• Suppose that , , , , …, , is a

random sample of size from the normal

2
distribution with mean μ1 and variance σ1 .

• Suppose that , , , , …, , is a
random sample of size from the normal
2
distribution with mean μ2 and variance σ2 .

2 2
• Suppose that σ1 and σ2 are known and
that the samples are independent.

Find a ( − α) % con dence interval

for the difference μ1 − μ2.
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 Step One:

An estimator: −

Step Two:

Distribution of the estimator:

• ∼ (μ , σ )

• ∼ (μ , σ )
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 Step Two:

Distribution of the estimator:

• − is normally distributed

Mean:

[ − ] = [ ]− [ ]

=μ −μ
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 Step Two:
Distribution of the estimator:

• − is normally distributed

Variance:

[ − ] = [ + (− ) ]

= [ ]+ [(− ) ]
= [ ] + (− ) [ ]
= [ ]+ [ ]
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 Step Two:
Distribution of the estimator:

• − is normally distributed

( )
σ σ
− ∼ μ −μ , +

− − (μ − μ )
= ∼ ( , )
σ σ
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Step Three:

Critical values:
− − (μ − μ )
− α/ < < α/
σ σ
+

Step Four:

Solve for μ1 − μ2 “in the middle”.

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Example:
Fifth grade students from two neighboring
counties took a placement exam.

Group 1, from County A, consisted of 57 students.

The sample mean score for these students was
77.2. Group 2, from County B, consisted of 63
students and had a sample mean score of 75.3.

From previous years of data, it is believed that

the scores for both counties are normally
distributed, and that the variances of scores
from Counties A and B, respectively, are 15.3
and 19.7.
 Example:
Find and interpret a 99% con dence interval
for μ1 − μ2, the difference in the means for the
counties.

= , = . , σ = .

= , = . , σ =
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 Z-curve: (standard normal curve)

. . .

− . . = .
qnorm(0.995)
σ σ
− ± α/ +

gives (− . , . )
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 (− . , . )
This is an interval of “plausible values”
for the difference μ − μ .

Since it contains the value 0, it is

plausible that μ − μ = .

i.e. It is plausible that μ =μ.

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(− . , . )

It also seems like we can remove this

possibility if we change the percentage
for our con dence interval.
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 For large samples ( > > )

− ± α/ +

is an approximate ( − α) %
con dence interval for μ − μ .
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