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CHAPTER 4 : ESTIMATION

Sub-Topic

Introduction.

Point estimation

Interval estimation.

Confidence interval for population mean.

Confidence interval for a difference between two means.

Confidence interval for a population variance.

Confidence interval for ratio of two variances.

Estimate the confidence interval for the single, two population means,

population variance and ratio of two variances.

Learning Objective

By the end of this chapter, students should be able to

Know how to construct confidence interval for population means and

variances.

Able to choose which distribution should be used in order to construct

confidence interval.

Able to choose appropriate sample size.

English

Bahasa Melayu

1.

Point estimation

Penganggar titik

2.

Interval estimation

Penganggar selang

3.

Aras keyakinan

4.

Confidence coefficient

Pekali keyakinan

153

Chapter 4: Estimation

4.1 Introduction

sample statistics. If we have an unknown parameter, we may find an estimator for this

parameter and use for the parameter. However, how reliable this estimate is we do not

know. This is where confidence intervals come in. Instead of estimating the

parameter, we say that there is a 95% (or some other percentage) chance that a given

interval contains the parameter. As an example of a parameter estimation problem,

suppose that structural engineer is analyzing the tensile strength is naturally present

between the individual components because of differences in raw material batches,

manufacturing processes and measurement procedures, the engineer is interested in

estimating the mean tensile strength of the components. Knowledge of the statistical

sampling properties of the estimator used would enable the engineer to establish the

precision of the estimate.

Definition 1

A point estimate is a single numerical value that used to estimates an unknown

population parameter.

Example 1

For example, a poll may seek to estimate the proportion of adult residents of a city

that support a proposition to build a new sports stadium. Out of a random sample of

200 people, 106 say they support the proposition. Thus in the sample, 0.53 of the

people supported the proposition. This value of 0.53 is called a point estimate of the

population proportion. It is called a point estimate because the estimate consists of a

single value or point.

154

Chapter 4: Estimation

Example 2

Suppose a random variable X is normally distributed with unknown population mean,

. After the sample has been selected, the numerical value of x is the point estimate

of . Thus, if the data are x1 25, x2 30, x3 29, x4 33, the point estimate of is

x

25 30 29 33

29.25

4

Definition 2

A confidence interval is a set of (real) numbers between two values that likely to

contain the parameter being estimated.

Definition 3

The confidence level of an interval estimate of a parameter is the probability that the

interval estimates will contain the estimated parameter. Point estimates are usually

supplemented by confidence intervals.

Theory 1

A confidence interval estimate for is an interval of the form l u . There is a

probability of (1 ) of constructing interval that will contain the true value of .

where

P{ l u }= 1

The relationship between and the confidence level is that the stated confidence

level is percentage equivalent to the decimal value of (1 ) .

Definition 4

The end-points or bounds l and u are called the lower-confidence limit and upperconfidence limits respectively.

155

Chapter 4: Estimation

Definition 5

(1 ) is called confidence coefficient.

Example 3

With 95% confidence interval, then 0.05 , since 1 0.05 0.95 .

When 0.01 , then 1 0.01 0.99 , and the 99% confidence interval is being

calculated.

Example 4

If the pollster used a method that contains the parameter 95% of the time it is used, he

or she would arrive at the following 95% confidence interval: 0.46 < < 0.60. The

pollster would then conclude that somewhere between 0.46 and 0.60 of the population

supports the proposal. The media usually reports this type of result by saying that

53% favor the proposition with a margin of error of 7%.

4.4.1 Large Sample : n 30 or known

Theory 2

If the random variable X has a normal distribution with mean and variance 2 ,

then the sample mean X also has a normal distribution with mean , but with

variance 2 / n (refer previous chapter). In other words, X ~ N (

2

n

) . In fact, if we

have a random variable X which has any distribution (not necessarily normal), by the

central limit theorem the distribution of X will be approximately normal with mean

So standardizing this, we get :

156

Chapter 4: Estimation

2 /n

From the Normal Distribution section, we know that P(-1.96 < Z < 1.96) = 0.95.

x

Hence, P 1.96

1.96 0.95

/ n

Thus, the 95% confidence interval for is :

x 1.96 / n x 1.96 / n

In general form given as :

x z / n x z / n

/2

(4.1)

/2

x z / 2 / n

or

(4.2)

If the value of is unknown or not given, so the above formula is used by substitute

x z / 2 s / n

(4.3)

The term z / 2 / n is called the maximum error of estimate, E. For specific value,

if 0.05 , 95% of the sample means will fall within this error value on either side

of the population mean. Refer Figure 1.

95%

0.025

z / 2 / n

Figure 1

157

z / 2 / n

0.025

Chapter 4: Estimation

Definition 6

The maximum error of estimate is the maximum likely difference between the point

estimate of a parameter and the actual value of the parameter.

Example 5

Suppose that 100 samples of water from a fresh water lake are taken and the calcium

concentration (milligrams per liter) is measured. The average is 0.66 mg/l and the

standard deviation is 0.049 mg/l. Construct 95% confidence interval for the

population mean.

