§Week 11

Confidence Intervals for the

Mean
(Small Samples)
1 Probability and Statistics Lecturer Team
2024

Week 11 - Confidence Intervals for the Mean- small sample

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 § 6.2
Confidence Intervals for
the Mean (Small
2 Samples)

Week 11 - Confidence Intervals for the Mean- small sample

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 Sample Size
3

Given a c-confidence level and a maximum error of estimate, E, the minimum sample
size n, needed to estimate μ, the population mean, is

If σ is unknown, you can estimate it using s provided you have a preliminary sample with
at least 30 members.

Example:
You want to estimate the mean price of all the textbooks in the college bookstore. How
many books must be included in your sample if you want to be 99% confident that the
sample mean is within $5 of the population mean?

Week 11 - Confidence Intervals for the Mean- small sample Continued.

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4 Sample Size
Example continued:
You want to estimate the mean price of all the textbooks in the college bookstore. How
many books must be included in your sample if you want to be 99% confident that the
sample mean is within $5 of the population mean?

σ ≈ s = 23.44 zc = 2.575

(Always round up.)

You should include at least 146 books in your sample.

Week 11 - Confidence Intervals for the Mean- small sample

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5
The t-Distribution
When a sample size is less than 30, and the random variable x is
approximately normally distributed, it follow a t-distribution.

Properties of the t-distribution

1. The t-distribution is bell shaped and symmetric about the mean.
2. The t-distribution is a family of curves, each determined by a parameter
called the degrees of freedom. The degrees of freedom are the number of
free choices left after a sample statistic such as is calculated. When you use
a t-distribution to estimate a population mean, the degrees of freedom are
equal to one less than the sample size.
d.f. = n – 1 Degrees of freedom

Week 11 - Confidence Intervals for the Mean- small sample

Continued.
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6
The t-Distribution
3. The total area under a t-curve is 1 or 100%.
4. The mean, median, and mode of the t-distribution are equal to zero.
5. As the degrees of freedom increase, the t-distribution approaches the normal
distribution. After 30 d.f., the t-distribution is very close to the standard
normal z-distribution.

The tails in the t-distribution are

“thicker” than those in the standard
normal distribution.
d.f. = 2
d.f. = 5 t
d.f.=30 0
Standard normal
curve
Week 11 - Confidence Intervals for the Mean- small sample

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Critical Values of t

Example:
Find the critical value tc for a 95% confidence when the
sample size is 5 (<30).
Appendix B: Table 5: t-Distribution
Level of
confidence, c 0.50 0.80 0.90 0.95 0.98
One tail, α 0.25 0.10 0.05 0.025 0.01
d.f. Two tails, α 0.50 0.20 0.10 0.05 0.02
1 1.000 3.078 6.314 12.706 31.821
2 .816 1.886 2.920 4.303 6.965
3 .765 1.638 2.353 3.182 4.541
4 .741 1.533 2.132 2.776 3.747
5 .727 1.476 2.015 2.571 3.365
d.f. = n – 1 = 5 – 1 = 4
tc = 2.776
c = 0.95 Continued.
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Critical Values of t

Example continued:
Find the critical value tc for a 95% confidence when the sample
size is 5.
95% of the area under the t-distribution curve with 4 degrees of freedom lies between t
= ±2.776.

c = 0.95

Area(2parts) = 1- 0.95
1 part = 0.05/2 = 0.025
Z area = 0.95 + 0.025 = 0.975
t
−tc = − 2.776 tc = 2.776

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 Confidence Intervals and t-Distributions
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Constructing a Confidence Interval for the Mean: t-Distribution

In Words In Symbols

1. Identify the sample statistics n,

and s.
2. Identify the degrees of freedom, the d.f. = n – 1
level of confidence c, and the critical
value tc.

3. Find the margin of error E.

4. Find the left and right endpoints and
form the confidence interval.

Week 11 - Confidence Intervals for the Mean- small sample

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 10
Constructing a Confidence Interval
Example:
In a random sample of 20 customers at a local fast food restaurant, the mean waiting time
to order is 95 seconds, and the standard deviation is 21 seconds. Assume the wait times are
normally distributed and construct a 90% (column in t-table) confidence interval for the
mean wait time of all customers.

n = 20 s = 21

Row in t table(d.f.) = n- tc = 1.729

1=19
86.9 < μ < 103.1

We are 90% confident that the mean wait time for all customers is between 86.9 and
103.1 seconds.
Week 11 - Confidence Intervals for the Mean- small sample

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11 Normal or t-Distribution?
Use the normal distribution with
Is n ≥ 30? Yes

No If σ is unknown, use s instead.

