IE4102 Lecture5

IE 4102 Statistics for Engineers
Statistical Intervals for a Single

Sample
Assist. Prof. Duygun Fatih Demirel
Spring 2024
1
Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
8
Statistical
Intervals for a
Single Sample
CHAPTER OUTLINE
8-1 Confidence Interval on the Mean 8-3 Confidence Interval on σ2 & σ of
of a Normal distribution, σ2 Known a Normal Distribution
8-1.1 Development of the 8-4 Large-Sample Confidence
Confidence Interval & Its Interval for a Population Proportion
Properties 8-5 Guidelines for Constructing
8-1.2 Choice of Sample Size Confidence Intervals
8-1.3 1-Sided Confidence Bounds 8-6 Tolerance & Prediction Intervals
8-1.4 Large-Sample Confidence 8-6.1 Prediction Interval for a
Interval for μ Future Observation
8-2 Confidence Interval on the Mean of 8-6.2 Tolerance Interval for a
a Normal distribution, σ2 Unknown Normal Distribution
8-2.1 t Distribution
8-2.2 Confidence Interval on μ
2
Learning Objectives for Chapter 8
After careful study of this chapter, you should be able to do
the following:
1. Construct confidence intervals on the mean of a normal distribution,
using normal distribution or t distribution method.
2. Construct confidence intervals on variance and standard deviation
of normal distribution.
3. Construct confidence intervals on a population proportion.
4. Constructing an approximate confidence interval on a parameter.
5. Prediction intervals for a future observation.
6. Tolerance interval for a normal population.
3
8-1.1 Confidence Interval and its Properties
A confidence interval estimate for  is an interval of the form
l ≤  ≤ u,
where the end-points l and u are computed from the sample

data.
There is a probability of 1 − α of selecting a sample for which

the CI will contain the true value of .
The endpoints or bounds l and u are called lower- and upper-

confidence limits ,and 1 − α is called the confidence
coefficient.
4
Confidence Interval on the Mean, Variance Known
If X is the sample mean of a random sample of

size n from a normal population with known
variance 2, a 100(1 − α)% CI on  is given by
x − z / 2  / n    x + z / 2  / n (8-1)
where zα/2 is the upper 100α/2 percentage point of

the standard normal distribution.
5
EXAMPLE 8-1 Metallic Material Transition
Ten measurements of impact energy (J) on specimens of A238 steel cut at
60°C are as follows: 64.1, 64.7, 64.5, 64.6, 64.5, 64.3, 64.6, 64.8, 64.2,
and 64.3. The impact energy is normally distributed with  = 1J. Find a
95% CI for , the mean impact energy.
The required quantities are zα/2 = z0.025 = 1.96, n = 10,  = l, and x = 64.46 .
The resulting 95% CI is found from Equation 8-1 as follows:

 
x − z    x + z / 2
n n
1 1
64.46 − 1.96    64.46 + 1.96
10 10
63.84    65.08
Interpretation: Based on the sample data, a range of highly plausible
values for mean impact energy for A238 steel at 60°C is
63.84J ≤  ≤ 65.08J
6
7
8
8.1.2 Sample Size for Specified Error on the Mean, Variance Known
If x is used as an estimate of , we can be

100(1 − α)% confident that the error | x −   will not
exceed a specified amount E when the sample
size is
2
 z 
n=  (8-2)
 E 
9
EXAMPLE 8-2 Metallic Material Transition
Consider the CVN test described in Example 8-1.

Determine how many specimens must be tested to ensure
that the 95% CI on  for A238 steel cut at 60°C has a length
of at most 1.0J.
The bound on error in estimation E is one-half of the length of

the CI.
Use Equation 8-2 to determine n with E = 0.5,  = 1, and
zα/2 = 1.96.
( )
2
 z / 2   2
 =  
1 .96 1
n =   = 15.37
 E   0.5 
Since, n must be an integer, the required sample size is

n = 16.
10
8-1.3 One-Sided Confidence Bounds
A 100(1 − α)% upper-confidence bound for  is
  x + z  / n (8-3)
and a 100(1 − α)% lower-confidence bound for  is
(8-4)
x − z  / n = l  
11
Example 8-3 One-Sided Confidence Bound
The same data for impact testing from Example 8-1 are used
to construct a lower, one-sided 95% confidence interval for
the mean impact energy.
Recall that zα = 1.64, n = 10,  = l, and x = 64.46 .
A 100(1 − α)% lower-confidence bound for  is

x − z 
n

 − 
10
  
12
8-1.4 A Large-Sample Confidence Interval for 
When n is large, the quantity

X −
S/ n
has an approximate standard normal distribution.
Consequently,
s s
x − z /2    x + z / 2
n n (8-5)
is a large sample confidence interval for , with confidence