Answer Example 5

n 100,

x 0.66, s 0.049

1 0.95 0.05

z / 2 z 0.05 / 2 z 0.025 1.96

x z / 2 s / n

0.66 0.0096

0.6504 0.6696

That is, based on the sample data, a range of the population mean of calcium

concentration from fresh water lake is between 0.6504 and 0.6696.

Theory 3

Sample size determination is closely related to statistical estimation. Quite often, one

asks, how large a sample is necessary to make an accurate estimate ? To determine

the minimum sample size for finding a confidence interval for the mean, the formula

for sample size is derived from the maximum error of estimate formula.

E Z 2

(4.4)

158

Chapter 4: Estimation

E n Z 2

Hence,

Z 2

E

Z 2

n

E

(4.5)

also can be written as x E .

Example 6

A manufacturer is interested in the output voltage of a power supply used in a PC.

Output voltage is assumed to be normally distributed, with standard deviation 1.25V.

How large a sample must be selected if he wants to be 99% confident of finding

whether the true mean differs from the sample mean by 0.3V ?

Answer Example 6

z / 2 z 0.01/ 2 z 0.005 2.5758

z

n /2

2.5758(1.25)

0.3

115.1866

116

159

Chapter 4: Estimation

Theory 4

When 2 is unknown, a logical procedure is replace 2 with the sample variance s.

The random variable Z now becomes T

x

s2 / n

t distribution with n 1 degree of freedom. Hence the formula for mean population is

given by:

s

x t 2 , v

__

(4.6)

Example 7

The comprehensive strength of concrete is being tested by civil engineer. He tests 10

specimens and the obtained data presented in Table 1.

Table 1

2590

2530

2510

2566

2541

2557

2582

2550

2583

2599

Answer Example 7

x 2560 .8, s 28.5455, n 10

1 0.98 0.02

t / 2,v t 0.02 / 2,101 t 0.01,9 2.821

2560 .8 2.82128.5455 /

x t / 2,v s / n

10

2560 .8 25.4648

2535 .3352 2586 .2648

160

Chapter 4: Estimation

That is, based on the sample data, a range of the population mean strength of the

concrete is between 2535 .3352 and 2586 .2648 .

Example 8

A civil engineer is analyzing the compressive strength of concrete. A random sample

of 12 specimens has a mean compressive strength of 3201.33 psi and a standard

deviation of 900 psi. Construct a 95% confidence interval for the mean compressive

strength.

Answer Example 8

x 3201 .33, s 900, n 12

1 0.95 0.05

t / 2,v t0.05 / 2,121 t0.025,11 2.201

x t / 2,v s / n

3201.33 2.201 90 / 12

3201.33 57.1837

That is, based on the 12 sample, we are 95% confident that the mean compressive

strength is between 3144.1463 and 3258.5137 psi.

Exercise 4.4

Objective Questions

1.

(a)

If all possible samples are taken and confidence interval estimates are

developed, 95% of them would include the true population mean

somewhere within their interval.

(b)

You have 95% confidence that you have selected a sample whose

interval does include the population mean.

(c)

b is true

(d)

161

Chapter 4: Estimation

2.

(a)

(b)

(c)

confidence interval.

(d)

estimated.

3.

unchanged, an increase in the sample size will lead to ________interval.

4.

(a)

a narrower.

(b)

a wider.

(c)

the same.

(d)

a less significant.

Other things being equal, as the confidence level for a confidence interval

increase, the width of the interval increases.

5.

(a)

True.

(b)

False.

mean when

(a)

greater than 30.

(b)

greater than 30.

(c)

small.

(d)

small.

162

Chapter 4: Estimation

Subjective Questions

6.

previous experience with this process the standard deviation of yield is known

to be 3. He would like to be 99% confident that the estimate should be

accurate within yield with the value of one.

(a)

(b)

(c)

If it was found that the sample mean is 10, find a 99% confidence

interval for the mean yield.

7.

is interested to estimate the true mean of the inflator. Measurements on 20

inflators yielded an average value 2.02 cm and a standard deviation of 0.05.

Find a 98% confidence interval of the true mean.

8.

Suppose that in question 7 exercise 4.4 the sample size has been increased

from 20 to 50 inflators. Given that other measurements are still the same. Is

there any change for the confidence interval of the true mean ? If the answer is

yes, find the new confidence interval of the true mean.

9.

being studied. Past experience has indicated that the standard deviation of

breaking strength is 3.1 psi. A random sample of nine specimens is tested, and

the average breaking strength is found to be 99.4 psi. Find a 95% confidence

interval of the mean breaking strength.

10.

A research engineer for a tire manufacturer is investigated tire life for new

rubber compound. Sample of 18 tires had been tested to end-of-life in a road

test and their average is 63,559 kilometers and standard deviation is 2,275

kilometers. Find a 99% confidence interval of the mean life tire.

163

Chapter 4: Estimation

11.

The college president asks the statistics teacher to estimate the average age of

the students at their college. How large a sample is necessary ? The statistics

teacher would like to be 99% confident that the estimate should be accurate

within one year. From a previous study, the standard deviation of the ages is

known to be 3 years.

