§Week 12

Confidence Intervals for Variance

and Standard Deviation
Using a Chi-Square Distribution Table.
Probability and Statistics Lecturer Team
2024
1

Week 12 - Confidence Intervals for Variance and Standard Deviation - § 6.4

1
The Chi-Square Distribution
The point estimate for σ2 is s2, and the point estimate for σ is s. s2 is the most unbiased
estimate for σ2.

You can use the chi-square distribution to construct a confidence interval for the variance
and standard deviation.

If the random variable x has a normal distribution, then the distribution of

chi-square values 🡪

forms a chi-square distribution for samples of any size n > 1.

2
3
The Chi-Square Distribution
Four properties of the chi-square distribution are as follows.
1. All chi-square values χ2 are greater than or equal to zero.
2. The chi-square distribution is a family of curves, each determined by
the degrees of freedom. To form a confidence interval for σ2, use the
χ2-distribution with degrees of freedom. To form a confidence
interval for σ2, use the χ2-distribution with degrees of freedom equal
to one less than the sample size.
3. The area under each curve of the chi-square distribution equals one.
4. Find the critical value zc that corresponds to the given level of
confidence.
5. Chi-square distributions are positively skewed.

Week 12 - Confidence Intervals for Variance and Standard Deviation - § 6.4

3
Critical Values for X2

There are two critical values for each level of confidence. The value
χ2R represents the right-tail critical value and χ2L represents the left-
tail critical value.

X2 X2
XR 2
XL
2

Area to the right of X2R Area to the left of X2L

c
The area between the left and right
critical values is c.
Area segi3 total =1 X2
Area merah=0.7 XL
2 XR
2

Area kuning = 03 4
 -(1-c) = -1 + c
𝜲L

1 - ½ = 2/2 - ½ = ½
Size A = size B = (1-c)/2
size (A+B)= 1-c
size (B+C) = 1-B = 1- (1-c)/2 = 𝜲𝜲
=(2 - 1 + c)/2 = (1+ c)/2

A B

𝜲L 𝜲R

5
Critical Values for X2

Example:
Find the critical values χ2R and χ2L for an 80% confidence when the
sample size is 18.

Because the sample size is 18, there are d.f. = n –

1 = 18 – 1 = 17 degrees of freedom,

Area to the right of χ2R =

Area to the right of χ2L =

Use the Chi-square distribution table to find the critical values.

Continued.
6
Critical Values for X2 – Using Chi-Square Distribution Table

Example continued: Find Chi-square (L and R)

Appendix B: Table 6: χ2-Distribution
Degrees of α
freedom 0.995 0.99 0.975 0.95 0.90 0.10 0.05
1 - - 0.001 0.004 0.016 2.706 3.841
2 0.010 0.020 0.051 0.103 0.211 4.605 5.991
3 0.072 0.115 0.216 0.352 0.584 6.251 7.815

16 5.142 5.812 6.908 7.962 9.312 23.542 26.296

17 5.697 6.408 7.564 8.672 10.085 24.769 27.587
18 6.265 7.015 8.231 9.390 10.865 25.989 28.869

χ2R = 24.769
Down Load from this site:
χ2L = 10.085 https://kisi.deu.edu.tr/joshua.cowley/Chi-square-table.pdf

7
Using Chi-Square Distribution Table (χ2R = 0.1 & χ2L = 0.9)

8
9
Confidence Intervals for σ2 and σ
A c-confidence interval for a population variance and standard deviation is as follows.

Confidence Interval for σ2 (variance):

Confidence Interval for σ(standard deviation):

The probability that the confidence intervals contain σ2 or σ is c.

Week 12 - Confidence Intervals for Variance and Standard Deviation - § 6.4

9
10
Confidence Intervals for σ2 and σ
Constructing a Confidence Interval for a Variance and a Standard
Deviation
In Words In Symbols
1. Verify that the population has a normal
distribution.
2. Identify the sample statistic n and the
degrees of freedom.
3. Find the point estimate s2.
4. Find the critical value χ2R and χ2L that
Use Table 6 in
correspond to the given level of Appendix B.
confidence.

