Technological Universities

1
Department of Engineering Mathematics

Confidence Intervals
By

Dr. Yin May

Professor/ Head
EM-42008 Department of Engineering Mathematics
Engineering Mathematics VIII
EM-42008
Technological University (Magway)
dr.yinmay@tumg.edu.mm
Engineering Mathematics VIII
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Objectives-
Find the confidence interval
for the mean of the normal distribution with
known variance and
unknown variance .

Find the confidence interval

for the variance of the normal distribution.
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C H A P T E R 2 5 Mathematical Statistics

25.1 Introduction. Random Sampling

25.2 Point Estimation of Parameters

25.3 Confidence Intervals

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 Sample Mean & Sample Variance
4

The sample mean: (1)

The sample variance: (2)

Example: Sample point: 144 147 146 142 144 (n = 5), =?, =?
Sample mean

Sample Variance

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 25.3 Confidence Intervals
5

Confidence intervals for an unknown

parameter of some distribution =
(3)
where = confidence level
and are lower and upper confidence limits.

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 1. Confidence interval for of the Normal
6
Distribution with Known
Step 1 Choose a confidence level (95%, 99%, or the like)
Step 2 Determine the corresponding c (See table A8):
0.90 0.95 0.99 0.999
c 1.645 1.960 2.576 3.291

Step 3 Compute the mean of the sample ,..., .

Step 4 Compute k= . The confidence interval for is
(4) CON{
EM-42008 Engineering Mathematics VIII
 Example 1: Determine a 95% confidence interval for the
7 mean of a normal distribution with variance =9, using a
sample of n=100 values with mean = 5.
Solution
Step 1 =95%
Step 2 c =1.960 (See Table A8, Roll 15, col. 7)
Step 3 mean = 5,
Step 4 k = = = 0.588
- k = 5-0.588 =4.412
+k = 5+0.588=5.588

EM-42008 Engineering Mathematics VIII

 Problem set 25.3.5: What sample size would be needed
8 for obtaining a 95% confidence interval (4) of length 2
Solution: =95% , c =1.960 (See Table A8, Roll 15, col. 7)
L=2
k= =
=c =1.960 n = =3.8416
L= ,k=
k= = (Use (4))
= 2c =2(1.960) n =

Engineering
EM-42008 Mathematics VIII
 2. Confidence interval for of the Normal
9
Distribution with Unknown
Step 1 Choose a confidence level (95%, 99%, or the like)
Step 2 Determine the solution c of the equation
(5) F(c) = (1+
(the t- distribution with n-1 degrees of freedom) (Table A9; n= sample size)
Step 3 Compute the mean and the variance of the
sample ,..., .
Step 4 Compute k= . The confidence interval is
(6) CON{
EM-42008 Engineering Mathematics VIII
 Example 3: Five independent measurements of the point of
10 inflammation (flash point) of Diesel oil (D-2) gave the values
(in 144 147 146 142 144. Assuming normality, determine a
99% confidence interval for the mean.
Solution Step 1
Step 2 F(c) = (1+ = (1+0.99 = 0.995, c = 4.6
(Table A9, Roll 9, col 5)
Step 3 144.6, 3.8 (Use (1) & (2))
Step 4 k= = =4.01 ()
- k =144.6 – 4.01=140.59, +k = 144.6+4.01 = 148.61

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 3. Confidence interval for the variance of the
11
Normal Distribution
Step 1 Choose a confidence level (95%, 99%, or the like)
Step 2 Determine the solution and of the equation
(7) F() = (1- , F() = (1+
from the table of the chi–square distribution with n-1
degrees of freedom (Table A10; n= sample size)
Step 3 Compute (n-1), where = sample variance of ,…, .
Step 4 Compute = and =
The confidence interval is
(8) CON{
EM-42008 Engineering Mathematics VIII
12 Example 4 (Confidence Interval for the variance of
the Normal Distribution)

Determine a 95% confidence interval for the variance,

a sample (tensile strength of sheet steel in kg/m )

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Solution
Sample: (n=14)
Step 1
Step 2 F() = (1- , F() = (1+
= (1-0.95) = 0.025 = (1+0.95 = 0.975
=24.74
(Table A10, (Roll 11, col 4, Roll 14, col 4)– 13 degrees of freedom.)
Step 3 = = 87.3 (Use (1))

EM-42008 Engineering Mathematics VIII

 Solution
14
(cont.)= = 25.14 (Use (2))
(n-1) = 13 =13(25.14)= 326.9
Step 4 = , =
= ==
CON{13.21

EM-42008

Engineering Mathematics VIII

 Summary
8
1. For (know n ) 2. For (unknown ) 3. For variance

Step 1
F(c) = (1+ F() = (1- ,
Step 2 C C F() = (1+
Table A8 Table A9 ,
Table A10
Step 3 ,s
= ,
Step4 k= k= =
CONF CON{ CON{ CON{

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 Quiz Clic
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Match distribution & Table k

Number.
Normal Distribution Table A10

t-distribution Table A8

Chi-square Distribution Table A9

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Conclusion -

The Confidence Interval is based on Mean and Standard

Deviation. We use a confidence interval to describe the amount
of uncertainty associated with a sample estimate of a population 
parameter.

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18

an k
h
T u
Y o

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 Table A10
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Appendix
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Table A8

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 Table A9
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