12.

that full-time food-service workers use per year. A pilot study found the

standard deviation to be 2.5 days. How large a sample must be selected if the

company wants to be 95% confident of getting an interval that contains the

true mean with a maximum error of one day ?

13.

A restaurant owner wishes to find the 99% confidence interval of the true

mean cost of a dry martini. How large should the sample be if she wishes to

be accurate within RM0.10 ? A previous study showed that the standard

deviation of the price was RM0.12.

14.

How large a sample must she select if she desires to be 90% confident that the

true mean is within six ounces of the sample mean ? The standard deviation of

the birth weights is known to be eight ounces.

15.

Find the sample size needed to estimate the population mean to within one

fifth of a standard deviation with 99% confidence level.

Objective Questions

1.

2.

3.

4.

5.

164

Chapter 4: Estimation

Subjective Questions

6.

(a)

7.

(b)

60

(c)

(9,11)

(1.9916, 2.0484)

8.

(2.0036, 2.0364)

9.

(97.3747, 101.4253)

10.

(62,005.0268, 65,112.9732)

11.

60

12.

25

13.

10

14.

15.

167

Theory 5

In the previous chapter we already know that the mean sampling distribution of

12 2 2

.

X 1 X 2 is given by X 1 X 2 ~ N 1 2 ,

n1

n2

In the same way as confidence interval for population mean, we obtained the formula

for confidence interval for the difference between two means. Hence the confidence

interval in general form given by :

2

2

2

2

x1 x2 z / 2 1 2 1 2 x1 x2 z / 2 1 2

n1

n2

n1

n2

(4.7)

2 2

1

2

n1

n2

x1 x2 z / 2

or

(4.8)

We also decide whether to use the Z distribution or t distribution by using the same

principle.

If the sample size is large ( n 30 ) or known, we will use the Z

distribution.

If the sample size is small ( n 30 ) and unknown, we will use the t

distribution.

165

Chapter 4: Estimation

In other words, we only use the t distribution when the sample size is small ( n 30 )

and unknown, for other conditions we will use the Z distribution.

Z distribution case

When the value of is known, we will use (4.8) formula, but when is unknown

we simply substitute with the sample standard deviation, s. Thus from (4.8)

formula, we will obtained:

s2 s 2

1

2

n1 n2

x1 x2 z / 2

(4.9)

t distribution case

The general formula that will be used when we choose t distribution is given by :

s2 s 2

1

2

n1 n2

x1 x2 t / 2,v

(4.10)

Whereby, v n1 n2 2

We already know that the n1 30 , n2 30 and the value of 1 and 2 are unknown.

When we use t distribution, we need to take note on both sample size and the

information on the population standard deviations. The different information on these

will make the (4.10) formula varies. It can be summarize as follows:

Case (i) : n1 n2 , 21 2 2

Since n1 n2 , we can represent both sample size as n . So, n1 n2 n . From (4.10)

formula, we will obtained:

s2 s 2

1

2

n

n

x1 x2 t / 2,v

(4.11)

With v n1 n2 2 .

Or it can be simplify as :

1 2

2

s1 s 2

n

x1 x2 t / 2,v

166

(4.12)

Chapter 4: Estimation

With v 2n 2

Case (ii) : n1 n2 , 21 2 2

Since 21 2 2 , we can substitute both sample variances with pooled estimated

variance, S p2 . So, s 21 s 2 2 S p2 . From (4.10) formula, we will obtained :

S p2 S p2

x1 x2 t / 2,v

n

n

x1 x2 t / 2,v

Thus,

S p2

n

With v n n 2

Or it can be simplify as :

2

x1 x2 t / 2,v S p

(4.13)

With v 2n 2

S p is a pooled estimate of the variance, which given by :

S P2

n1 n2 2

Case (iii) : n1 n2 , 21 2 2

Since 21 2 2 , we can substitute both sample variances with pooled estimated

variance, S p2 . So, s 21 s 2 2 S p2 . From (4.9) formula, we will obtained :

S p2 S p2

x1 x2 t / 2,v

n1 n2

Or it can be simplify as :

167

(4.14)

Chapter 4: Estimation

1

1

n1 n2

x1 x2 t / 2,v S p

(4.15)

With v n1 n2 2

Case (iv) : n1 n2 , 21 2 2

To construct the confidence interval we still use the general formula in (4.10) :

s2 s 2

x1 x2 t / 2,v 1 2

n1 n2

degree of freedom :

2

s12 s22

n n2

v 12

2

s12

s22

n

1 n2

n1 1 n2 1

Example 9

A consumer organization collected data on two types of automobile batteries, A and

B. Both populations are normally distributed with standard deviations of 1.29 for

batteries A and 0.88 for batteries B. The summary statistics for 40 observations of

each type yielding average mean of 32.25 hours and 29.81 hours for batteries A and

batteries B respectively. Construct 90% confidence interval for difference between

means life hours for batteries A and batteries B.