Week 12 - Confidence Intervals for Variance and Standard Deviation - § 6.4 Continued.
10
11
Confidence Intervals for σ2 and σ
Constructing a Confidence Interval for a Variance and a Standard
Deviation
In Words In Symbols
5. Find the left and right endpoints and
form the confidence interval.
6. Find the confidence interval for the
population standard deviation by taking
the square root of each endpoint.

Week 12 - Confidence Intervals for Variance and Standard Deviation - § 6.4

11
12
Constructing a Confidence Interval
Example continued:
χ2L = 26.509

χ2R = 55.758

Left endpoint = ? Right endpoint = ?

• •

With 90% confidence we can say that the population standard deviation is between 0.04
and 0.06 ounces.
Week 12 - Confidence Intervals for Variance and Standard Deviation - § 6.4

12
13 Week 9 Materials
Conversion to Normal Distribution
🠶 From Slide 15-20

Week 12 - Confidence Intervals for Variance and Standard Deviation - § 6.4

13
 Sampling Distribution of Sample Means
14
Example continued:
The population values {5, 10, 15, 20} are written on slips of paper and
put in a hat. Two slips are randomly selected, with replacement.
c. List all the possible samples of size n = 2 and calculate the
mean of each.

Sample Sample mean, Sample Sample mean,

5, 5 5 15, 5 10 These means
5, 10 7.5 15, 10 12.5 form the
5, 15 10 15, 15 15 sampling
5, 20 12.5 15, 20 17.5 distribution of
10, 5 7.5 20, 5 12.5 the sample
10, 10 10 20, 10 15 means.
10, 15 12.5 20, 15 17.5
10, 20 15 20, 20 20
Week 12 - Confidence Intervals for Variance and Standard Deviation - § 6.4
Continued.
14
 Sampling Distribution of Sample Means
15
Example continued:
The population values {5, 10, 15, 20} are written on slips of paper and
put in a hat. Two slips are randomly selected, with replacement.
d. Create the probability distribution of the sample means.

5 1 0.0625
7.5 2 0.1250 Probability Distribution of
10 3 0.1875 Sample Means

12.5 4 0.2500
15 3 0.1875
17.5 2 0.1250
20 1 0.0625
Week 12 - Confidence Intervals for Variance and Standard Deviation - § 6.4

15
 Sampling Distribution of Sample Means
16
Example continued:
The population values {5, 10, 15, 20} are written on slips of paper and
put in a hat. Two slips are randomly selected, with replacement.
e. Graph the probability histogram for the sampling distribution.

P(x) Probability Histogram of

Sampling Distribution
0.25
0.20
Probability

The shape of the graph is

0.15
symmetric and bell shaped. It
0.10
approximates a normal
0.05 distribution.

5 7.5 10 12.5 15 17.5 20

Sample mean
Week 12 - Confidence Intervals for Variance and Standard Deviation - § 6.4

16
 The Central Limit Theorem
17
If a sample of size n ≥ 30 is taken from a population with any type of distribution that has a
mean = μ and standard deviation = σ,

x x

the sample means will have a normal distribution.

Week 12 - Confidence Intervals for Variance and Standard Deviation - § 6.4

17
 The Central Limit Theorem
18
If the population itself is normally distributed, with mean = μ and standard deviation
= σ,

the sample means will have a normal distribution for any sample size n.

Week 12 - Confidence Intervals for Variance and Standard Deviation - § 6.4

18
19
EXERCISE
In a certain survey during the year of 2024 conducted by
President University Research Institute we have the following
sample data:

{12,14,15,17,18,20,21,23,25,26,28,30,31,33,34,35,37,38,39,
41,42,44,45,46,48}

Using a chi-square distribution table, Calculate Confidence

Interval for Variance and Standard Deviation.

19