + (1.96 
s
)
n

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Difference between a confidence interval and

reference range

95% reference range:-

Lower limit = 2.925 kg 95% reference range

2.925 4.329
Upper limit = 4.329 kg

95% confidence interval:-

Lower limit = 3.557 kg m

3.557 3.697
Upper limit = 3.697 kg

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Difference between a confidence interval and

reference range

• The confidence interval will always be narrower than the

reference range

• The confidence interval tells us a range of plausible

values for the population mean

• The reference range tells us a range of individual

observations

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Comparison of two means

Exposed Unexposed
(subscript 1) (subscript 0)
Sample mean x1 x0
Sample standard deviation s1 s0
Number of participants n1 n0
Population mean m1 m0
Population standard deviation s1 s0

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Comparison of two means

Exposed Unexposed
(subscript 1) (subscript 0)
Sample mean x1 x0
Sample standard deviation s1 s0
Number of participants n1 n0
Population mean m1 m0
Population standard deviation s1 s0

We are interested in population mean difference m1 – m0

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Comparison of two means

Exposed Unexposed
(subscript 1) (subscript 0)
Sample mean x1 x0
Sample standard deviation s1 s0
Number of participants n1 n0
Population mean m1 m0
Population standard deviation s1 s0

We are interested in population mean difference m1 – m0

Estimate the population mean difference using x1 – x0

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Comparison of two means

Exposed Unexposed
(subscript 1) (subscript 0)
Sample mean x1 x0
Sample standard deviation s1 s0
Number of participants n1 n0
Population mean m1 m0
Population standard deviation s1 s0

We are interested in population mean difference m1 – m0

Estimate the population mean difference using x1 – x0
How accurate is the estimate? Compute standard error and CI!

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Comparison of two means: paired and unpaired

samples

• Unpaired samples
– Independent samples obtained from two populations
– e.g., effect of a medical treatment
• Enroll 1,000 subjects into a study.
• Randomly assign 500 subjects to the treatment group and 500 subjects
to the control group

• Paired samples
– Same individuals (tested twice, before and after)
– Each individual is their own “control”
– Not covered in this subject

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Comparison of two means

• Examples (unpaired or paired?)

– Compare the mean systolic blood pressure 6 months
post-treatment between patients receiving new drug
versus patients receiving standard therapy

– Compare blood pressure measurements in a group of

hypertensive men, before and after they received
treatment

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Comparison of two means

Unpaired samples

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Sampling distribution of the difference between two

means (large samples)

• We are interested in population mean difference (m1 – m0)

• Estimate the population mean difference using (x1 – x0)

• The standard error of the sample mean difference:

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95% confidence interval of difference between

population means (large samples)

• Lower limit = ( x1 − x 0 ) − (1.96  s.e.( x1 − x 0 ))

• Upper limit = ( x1 − x 0 ) + (1.96  s.e. )

( x1 − x 0 )

where

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Comparison of two means: large samples

Sample
Sample Sample
mean weight
Group n standard standard
loss after 4
deviation error
weeks (kgs)
Atkins
n1 = 60 x1 = 4.40 s1 = 2.45 s.e.(x1) = 0.32
(Group 1)
Weight Watchers
n0 = 61 x0 = 2.86 s0 = 2.23 s.e.(x0) = 0.29
(Group 0)

We are interested in difference in the population mean weight loss after 4 weeks
between Atkins & Weight Watchers groups: m1 - m0
Truby H et al. BMJ 2007

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95% confidence interval of difference between

population means (large samples)

Estimate of difference in population mean weight loss after 4 weeks

between Atkins & Weight Watchers groups = 4.40 – 2.86 = 1.54 kg

x1 − x 0 = 4.40 − 2.86 = 1.54 kg

s.e.( x 1 − x 0 ) = (0.32) 2 + (0.29) 2 = 0.43 kg

• CI95% Lower limit = 1.54 – (1.96 × 0.43) = 0.70 kg

• CI95% Upper limit = 1.54 + (1.96 × 0.43) = 2.38 kg

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Interpretation

• We found a difference of 1.54 kg in mean weight loss after 4

weeks between the Atkins & Weight Watchers diet groups.

m1 - m0

0 0.7 2.38

• We are 95% confident that the population mean difference in

weight loss between the Atkins and the Weight Watchers diet
could be as much as 2.38 kg (much greater weight loss for
Atkins diet) or 0.7 kg (marginally greater weight loss for the
Atkins diet) compared with Weight Watchers

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Alternative interpretations

• What if the 95% CI: [-1.3kg, -0.1kg] ?

m1 - m0

-1.3 -0.1 0

• We are 95% confident that the population mean difference in

weight loss between the Atkins and the Weight Watchers diet
could be as much as -1.3 kg (greater weight loss for Weight
Watchers diet) or -0.1 kg (slightly greater weight loss for the
Weight Watchers diet) compared with Atkins

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Alternative interpretations

• What if the 95% CI: [-1.3kg, 2.1kg] ?

m1 - m0

-1.3 0 2.1

• We are 95% confident that the population mean difference in

weight loss between the Atkins and the Weight Watchers diet
could be as much as -1.3 kg (greater weight loss for Weight
Watchers diet) or 0 kg (no difference in weight loss between
the two diets), or 2.1 kg (greater weight loss for the Atkins diet)
compared with Weight Watchers diet)

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Summary

• Interpretation of the confidence interval

• Calculate confidence interval for large
samples
• Understand the difference between a
confidence interval and reference range
• Difference between unpaired & paired
data
• Comparison of two means (unpaired)
– Interpret the confidence interval of the
difference between two means
– Calculate the confidence interval for
large samples

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