Answer Example 9

A 1.29, B 0.88,

n A n B 40

x A 32.25,

x B 29.81

168

Chapter 4: Estimation

By using (4.8) formula :

2

2

x A xB z / 2 A B

nA

nB

1.29 2 0.882

40

40

2.44 0.4061

2.0339 A B 2.8461

We are 90% confident that the difference between means life hours for batteries A

and batteries B is between 2.0339 and 2.8461 hours.

Example 10

The diameter of steel rods manufactured on two different extrusion machines is being

investigated. Two random samples of size n1 15 and n2 15 are selected, and the

sample means are 8.69cm and 8.51cm and sample variances are 0.30 and 0.44,

respectively from Machine 1 and Machine 2. Construct 95% confidence interval for

difference between means diameter of steel rods manufactured by Machine 1 and

Machine 2.

Answer Example 10

s 21 0.30, s 2 2 0.44,

n1 15, n2 15

x1 8.69,

x2 8.51

n1 n2 so this is case (i) for t-distribution, will use (4.11) formula

1 2

2

s1 s 2

n

x1 x2 t / 2,v

With v 2n 2 then, v 2(15) 2 28

169

Chapter 4: Estimation

Substitute in (4.11) formula :

1

0.30 0.44

15

0.18 0.4548

0.2748 1 2 0.6348

We are 90% confident that the difference between -0.2748 cm and 0.6348 cm.

Example 11

Reconsider the study on means diameter of steel rods in Example 10. If it is given

that the population variances are equal for both machines, construct the new

confidence interval for difference between means diameter of steel rods manufactured

by Machine 1 and Machine 2 at the same level of significant.

Answer Example 11

s 21 0.30, s 2 2 0.44,

n1 15, n2 15

x1 8.69,

x2 8.51

Since 21 2 2 this is case (ii) for t-distribution, will use (4.13) formula

2

x1 x1 t / 2,v S p

With v 2n 2 then, v 2(15) 2 28

S P2

n1 1s12 n2 1s22

n1 n2 2

(15 1)0.30 (15 1)0.44

15 15 2

170

Chapter 4: Estimation

0.37

S p 0.6083

Substitute in (4.13) formula :

15

0.18 0.4549

0.2749 1 2 0.6349

We are 90% confident that the difference between means diameter of steel rods

manufactured by Machine 1 and Machine 2 is between -0.2749cm and 0.6349cm.

Example 12

Reconsider the study on means diameter of steel rods in Example 10. If it is given

that the population variances are equal for both machines. Meanwhile the sample size

for Machine 1 has been changed from 15 to 10. Construct the new confidence interval

for difference between means diameter of steel rods manufactured by Machine 1 and

Machine 2 at the same level of significant.

Answer Example 12

s 21 0.30, s 2 2 0.44,

n1 10, n2 15

x1 8.69,

x2 8.51

Since 21 2 2 and n1 n2 , so this is case (iii) for t-distribution, will use (4.15)

formula

x1 x 2 t / 2,v

1

1

S p

n

n

2

1

With v n1 n2 2 , then v 10 15 2

171

Chapter 4: Estimation

S P2

n1 1s12 n2 1s22

n1 n2 2

(10 1)0.30 (15 1)0.44

10 15 2

= 0.3852

S p 0.6206

Substitute in (4.15) formula :

15

0.18 0.4689

0.2889 1 2 0.6489

We are 90% confident that the difference between means diameter of steel rods

manufactured by Machine 1 and Machine 2 is between -0.2889 cm and 0.6489 cm.

Example 13

Reconsider the study on means diameter of steel rods in Example 10. If it is given

that the population variances are not equal for both machines. Meanwhile the sample

size for Machine 1 has been changed from 15 to 10. Construct the new confidence

interval for difference between means diameter of steel rods manufactured by

Machine 1 and Machine 2 at the same level of significant.

Answer Example 13

s 21 0.30, s 2 2 0.44,

n1 10, n2 15

x1 8.69,

x2 8.51

Since 21 2 2 and n1 n2 , so this is case (iv) for t-distribution, will use (4.10)

formula

172

Chapter 4: Estimation

s2 s 2

x1 x1 t / 2,v 1 2

n1 n2

Whereby,

2

1

n1 s 22 n 2

s 2 n

n1

2 2

n1 1

n2 1

2

1

0.30 10 2 0.44 152

10 1

15 1

21.7793

22

Substitute in (4.10) formula :

0.30 0.44

10

15

0.18 0.4986

0.3186 1 2 0.6786

We are 90% confident that the difference between means diameter of steel rods

manufactured by Machine 1 and Machine 2 is between -0.3186cm and 0.6786cm.

Exercise 4.5

1.

For the following problems, define whether the population standard deviations

are known or unknown. Then, choose the appropriate distribution in order to

construct the confidence interval for the difference in mean.

(a)

aircrew escape systems are being studied. It is known that both

propellants have approximately the same standard deviation of burning

rate; that is 4cm/second. Two random samples 25 specimens are tested

for both propellants.

(b)

noise. The number of periods was measured in a sample of 100 trains

173

Chapter 4: Estimation

for each of two different levels of noise voltage, 100mV and 200mV.

