Confidence Intervals

Adam YAU

SEHH2315 Survey Adjustment

15/2/2022 HONG KONG COMMUNITY COLLEGE 1

Sampling Distribution Theory
⚫ More than 1 sample can be drawn from a population
• Sample will not be identical
• Data will vary from sample to sample

⚫ The sample mean 𝑦 ത and the sample variance 𝑆 2

• Computed from random variables
• They are random variables
• Tends to approach the population mean 𝑥ҧ and population variance (𝜎 2 )
when the sample size increases

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Sampling Distribution Theory
⚫ Describing the relationship between
• The sample sets
• The numbers of samples
• The sample means
• The sample variances

⚫ Estimated mean and variance do vary from sample to sample

⚫ Uses distributions to quantify the reliability of mean and variance
estimates
• Statements can be written about the reliability of the computed
estimates at any given level of confidence.

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Confidence Intervals
A range associated with a certain distribution within which
the population mean 𝑥ҧ and population variance (𝜎 2 )
can be expected to fall for varying level of probability

⚫ Distribution used in Sampling Theory

• The χ2 (Chi-squared) Distribution
• The t (Student) Distribution
• The F (Fisher) Distribution

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χ2 (Chi-squared) Distribution
⚫ It compares the relationship between
the population variance (𝜎 2 ) and sample variance 𝑆 2
based on the number of redundancies 𝑣 in the sample.

𝑣 = degree of freedom (n-1)

𝑣𝑆 2 𝑆 2 = sample variance
χ2 = 𝜎 2 = population variance
𝜎2
𝑛 = number of observation

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 χ2 Distribution
Table

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χ2 (Chi-squared) Distribution
Determine an area under the χ2 Distribution

For example: To find the χ2 value relating to 1% (α = 0.010)

of the area under a curve having 10 degrees of freedom

Solution
From χ2 Distribution Table, intersect the row 𝑣 = 10 with
the column𝛼 = 0.010 and find a χ2 value of 23.21

This means that 1% of the area under this 23.21 ∞

curve lies in the upper tail of this curve
between the values of 23.21 and +∞.
1%

(χ2 0.001,10 )

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χ2 (Chi-squared) Distribution
⚫ It determines the range of population variance (𝜎 2 ) can be
expected to occur based on
2
• specified percentage probability (χ2 𝛼 ) 𝑣𝑆
the variance of a sample set 𝑆 2
𝜎2 = 2
• χ
• the number degrees of freedom 𝑣

⚫ Probability statements can be constructed about the population

variance being in the range centered about the sample variance
with degrees of freedom.
(i.e., The confidence interval for the population variance)

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t (Student) Distribution
⚫ It compares the relationship between
the population mean 𝑥ҧ and sample mean 𝑦ത
based on the number of redundancies 𝑣 in the sample.

𝑧 𝑍 = standard normal random variable

𝑡=
χ2 χ2 = Chi-squared random variable
𝑣 = degree of freedom (n-1)
𝑣

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t (Student) Distribution
⚫ It is similar to the Normal Distribution
• bell-shaped and symmetric
• extend from −∞ to +∞
• area under the curve is 1

⚫ Normal Distribution applies to the entire population

t Distribution applies to a sample set of the population

⚫ Preferrable when the sample size is fewer than 30

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t Distribution
Table

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t (Student) Distribution
Determine an area under the t Distribution

For example: To find the t value relating to 1% (α = 0.010)

of the area under a curve having 10 degrees of freedom

Solution
From t Distribution Table, intersect the row 𝑣 =10 with
the column 𝛼 = 0.010 and find a t value of 2.764

This means that 1% of the area under this curve

2.764 ∞
having 10 degree of freedom in the interval
between the value of 2.764 and +∞.
1%
Also lies between −∞ and -2.764. (t 0.001,10 )

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F (Fisher) Distribution
⚫ It is used when comparing the computed variances from two
sample sets

χ12 χ12 = Sample set 1 Chi-squared random variable

𝑣1 𝑣1 = Sample set 1 degree of freedom (n-1)
𝐹= 2 χ22 = Sample set 2 Chi-squared random variable
χ2 𝑣2 = Sample set 2 degree of freedom (n-1)
𝑣2 Remarks: both variables are independent

⚫ It is used to answer the question on whether two sample sets

come from the same population (i.e, 𝜎12 = 𝜎22 )

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 F Distribution
Table

Each desired 𝛼 percentage point must be represented in a separate table.

