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Hanoi, 2022
Variances Known
If x̄1 and x̄2 are the means of independent random samples of sizes
n1 and n2 from two independent normal populations with known
variances σ12 and σ22, respectively, a 100(1 − α)% confidence interval
for µ1 − µ2 is
s s
σ12 σ22 σ12 σ22
x̄1 − x̄2 − zα/2 + ≤ µ1 − µ2 ≤ x̄1 − x̄2 + zα/2 +
n1 n2 n1 n2
where zα/2 is the upper α/2 percentage point of the standard normal
distribution.
Variances Known
Example 1
Variances Known
Variances Known
If the standard deviations σ1 and σ2 are known and the two sample
sizes n1 and n2 are equal (n1 = n2 = n) we can determine the sample
size required so that the error in estimating µ1 − µ2 by x̄1 − x̄2 will
be less than E at 100(1 − α)% confidence. The required sample size
from each population is
zα/2 2 2
n=( ) (σ1 + σ22 )
E
Variances Known
Variances Known
Exercise 1
Exercise 1
Exercise 2
X̄1 , X̄2 , S12 and S22 be the sample means and sample variances,
respectively.
Equal
Equal
If x̄1, x̄2, s21 and s22 are the sample means and variances of two random
samples of sizes n1 and n2 respectively, from two independent normal
populations with unknown but equal variances, then a 100(1 − α)%
confidence interval on the difference in means µ1 − µ2 is
q
s2p s2
x̄1 − x̄2 − tα/2,n1 +n2 −2 + np2 ≤ µ1 − µ2
n1
q 2
s s2
≤ x̄1 − x̄2 + tα/2,n1 +n2 −2 np1 + np2
If x̄1, x̄2, s21 and s22 are the means and variances of two random samples
of sizes n1 and n2 respectively, from two independent normal
populations with unknown and unequal variances, an approximate
100(1 − α)% confidence interval on the difference in means µ1 − µ2 is
s s
s21 s22 s21 s2
x̄1 − x̄2 − tα/2,v + ≤ µ1 − µ2 ≤ x̄1 − x̄2 + tα/2,v + 2
n1 n2 n1 n2
Exercise 1
Population Proportions
Proportions
Population Proportions
Test Statistic:
P̂1 − P̂2 − (p1 − p2 )
Z=q
p1 (1−p1 )
n1 + p2n(1−p
2 −1
2)
Population Proportions
Proportions