For 100mV, the mean number of periods in a train was 7.9 with

variance of 4.7. Meanwhile, for 200mV, the mean number of periods

in a train was 6.5 with variance of 5.1

(c)

measurements are normally made on each batch, and from past

experience the process has indicated that the variability in the process

is fairly stable with standard deviation of 17. Random sample of 15 are

taken to find their viscosity measurements. A process change is made

which involves switching the catalyst used in the process. Following

the process change, 20 batch viscosity measurements are taken.

Assume the process variability is unaffected by the catalyst change.

(d)

The overall distance traveled by a golf ball is tested by hitting the ball

with Iron Byron, a mechanical golfer with a swing that is said emulate

the legendry champion, Byron Nelson. 10 Randomly selected balls of

two different brands are tested and the overall distance measured. The

obtained data presented in Table 2.

Table 2

Brand A

275

286

287

260

277

273

269

282

281

275

Brand B

258

245

275

270

266

274

269

266

273

273

(e)

enroll in IT courses in the future. He randomly selected fourth, fifth

and sixth graders and recorded how many IT courses they intend to

take. The obtained information presented in Table 3.

Table 3

n

Mean

Standard deviation

Males

190

2.82

1.41

Females

220

2.42

1.30

174

Chapter 4: Estimation

2.

Refer to question 1(e) Exercise 5.5, given that the sample size for both male

and female have been reduced to 21. Construct a 90% confidence interval for

the difference between males and females in mean number of IT courses

planned to be taken in future.

3.

weight loss. 7 volunteers have participate and their weight (in kilograms)

before and after the participation in the program is shown in the Table 4:

Table 4

Individual

Before

60

71

63

59

75

70

68

After

57

69

56

51

72

66

62

Construct a 98% confidence interval for the difference weight before and after

the program.

4.

tasks has been studied. 40 expert programmers, who familiar in both

languages, are asked to code a standard function in both languages, and the

time (in seconds) is recorded. For the Design Language 1, the mean time is

255s with standard deviation of 26s and for the Design Language 2, the mean

time is 319s with standard deviation of 17s. Construct a 95% confidence

interval for the difference in mean coding times between Design Language 1

and Design Language 2.

5.

manufacturer. The Breaking strength of this plastic has been studied. It is

known that both types have the same standard deviation. The obtained

information from a random sample presented in Table 5.

175

Chapter 4: Estimation

Table 5

Sample Size

Mean

Variance

Type 1

13

173.5

3.7

Type 2

13

160.9

2.9

strength of the two types of plastics.

6.

melting 50 samples alloy Type I and 60 samples alloy Type II. The sample

mean and standard deviation for alloy Type I was 139 C and 27 C , while for

alloy Type II was 155 C and 31 C respectively. Construct a confidence

interval estimate for the difference in mean melting point for the two type

alloys at significant level 0.02.

7.

The deflection temperature under load for two different types of plastic pipe is

normally distributed with standard deviation of 16 C for Type A pipe and

21 C for Type B pipe. Two random samples of 13 pipe specimens from both

pipe types are tested and their means deflection temperatures are 125 C and

97 C respectively for Type A pipe and Type B pipe. Find a 99% confidence

interval for the difference in mean deflection temperatures between the two

types of pipe.

8.

A chemical engineer wish to know the difference mean yield between two

catalysts that have been used in a certain chemical process. Table 6 shows

data of yields from his experiment result.

Table 6

Catalyst X

80

88

76

83

85

85

81

79

75

Catalyst Y

77

85

81

76

81

74

79

80

83

176

Chapter 4: Estimation

Find a 99% confidence interval for the difference between the means yield

between two catalysts.

9.

treating back pain. Comparison study has been conducted by giving 9

volunteers a treatment a using magnets and the pain was measured before and

after treatment. Pain was measured using the visual analog scale. Before the

treatment the mean pain is 12.4 with a standard deviation of 2.1. Meanwhile

after the treatment the mean pain is 9.5 with a standard deviation of 2.8. Find

a 98% confidence interval for the difference between mean pain before and

after the treatment. Assume the population variances for before and after the

treatment are equal.

10.

A study to see the difference between BMI of men and women was

conducted. A random sample of 11 men yielding average BMI of 28.9 and

standard deviation of 6.4. A random sample of 13 women yielding average

BMI of 26.1 and standard deviation of 4. Find a 99% confidence interval for

the difference between mean BMI for men and women.

1.

(a)

known, Z distribution

(b)

unknown, t distribution

(c)

known, Z distribution

(d)

unknown, t distribution

(e)

unknown, Z distribution

2.

(-0.3048, 1.1048)

3.

(-5.1154, 14.544)

4.

(-73.627, -54.373)

5.

(10.6071, 14.5929)

6.

(-28.8678, -3.1323)

7.

(46.8607, 9.1393)

8.

(-3.6243, 7.1791)

9.

(-0.1135, 5.914)

10.