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F (Fisher) Distribution
Determine an area under the F Distribution

For example: To find the F value relating to 1% (α = 0.010),

𝑣1 = 5, 𝑣2 = 10

Solution
From 0.01 F Distribution Table, intersect the column 𝑣1 =5
with the row 𝑣2 = 10 and find a F value of 5.64

This means that 1% of the area under this curve 5.64 ∞

with these degrees of freedom lies in the interval
between the value of 5.64 and +∞.
1%

(F0.01,5,10 )

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F (Fisher) Distribution
Determine the area in the lower tail under the F Distribution

1
𝐹(𝛼,𝑣1,𝑣2) =
𝐹(1−𝛼,𝑣2,𝑣1)

1−𝛼

1
𝐹(1−𝛼,𝑣2 ,𝑣1 )

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F (Fisher) Distribution
Determine the area in the lower tail under the F Distribution

For example: To find the F value relating to 1% (α = 0.99),

𝑣1 = 5, 𝑣2 = 10
0.01
Solution
1
𝐹(0.99,5,10) =
𝐹(0.01,10,5) 0

From 0.01 F Distribution Table, intersect the column = 10

with the row = 5 and find a F value of 10.05
1 1%
𝐹(0.99,5,10) = = 0.01
10.05

This means that 1% of the lower tail area under this curve 1
with lies in the interval between the value of 0 to 0.01. 𝐹(0.01,10,5)

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Confidence Interval for Population Mean: t Statistics
⚫ The standard normal distribution was used to predict the range in
which the mean of a population may exist.
ത 𝑥ҧ
𝑦−
𝐿𝑒𝑡 𝑧 𝑏𝑒 (normal random variable)
𝜎/ 𝑛

𝑦ത − 𝑥ҧ 𝑦ത − 𝑥ҧ
𝑧 𝜎/ 𝑛 𝜎/ 𝑛 𝑦ത − 𝑥ҧ
𝑡= = = =
χ2 𝑣𝑆 2 𝑆 𝑆/ 𝑛
𝑣 2 𝜎
𝜎
𝑣

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Confidence Interval for Population Mean: t Statistics
𝑃 |𝑍| < 𝑡

𝑦ത − 𝑥ҧ 𝑦ത = sample mean
𝑃 <𝑡 =1−𝛼 𝑥ҧ = population mean
𝑆 𝑆 = sample standard deviation
𝑛 𝑛 = number of observations

The Confidence Interval at 𝛼

𝑆 𝑆
𝑦ത − 𝑡𝛼 < 𝑥ҧ < 𝑦ത + 𝑡𝛼
2 𝑛 2 𝑛

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Confidence Interval for Population Mean (Example)
Question: In carrying out a control survey, 16 directional readings
were observed for a single line. The mean (seconds’ portion only) of
the readings was 25.4 with a standard deviation of ±1.3.
Determine the 95% confidence interval for the population mean.
Solution
Given 𝑦ത = 25.4", S = ±1.3", n = 16, 1 − α = 95% 𝑆 𝑆
𝑦ത − 𝑡𝛼 < 𝑥ҧ < 𝑦ത + 𝑡𝛼
2 𝑛 2 𝑛
𝛼 = 0.05, 𝑡 = 0.025
𝛼 𝑣 = 16 − 1 = 15
2

From t distribution table, t 0.025,15 = 2.131

1.3" 1.3"
25.4" − 2.131 < 𝑥ҧ < 25.4" + 2.131( )
16 16 95%
Therefore, the population mean (𝑥)ҧ lies within
24.7 sec to 26.1 sec.