Is the population normally, or

You cannot use the normal distribution
approximately normally, No
or the t-distribution.
distributed?

Yes
Use the normal distribution with
Is σ known? Yes

No

Use the t-distribution with

and Week
n –111- Confidence
degrees of freedom.
Intervals for the Mean- small sample

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Normal or t-Distribution?
Example:
Determine whether to use the normal distribution, the t-distribution, or neither.

a.) n = 50, the distribution is skewed, s = 2.5

The normal distribution would be used because the sample size is 50 (>30).

b.) n = 25, the distribution is skewed, s = 52.9

Neither distribution would be used because n < 30 and the distribution is skewed (not
normal).

c.) n = 25, the distribution is normal, σ = 4.12

The normal distribution would be used because although n < 30, the population
standard deviation is known.
Week 11 - Confidence Intervals for the Mean- small sample

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 § 6.3
Confidence Intervals for
Population Proportions
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Week 11 - Confidence Intervals for the Mean- small sample

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Point Estimate for Population p
The probability of success in a single trial of a binomial experiment is p. This
probability is a population proportion.

The point estimate for p, the population proportion of successes, is given by

the proportion of successes in a sample and is denoted by

where x is the number of successes in the sample and n is the number in the
sample. The point estimate for the proportion of

failures is =1– The symbols and are read as “p hat” and “q

hat.”

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Point Estimate for Population p
Example:
In a survey of 1250 US adults, 450 of them said that their favorite sport to watch is
baseball. Find a point estimate for the population proportion of US adults who say their
favorite sport to watch is baseball.

n = 1250 x = 450

The point estimate for the proportion of US adults who say baseball is their favorite
sport to watch is 0.36, or 36%.

Week 11 - Confidence Intervals for the Mean- small sample

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Confidence Intervals for p
A c-confidence interval for the population proportion p is

where

The probability that the confidence interval contains p is c.

Example:
Construct a 90% confidence interval for the proportion of US adults who say baseball is
their favorite sport to watch.

n = 1250 x = 450

Week 11 - Confidence Intervals for the Mean- small sample

Continued.

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Confidence Intervals for p
Example continued:

n = 1250 x = 450

Left endpoint = ? Right endpoint = ?

• • •

With 90% confidence we can say that the proportion of all US adults who say baseball is
their favorite sport to watch is between 33.8% and 38.2%.

Week 11 - Confidence Intervals for the Mean- small sample

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Finding Confidence Intervals for p
Constructing a Confidence Interval for a Population Proportion
In Words In Symbols
1. Identify the sample statistics n and x.
2. Find the point estimate
3. Verify that the sampling distribution can be
approximated by the normal distribution.
4. Find the critical value zc that corresponds to
the given level of confidence. Use the Standard
5. Find the margin of error E. Normal Table.

6. Find the left and right endpoints and form

the confidence interval.
Left endpoint:
Right endpoint: Interval:
Week 11 - Confidence Intervals for the Mean- small sample

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 Sample Size
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Given a c-confidence level and a margin of error, E, the minimum sample size n, needed
to estimate p is

This formula assumes you have an estimate for and

If not, use and

Example:
You wish to find out, with 95% confidence and within 2% of the true population, the
proportion of US adults who say that baseball is their favorite sport to watch.

Week 11 - Confidence Intervals for the Mean- small sample Continued.

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 Sample Size
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Example continued:
You wish to find out, with 95% confidence and within 2% of the true population, the
proportion of US adults who say that baseball is their favorite sport to watch.

n = 1250 x = 450

(Always round up.)

You should sample at least 2213 adults to be 95% confident.

Week 11 - Confidence Intervals for the Mean- small sample

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Common Levels of Confidence
If the level of confidence is 95%, this means that we are 95% confident that the interval
contains the population mean, μ.

Area for 95% level of

0.95 confidence = 0.95 + 0.025
= 0.9750

0.025 0.025

z
−zc = −
−z1.96
c
z=0 zc =z1.96
c

The corresponding z-scores are ± 1.96.

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Exercise
A research study conducted by PU Team in this year wants to
estimate the average IQ score of a PU student population. A
random sample of 15 individuals is selected, and their IQ scores are
recorded. The sample mean IQ score is found to be 110, with a
sample standard deviation of 12. Calculate a 90% confidence
interval for the true average IQ score of the population.

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