(-3.6505, 9.2505)

177

Chapter 4: Estimation

Theory 6

If s 2 is the sample variance from a random sample of n observations from a normal

distribution with unknown population variance 2 , a confidence interval on 2 is

given as :

(n 1) s 2

2 / 2,v

(n 1) s 2

(4.16)

12 / 2,v

Whereby 2 / 2,v and 12 / 2,v are the upper and lower 100 / 2 percentage points of the

chi-square distribution with v n 1 degree of freedom, respectively.

5.6.2 Confidence Interval for Ratio of Two Population Variances

Theory 7

If s12 and s 22 are the sample variances from a random samples of n 1 and n 2

respectively, from two independent normal populations with unknown population

variances 12 and 22 , a confidence interval on the ratio

1 s12

s12

1

f / 2 ,v 2 ,v1

s22 f / 2,v1,v 2 22 s22

2

is given as :

22

1

1

f / 2 ,v1,v 2

(4.17)

178

Chapter 4: Estimation

Example 14

The life hours of a heating element used in a furnace is known to be approximately

normally distributed. A random sample of 11 heating elements Type A is selected and

found to have sample standard deviation of 9.7 hours. Meanwhile a random sample of

13 heating elements Type B is selected and found to have sample standard deviation

of 11.4 hours. Construct a 95% confidence interval for the ratio population variances

A2

.

B2

Answer Example 14

n A 11, s A2 9.7 2

v A n A 1 11 1 10

v B nB 1 13 1 12

0.05, / 2 0.025

f / 2,vB,vA f 0.025,12,10 3.62

1

f / 2,vA,vB

1

f 0.025,10,12

1

3.37

1 s A2

s A2

1

f / 2,vB ,vA

sB2 f / 2,vA,vB 22 sB2

2

12 9.7 2

1

3.62

11.4 2 3.37 22 11.4 2

9.7 2

2

0.2148 2 2.6209

2

1

2.6209.

179

A2

is between 0.2148 and

B2

Chapter 4: Estimation

Example 15

A polymer is manufactured in a batch chemical process. A random sample of 9

viscosity measurements yielding standard deviation of 19. Following the process

change, 8 batch viscosity measurements yielding standard deviation of 16. Construct

a 98% confidence interval for the ratio population variances

12

.

22

Answer Example 15

n1 9, s`21 19 2

n2 8, s`22 16 2

v1 n1 1 9 1 8

v2 n2 1 8 1 7

0.02, / 2 0.01

f / 2,v 2,v1 f 0.01,7,8 6.18

1

f / 2,v1,v 2

1

f 0.01,8,7

1

6.84

1 s12

s12

1

f / 2 , v 2 ,v 1

s22 f / 2,v1,v 2 22 s22

2

19 2 1 12 19 2

6.18

16 2 6.84 22 16 2

0.2062

2

8.7148

22

1

8.7148

180

A2

is between 0.2062 and

B2

Chapter 4: Estimation

Exercise 4.6

1.

in 25 randomly selected parts. The sample standard deviation of 4.8

milligrams. Construct 90% confidence interval for the population variance.

2.

and the hole diameter is measured. The sample variance of the holes diameter

measured is 0.01 millimeters. Construct 95% confidence interval for the

population variance.

3.

amount of current required to achieve a particular brightness level. A sample

of 20 tubes results in variance of 16.9. Find the 98% confidence interval for

the population variance.

4.

polyunsaturated fatty acid (in percentage). A sample of 12 packages resulted

in standard deviation of 1.8. Find the 99% confidence interval for the

population variance.

5.

into a chamber where it mixed with carbonated water. A random sample of 30

beverages was found to have a variance of 0.058 fluid milliliters. Construct a

90% confidence interval for the population variance.

6.

crankshaft after 45,000 km is of interest because it is likely to have an impact

warranty claims. A ransom sample of 10 shafts is tested and obtained a

standard deviation of 0.75. Construct a 95% confidence interval for the

population standard deviation.

181

Chapter 4: Estimation

7.

confidence interval for the ratio population variances,

8.

2

Before

2

After

particular element in this material is important. The standard deviation of

concentration in a random sample of 8 batches produced by Company A is 3.9

grams per liter, while for Company B, a random sample of 11 batches yields

4.7 grams per liter. Construct a 90% confidence interval for the ratio

population variances

9.

A2

B2

A fuel-economy study was conducted for two local automobiles, X and Y. One

vehicle of each brand was selected, and the mileage performance was

observed for 9 tanks of fuel in each car. From the study it was found that X

has a variance of 0.41 liter and Y has a variance of 0.34 liter. Construct a 95%

confidence interval for the ratio population variances.

10.

Table 7 shows the data of waiting times (in minutes) of customers at ABC

Bank and XYZ Bank. Construct a 90% confidence interval for the ratio

population variances.

Table 7

ABC Bank

6.1

5.8

7.0

6.4

6.9

7.3

XYZ Bank

6.8

5.4

7.4

7.1

6.6

6.0

182

6.5

Chapter 4: Estimation

11.

4.5. Construct a 90% confidence interval for the ratio population variances,

2

Type

1

2

Type

2

12.