level of approximately 100(1 − ).
13
Example 8-5 Mercury Contamination
A sample of fish was selected from 53 Florida lakes, and mercury
concentration in the muscle tissue was measured (ppm). The mercury
concentration values were
1.230 1.330 0.040 0.044 1.200 0.270
0.490 0.190 0.830 0.810 0.710 0.500
0.490 1.160 0.050 0.150 0.190 0.770
1.080 0.980 0.630 0.560 0.410 0.730
0.590 0.340 0.340 0.840 0.500 0.340
0.280 0.340 0.750 0.870 0.560 0.170
0.180 0.190 0.040 0.490 1.100 0.160
0.100 0.210 0.860 0.520 0.650 0.270
0.940 0.400 0.430 0.250 0.270
Find an approximate 95% CI on .
14
Example 8-5 Mercury Contamination (continued)
The summary statistics for the data are as follows:
Variable N Mean Median StDev Minimum Maximum Q1 Q3

Concentration 53 0.5250 0.4900 0.3486 0.0400 1.3300 0.2300 0.7900
Because n > 40, the assumption of normality is not necessary to use in Equation
8-5. The required values are n = 53, x = 0.5250, s = 0.3486 , and z0.025 = 1.96.
The approximate 95 CI on  is

s s
x − z0.025  μ  x + z0.025
n n
0.3486 0.3486
0.5250 − 1.96  μ  0.5250 + 1.96
53 53
0.4311  μ  0.6189
Interpretation: This interval is fairly wide because there is variability in the
mercury concentration measurements. A larger sample size would have produced
a shorter interval.
15
8-2.1 The t distribution
Let X1, X2, , Xn be a random sample from a

normal distribution with unknown mean  and
unknown variance 2. The random variable
X −
T = (8-6)
S/ n
has a t distribution with n − 1 degrees of freedom.
16
8-2.1 The t distribution
17
8-2.2 The Confidence Interval on Mean, Variance Unknown
18
8-2.2 The Confidence Interval on Mean, Variance Unknown
x
If and s are the mean and standard deviation of a random sample
from a normal distribution with unknown variance 2, a 100(1 − )
confidence interval on  is given by
x − t /2, n −1s/ n    x + t /2, n −1s/ n (8-7)
where t2,n−1 the upper 1002 percentage point of the t distribution with
n − 1 degrees of freedom.
One-sided confidence bounds on the mean are found by replacing

t/2,n-1 in Equation 8-7 with t ,n-1.
19
Example 8-6 Alloy Adhesion
Construct a 95% CI on  to the following data.

19.8 10.1 14.9 7.5 15.4 15.4
15.4 18.5 7.9 12.7 11.9 11.4
11.4 14.1 17.6 16.7 15.8
19.5 8.8 13.6 11.9 11.4
The sample mean is x = 13.71 and sample standard deviation is s = 3.55.
Since n = 22, we have n − 1 = 21 degrees of freedom for t, so t0.025,21 = 2.080.
The resulting CI is
x − t /2, n −1s / n    x + t /2, n −1s/ n
13.71 − 2.080(3.55) / 22    13.71 + 2.080(3.55) / 22
13.71 − 1.57    13.71 + 1.57
12.14    15.28
Interpretation: The CI is fairly wide because there is a lot of variability in the
measurements. A larger sample size would have led to a shorter interval.
20
Example 1:
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Example 1:
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Example 2:
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Example 3:
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Example 3:
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Example 4:
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Example 4:
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Example 5:
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Example 5:
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Example 6:
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Example 7:
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Example 7:
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Example 8:
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Example 9:
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Example 9:
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Example 10:
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IE 4102 Statistics for Engineers

Statistical Intervals for a Single

Assist. Prof. Duygun Fatih Demirel

A confidence interval estimate for  is an interval of the form

where the end-points l and u are computed from the sample

There is a probability of 1 − α of selecting a sample for which

The endpoints or bounds l and u are called lower- and upper-

If X is the sample mean of a random sample of

where zα/2 is the upper 100α/2 percentage point of

The resulting 95% CI is found from Equation 8-1 as follows:

If x is used as an estimate of , we can be

Consider the CVN test described in Example 8-1.

The bound on error in estimation E is one-half of the length of

Since, n must be an integer, the required sample size is

A 100(1 − α)% upper-confidence bound for  is

and a 100(1 − α)% lower-confidence bound for  is

A 100(1 − α)% lower-confidence bound for  is

When n is large, the quantity

is a large sample confidence interval for , with confidence

Find an approximate 95% CI on .

Variable N Mean Median StDev Minimum Maximum Q1 Q3

The approximate 95 CI on  is

Let X1, X2, , Xn be a random sample from a

has a t distribution with n − 1 degrees of freedom.

x − t /2, n −1s/ n    x + t /2, n −1s/ n (8-7)

One-sided confidence bounds on the mean are found by replacing

Construct a 95% CI on  to the following data.

The sample mean is x = 13.71 and sample standard deviation is s = 3.55.

Since n = 22, we have n − 1 = 21 degrees of freedom for t, so t0.025,21 = 2.080.

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