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-3z -2z -1z 0z 1z 2z 3z
What are they doing?
Estimation
But we do not know: 1. True Population Mean
-3z -2z -1z 0z 1z 2z 3z
Estimation
Will our sample be one of these (accurate)?
Or one of these (inaccurate)?
-3z -2z -1z 0z 1z 2z 3z
Estimation
Which is more likely?
accurate?
or inaccurate?
-3z -2z -1z 0z 1z 2z 3z
68%
95%
Estimation
We’re most likely to get close to the true
population mean…
Our sample’s mean is the best guess of the
population mean, but it is not precise.
-3z -2z -1z 0z 1z 2z 3z
68%
95%
Estimation
And if we increase our sample size (n)…
-3z -2z -1z 0z 1z 2z 3z
68%
95%
Estimation
And if we increase our sample size our sample mean is an
even better estimate of the
population mean, we are
more precise!
-3 -2 -1 0 1 2 3
-3z -2z -1z 0z 1z 2z 3z
68%
95%
Estimation
We know that the standard deviation of this pile of samples
(standard error) equals the population standard deviation
() divided by the square
root of the sample size (n).
-3 -2 -1 0 1 2 3
68%
95%
Estimation
But we do not know the population standard deviation!
What is our best guess
of that?
-3 -2 -1 0 1 2 3
68%
95%
Estimation
Our best guess of the population standard deviation is our
sample’s s.d.! On average, this s.d. gives population .
In fact, when we calculate that,
we use “n – 1” to make our
“estimate” larger to reflect (Yi – Y)2
that dispersion of a sample s= n-1
is smaller than a population’s.
0 5 10 15 20 25 30 35 0 5 10 15 20 25 30 35
Population Dispersion Sample Dispersion
Estimation
So now we know that we can use the sample standard deviation to stand in for the
population’s standard deviation.
-3 -2 -1 0 1 2 3
68%
95%
Estimation
Now we know some limits on how far off our sample
mean is likely to be from the true population mean!
68%
95%
Estimation
For example, if we took GPAs from a sample of 625
students and our s was .50…
-3 -2 -1 0 1 2 3
68%
95%
Estimation
GPAs from a sample of 625 students with s = .50…
-3 -2 -1 0 1 2 3
68%
95%
Estimation
Let’s create a “measuring device” with our sampling
distribution and center it over our sample’s mean.
s
Check it Out!
s.e. = n
The true mean falls within
the 95% bracket.
-3 -2 -1 0 1 2 3
68%
95%
Estimation
What if the sample we collected were this one?
…and we used the measuring device again?
s
Check it Out! s.e. = n
The true mean falls within
the 95% bracket.
-3 -2 -1 0 1 2 3
68%
95%
Estimation
Sample -3 -2 -1 0 1 2 3
Check it Out!
The true mean falls within 68%
the 95% bracket.
95%
Estimation
For example, if we took GPAs from a sample of 625 students
and our mean was 2.5 and s.d. was .50…
We make a confidence
interval (C.I.)by… .5
s.e. = 625 = 0.02
Calculating the s.e. (.02)
and =2.52
-3 -2 -1 0 1 2 3
Going +/- 2 * s.e. 68% 95%
from the mean. 95% C.I. = 2.5 +/- 2(.02) = 2.46 to 2.54
We are 95% confident that the true mean is in
this range!
Estimation
Guys… This is power!
68% 1z 0.99z
95% 2z 1.96z
99.9973% 3z 3z
Estimation
Another Example:
Sample of 2,500 with an average income of $28,000 with a standard deviation of $8,000.
We are 99% confident that the population mean falls between these values.
Why did the interval get wider than 95% CI’s which was $27,686.4 to $28,313.6???
Estimation
99% CI >>> $27,587.2 to $28,412.8
Why did the interval get wider than 95% CI’s which was
$27,686.4 to $28,313.6???
M
-3 -2 -1 0 1 2 3
68% 99%
95%
Estimation
…
Let’s recap: We can say that 95% of the sample means in repeated sampling
will always be in the range marked by -1.96 over to +1.96 standard errors.
Self-esteem 15 20 25 30 35 40
-1.96
Z-3 -2 -1 0 1 2 3 1.96
95% Range
z -3 -2 -1 0 1 2 3
Estimation
And remember: If we
don’t know the true
population mean,
95% of the time a
95% confidence
interval would
contain the true
population mean!
Self-esteem 15 20 25 30 35 40
Self-esteem 15 20 25 30 35 40
3z
99.99%
25
-3 -1.96 -1 0 1 1.96 3
68%
95%
99.99%
Estimation
Another Confidence Interval Example:
We are 99% confident that the population mean falls between these values.
Estimation
And if we wanted a 95% Confidence Interval instead?
I collected a sample of 2,500 with an average self-esteem score of 28 with a standard deviation of 8.
95%
X
What if we want a 99% confidence interval? CI = Mean +/- z * s.e.
95% X X 0.31
99% C.I. = 28 +/- 0.41
The interval:
X X
27.59 to 28.41 27.69 to 28.31
X
We are 99% confident that the population mean falls between these values.
95%
Estimation
By centering my sampling distribution’s +/-
1.96z range around my sample’s mean...