Consider the deflection temperature under load for two different types of

plastic pipe described in question 6 Exercise 4.5. Compute a 98% confidence

interval for the ratio population variances,

13.

2

TypeA

2

Type

B

confidence interval for the ratio population variances,

14.

X2

Y2

back pain described in question 9 Exercise 4.5. Compute a 90% confidence

interval for the ratio population standard deviation,

15.

Before

After

Consider the study to see the difference between BMI of men and women in

question 10 Exercise 4.5. Compute a 90% confidence interval for the ratio

population variances,

2

Male

2

Female

1.

(15.1850, 39.9307)

2.

(0.006343, 0.0181)

3.

(8.8724, 42.0673)

4.

(1.3320, 13.6919)

5.

(0.0395, 0.0950)

6.

(0.5158, 1.3693)

7.

(0.0741, 5.3164)

8.

(0.2193, 2.5063)

183

Chapter 4: Estimation

9.

(0.2722, 5.3421)

10.

(0.1037, 2.253)

11.

(0.6051, 4.3788)

12.

(0.1686, 4.9384)

13.

(0.3519, 5.5311)

14.

(0.1635, 1.935)

15.

(0.9309, 7.4496)

EXERCISE CHAPTER 4

1.

A major truck stop has kept extensive records on various transactions with its

customers. If a random sample of 18 of these records shows average sales of

63.84 gallons of diesel fuel with a standard deviation of 2.75 gallons,

construct a 99% confidence intervals for the mean of the population sampled.

2.

home for the past several years. Find the 95% confidence interval for the

mean of fires started by candles at home each year as in Table 8.

Table 8

5460

3.

5900

6090

6310

7160

8440

9930

A lathe is set to cut steel bars and considered to be in perfect adjustment if the

average length of the bars it cuts is 7 centimeters. A sample of 31 bars is

selected randomly, and the lengths are measured. It is determined that the

average length of the bars in the sample is 7.055 centimeters with a standard

deviation of 0.35 centimeters. Find a 97% confidence interval that the average

length of the bars is in perfect adjustment.

4.

patients were treated in the emergency room (ER) per day. The standard

deviation of the population is four. Find the 99% confidence interval of the

mean number of ER patients treated each day at the hospital.

184

Chapter 4: Estimation

5.

To find an interval estimate of the number of miles a certain brand tires will

last before tread depth falls below minimal safety threshold, a manufacturer

tests 50 tires under various operating conditions. The recorded data yield the

estimates x 32,460 miles and s 3106 . Find an 80% confidence interval

for the mean number of miles.

6.

random sample of 10 rods was selected, and diameter was measured. The

resulting data in millimeter is shown in Table 9.

Table 9

8.23

8.30

8.27

8.22

8.29

8.39

8.21

8.38

8.35

8.37

7.

distribution. 25 samples of blended cement for water proofing application

were selected randomly and have a mean of 1.17 cm and a standard deviation

of 0.32 cm.

(a)

(b)

cement for waterproofing application.

(c)

cement for waterproofing application.

(d)

Is there any difference between the result in question (b) and (c)?

Why ?

8.

14 mice in Group A and 11 mice in Group B received the same challenge dose

185

Chapter 4: Estimation

of bacteria and were then observed daily. If the population variances of both

group are not equal, find the 99% confidence interval for the difference

between the average days of 2 groups of mice that infected by the dose of

bacteria.

Table 10

Mouse

Group

9.

2, 2, 3, 3, 3, 3, 4, 4, 5, 6, 7, 7, 8, 9

1, 1, 2, 2, 2, 2, 3, 3, 3, 4, 5

respectively, the first was given a new type of sleeping pill and the second

was given a conventional type. The mean number of hours of sleep for

patients in group A was 7.82 with a standard deviation of 0.24h. While the

mean number of hours of sleep for patients in group B was 6.75 with a

standard deviation of 0.30h. Find 95% confidence limits for the difference in

the mean number of hours of sleep induced by the two types of sleeping pills.

10.

A sample of 14 cans of Brand I diet soda gave the mean number of calories of

23 per can with a standard deviation of 3 calories. Another sample of 16 cans

of Brand II diet soda gave the mean number of calories of 25 per can with a

standard deviation of 4 calories. Assume that the calories per can of diet soda

are normally distributed for each of the two brands and that the standard

deviations for the two populations are equal. Find the 99% confidence interval

for 1 2 .

11.

Sample data are listed below, with all weights given in kilograms.

Pre training : 99 57 62 69 74 77 59 92 70 85 84

186

Chapter 4: Estimation

Post training : 94 57 62 69 66 76 58 88 70 84 83

Construct a 95% confidence interval for the difference between the weights in

pre training and the weights in post training by assuming 12 22 .

12.

Twelve randomly selected mature Jati trees of one variety have a mean height

of 13.8 feet with a standard deviation of 1.2 feet, and 15 randomly selected

mature Jati trees of another variety have a mean height of 12.9 feet with a

standard deviation of 1.5 feet. Assuming that the random samples were

selected from normal population with equal variances, construct a 95%

confidence interval for the difference between the true average height of the

two kinds of Jati trees.