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Outliner Detection by Confidence Interval for Mean
⚫ t distribution is often used to isolate outliners or blunders in
observations. To do this, a percentage confidence interval is
developed about the mean for a single observation as:

𝑦ത − 𝑡𝛼 𝑆 < 𝑦𝑖 < 𝑦ത + 𝑡𝛼 𝑆
2 2

𝑦ത = sample mean
𝑦𝑖 = single observation
𝑆 = sample standard deviation
𝛼
𝑡𝛼 = critical t value based on 𝑣 and
2 2

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Outliner Detection (Example)
Question: In carrying out a control survey, 16 directional readings
were observed for a single line. The mean (seconds’ portion only) of
the readings was 25.4 with a standard deviation of ±1.3.
Determine the outliner of 95% confidence interval of the population mean.
Solution
25.4" − 2.131 1.3" < 𝑦𝑖 < 25.4" + 2.131(1.3") 𝑦ത − 𝑡𝛼 𝑆 < 𝑦𝑖 < 𝑦ത + 𝑡𝛼 𝑆
2 2
22.6" < 𝑦𝑖 < 28.2"
It means 95% of the data should be in the range (22.6, 28.2).
Any data values outside this range can be considered as
outliers and rejected with a 95% level of confidence.

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Selecting a Sample Size
⚫ In general, the larger the sample size, the smaller the
confidence interval. The range in which the population
mean (𝑥)ҧ resides at a selected level of confidence (𝛼).
𝑆
𝑦ത ± 𝑡𝛼
2 𝑛

Let 𝐼 represents one-half of the interval in which the population mean

2
𝑆 𝑡𝛼 𝑆
2
𝐼 = 𝑡𝛼 𝑛=
2 𝑛 𝐼

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Selecting a Sample Size
⚫ Since sample standard deviation (𝑆) and the number of
redundancies (𝑣) are unknown, then the equation modified
to use standard normal distribution
2
𝑡𝛼 𝜎
2
𝑛=
𝐼

𝑛 = number of repetitions
𝑡𝛼 = E value determined form the standard normal distribution table
2
𝜎 = estimated standard deviation
𝐼 = desired confidence interval

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Selecting a Sample Size (Example)
Question: From the pre-analysis of a horizontal control network, it is
known that all angles must be measured to within ±2” at the 95%
confidence level. How many repetitions will be needed if the standard
deviation for a single angle observation has been determined to be ±2.6”?
Solution
A final 95% confidence interval of ±2” is desired.
𝜎 = 2.6 𝐸95 = 1.960
Remarks:
2 Each angle needs to be measured by direct and
𝑡𝛼 𝜎 1.960 × 2.6
2 reverse readings
2
𝑛= = = 6.49 (for eliminating instrumental systematic errors).
𝐼 2
Hence, the sample size is even for angle readings
Therefore, 8 repetitions will be needed.

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Confidence Interval for a Population Variance
⚫ The χ2 distribution was used to predict the range in which
the variance of a population may exist.

𝑃(χ2 > χ2 𝛼 ) = 𝛼
𝑃 χ2 > χ21−𝛼 = 1 − 𝛼
𝑃 χ21−𝛼 < χ2 < χ2 𝛼 = 1 − 𝛼
2 2

𝑣𝑆 2 χ21−𝛼 1 χ2 𝛼
2 2
𝑃 χ21−𝛼 < 2 < χ2 𝛼 = 𝑃 < 2< 2 =1−𝛼
2 𝜎 2 𝑣𝑆 2 𝜎 𝑣𝑆

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 Confidence Interval for a Population Variance
χ21−𝛼 1 χ2 𝛼
2 2
𝑃 < 2< 2 =1−𝛼
𝑣𝑆 2 𝜎 𝑣𝑆
𝑣𝑆 2 𝑣𝑆 2
𝑃 2 < 𝜎2 < 2 =1−𝛼
χ𝛼 χ 1−𝛼
2 2

The (1-𝛼) Confidence Interval for the population variance (𝜎 2 )