13.

for the standard deviation population.

14.

A medical researcher wants to determine whether male pulse rates vary more

or less than female pulse rates. The statistics that he found from his research

can be summarized as shows in Table 11:

Table 11

Male

Female

Number of samples : 7

Number of samples : 9

Mean : 69.4

Mean : 76.3

(a)

(b)

male and female.

15.

the Publician Bank, where customers enter a single waiting line and where

187

Chapter 4: Estimation

customers may enter any one of three different lines that have formed at three

teller windows.

Table 12

Single-line

system

Multiple-line

system

(a)

6.5

6.6

6.7

6.8

7.1

7.3

7.4

7.7

7.7

7.7

4.2

5.4

5.8

6.2

6.7

7.7

7.7

8.5

9.3

10.0

single waiting line.

(b)

enter any one of three different lines.

(c)

multiple-line system? Why?

16.

standard deviation of 0.5 mg. Eight alloy of Brand B had an average

magnesium content of 2.7 mg with a standard deviation of 0.7 mg. Assuming

that the two sets of data are independent random samples from normal

populations with equal variances.

(a)

of Brand A.

(b)

17.

distribution. 25 samples of blended cement for water proofing application

were selected randomly and have a mean of 1.17 cm and a standard deviation

of 0.32 cm.

(a)

(b)

188

Chapter 4: Estimation

(c)

cement for waterproofing application.

18.

Malaysia is given in Table 13.

23

45

Table 13

10

18

16

29

18

20

39

38

33

(a)

(b)

farms.

19.

Two groups of students are given a problem-solving test, and the results are

shown in Table 14. Construct the 95% confidence interval for the ratio of the

standard deviation for the two groups,

1

.

2

Table 14

Group 1 (Finance Major)

Group 2 (Management Major)

Sample size

Variance

20.

13

15.9

11.4

A study was performed to determine whether men and women differ in their

repeatability in assembling components on printed circuit boards. Two

samples of 15 men and 17 women were selected, and each subject assembled

the units. The two sample standard deviations of assembly time were 1.21

minutes and 1.35 minutes.

(a)

(b)

189

Chapter 4: Estimation

m2 en

times for men and women, 2

.

wom en

ANSWER EXERCISE CHAPTER 4

1.

(61.9616, 65.7184)

2.

(5552.120, 8530.735)

3.

(6.9186, 7.1914)

4.

(36.5104, 39.4895)

5.

(31897, 33023)

6.

(8.240, 8.362)

7.

(a)

0.12544

(b)

(0.990992, 1.349008)

(c)

(1.060496, 1.279504)

(d)

Yes.

8.

(0.1428, 4.1948)

9.

(0.9812, 1.1588)

10.

(-5.6104, 1.6104)

11.

(-9.7404, 13.5586)

12.

(-0.198, 1.998)

13.

(a)

(b)

(44.3625, 16.9966)

14.

(0.1757, 4.5764)

15.

(a)

(0.329, 0.870)

(b)

(1.253, 3.326)

(c)

(7.2817, 24.8868)

16.

(a)

(0.308, 1.139)

(b)

17.

(a)

0.12544

(b)

(0.99092, 1.349008)

(c)

(0.99092, 1.349008)

18.

(a)

139.4242

(b)

(77.950, 335.228)

19.

(0.576, 2.213)

20.

(a)

(b)

(0.2398, 2.4663)

(0.2242, 1.0289)

190

(-0.33, 1.130)

Chapter 4: Estimation

SUMMARY CHAPTER 4

Confidence Interval for Single Mean

Z 2

Maximum error : E Z 2

, Sample size : n

n

E

(a)

(b)

(i)

is known : x z / 2 / n x z / 2 / n

(ii)

is unknown : x z / 2 s / n x z / 2 s / n

x t 2,v s / n x t 2,v s / n

; v n 1

(a)

(b)

Z distribution case

(i)

2 2

is known : x1 x2 z / 2 1 2

n1

n2

(ii)

s2 s 2

is unknown : x1 x2 z / 2 1 2

n1

n2

t distribution case

1 2

2

s1 s 2

n

(i)

n1 n 2 , 12 22 :

x1 x2 t / 2,v

(ii)

n1 n 2 , 12 22 :

x1 x2 t / 2,v S p

S P2

(iii)

; v 2n 2

2

; v 2n 2

n1 n2 2

1

1

n1 n 2 , 12 22 : x1 x 2 t / 2,v S p

; v n1 n2 2

n1 n2

191

Chapter 4: Estimation

S P2

n1 n2 2

2

(iv)

s2 s 2

n1 n 2 , 12 22 : x1 x2 t / 2,v 1 2 ,

n1 n2

(n 1) s 2

2 / 2,v

(n 1) s 2

12 / 2,v

; v n 1

1 s12

s12

1

s22 f / 2,v1,v 2 22 s22

2

192

s12 s22

n n2

v 12

2

s12

s22

n1 n2

n1 1 n2 1

Chapter 4: Estimation

193

Chapter 4: Estimation

194

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