𝑣𝑆 2 2 <
𝑣𝑆 2
< 𝜎
χ2 𝛼 χ21−𝛼
2 2

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Confidence Interval for Population Variance (Example)
Question: An observer’s pointing and reading error is estimated by
collecting 20 readings while pointing at a distant, well-defined target.
The sample standard deviation for the operator is determined to be ±1.8”.
What is the 95% confidence interval for σ2?
Solution
𝛼 1−0.95 𝑣𝑆 2 𝑣𝑆 2
𝑣 = 19 20 − 1 𝑆 = ±1.8 = 0.025 ( ) 2
< 𝜎2 < 2
2 2 χ𝛼 χ 1−𝛼
2 2
χ2 0.025,19 = 32.85 χ2 0.975,19 = 8.91 (8.907)

19 × 1.82 19 × 1.82
< 𝜎2 < 𝟏. 𝟖𝟕 < 𝝈2 < 𝟔. 𝟗𝟏
32.85 8.91
Therefore, the population variance should lie between
1.87 and 6.91 in 95% confidence interval.

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Confidence Interval for the ratio of 2 Population Variances
⚫ The F distribution was used to compare the ratio of two
population variances.
𝑣1 𝑆2
1
χ12 𝜎21
𝑆2
1
𝑣1 𝑣1 𝜎2
1 𝑆12 𝜎22
𝐹=χ = 2 𝑣2 𝑆2
= 𝑆2
=
2 2 2 𝑆22 𝜎12
𝑣2 𝜎22 𝜎2
2
𝑣2

𝑆12 , 𝑆22 = sample variance

𝜎12 , 𝜎22 = population variance

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Confidence Interval for the ratio of 2 Population Variances

1 𝑆12 𝜎12 1 𝑆12

𝑃 2 < 2 <F 𝛼 =1−𝛼
F𝛼,𝑣 𝑣
𝑆2 𝜎2 1− ,𝑣 𝑣
𝑆22
2 1, 2 2 1, 2

1 𝑆12 𝜎12 𝑆12

𝑃
F𝛼,𝑣 2 < 2 < F𝛼 ,𝑣2, 𝑣1 2 =1−𝛼
𝑆2 𝜎2 2 𝑆2
2 1, 𝑣2
𝜎12
The (1-𝛼) Confidence Interval for the ratio of ( 2)
𝜎2

1 𝑆12 𝜎12 𝑆12 1−𝛼

F𝛼,𝑣 2 < 2 < F𝛼,𝑣2, 𝑣1 2

𝑆2 𝜎2 2 𝑆2 𝐹(1−𝛼,𝑣 𝐹(𝛼,𝑣
2 1, 𝑣2 ,𝑣 )
2 1 2
,𝑣 )
2 1 2

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Example
Question: Assume that a minimally constrained trilateration network adjustment
has 24 degrees of freedom and a reference variance of 0.49. A constrained
network adjustment of the same data has 30 degrees of freedom with a
reference variance of 2.25. What is the 95% confidence interval for the ratio of
the variances, and does this interval contain the numerical value of 1?
Solution
To determine whether the 2 reference variances are statistically equal
𝛼 1−0.95
𝑣1 = 30 𝑆12 = ±2.25 𝑣2 = 24 𝑆22 = ±0.49 = 0.025 ( )
2 2

F0.025,30,24 = 2.21 F0.025,24,30 = 2.14

1 2.25 𝜎12 2.25 𝝈𝟐𝟏

< 2 < 2.14 𝟐. 𝟎𝟖 < 𝟐 < 𝟗. 𝟖𝟑
2.21 8.91 𝜎2 8.91 𝝈𝟐
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 𝝈𝟐𝟏
𝟐. 𝟎𝟖 < 𝟐 < 𝟗. 𝟖𝟑
𝝈𝟐

Therefore, the ratio of the population variances, in 95% confidence

interval, is in the range 2.08 to 9.83.
Since this interval (95%) does not contain 1, it can stated that
2 2 𝜎12
𝜎1 ≠ 𝜎2 or 2 ≠ 1 at a 95% level of confidence.
𝜎2

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F Distribution
Table

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Things take home
⚫ The χ2 (Chi-squared) Distribution
⚫ The t (Student) Distribution
⚫ The F (Fisher) Distribution
⚫ Confidence Interval for Population Mean
⚫ Outliner Detection
⚫ Selecting a Sample Size
⚫ Confidence Interval for Population Variance
⚫ Confidence Interval for the Raito of Two Population Variances

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