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6-1

Stat. Inferensial

Confidence Intervals
6-2

Tipe tipe Estimator

Point Estimate
Hanya sebuah nilai.
Bisa benar bisa salah.
Informasinya sedikit dan tdk dapat dipertanggungjawabkan .

Confidence Interval or Interval Estimate


Terdiri dari beberapa nilai dalam suatu interval.
Dapat dipertanggungjawabkan melalui Interval Konfidensi
( confidence ) atau interval Kepercayaan
6-3

Confidence Interval atau Interval


Estimate
Confidenceinterval
Confidence intervalatau
atauinterval
intervalestimate
estimate adalah
adalah rentang
rentangdari
dari
beberapanilai
beberapa nilaiyang
yangdipercaya
dipercayamerupakan
merupakanbilangan
bilangan yang
yangmencakup
mencakup
nilaiparameter
nilai parameterpopulasi
populasiyang
yangsedang
sedangdipelajari.
dipelajari.

Confidence interval mempunyai dua komponen:


Interval nilai
level of confidence
6-4

Confidence Interval untuk


Jika: diketahui
Jika populasi berdistribusi normal,maka the sampling
distribution of the mean is normal.
Jika sampel cukup besar maka : the sampling distribution is
normal (Central Limit Theorem).
InIneither
eithercase:
case:

P 1.96 x 1.96 0.95


P 1.96 n x 196. 0.95 Standard Normal Distribution: 95% Interval
n nn
0.4

oror
0.3

f(z)
0.2

P x 196
. x 1.96 0.95 0.1

P x 1.96 n x 1.96 n 0.95


n n 0.0
-4 -3 -2 -1 0 1 2 3 4
z
6-5

6-2 Confidence Interval for when


is Known (Continued)
Beforesampling,
Before sampling,there
thereisisaa0.95probab
0.95probability
ilitythat
thatthe
theinterval
interval

1 . 96
1.96 n
n
willinclude
will includethe
thesample
samplemeanmean(and(and5%
5%that
thatititwill
willnot).
not).

Conversely, ,after
Conversely aftersampling,
sampling,approximat
approximately ely95%
95%of ofsuch
suchintervals
intervals

x 1 . 96
x 1.96 n
n
willinclude
will includethe
thepopulation
populationmean
mean(and (and5%
5%ofof them
themwill
willnot).
not).

That is, x 1.96 is a 95% confidence interval for .


That is, x 1.96 nis a 95% confidence interval for .
n
6-6

A 95% Interval around the Population


Mean
Sampling Distribution of the Mean
0.4 Approximately95%
Approximately 95%of ofsample
samplemeans
means
0.3
95% canbe
can beexpected
expectedto tofall
fallwithin
withinthethe
interval 1.96 , 1.96 ..
interval
f(x)

0.2
n n
0.1
2.5% 2.5%
Conversely,about
Conversely, about2.5%
2.5%cancanbe be
0.0
expectedto
tobe
beabove
above 196 and
1.96

n
1.96

n
x
expected .
n
and
2.5%can
2.5% canbebeexpected
expectedto
tobe bebelow
below
x
1.96
n
..
x
2.5% fall below
the interval x
x
x
x 2.5% fall above So5%
So 5%can
canbebe expected
expected
1.96

, to
to
1.fall
fall
96
outside

outside
the interval n n
x
the interval
the interval ..
x
x

95% fall within


the interval
6-7

95% Intervals around the Sample


Mean
0.4
Sampling Distribution of the Mean
Approximately95%
Approximately 95%of ofthe
theintervals
intervals
95% x 1.96 aroundthe
around thesample
samplemean
meancan
canbebe
n
0.3
expected
expected totoinclude
includethe
theactual
actualvalue
valueof
ofthe
the
populationmean,mean,. . (When
(Whenthethesample
sample
f(x)

population
0.2

0.1
2.5% 2.5%
meanfalls
mean fallswithin
withinthe
the95%
95%interval
intervalaround
around
0.0
thepopulation
the populationmean.)
mean.)
x
1.96 1.96
n n
x x x

x **5%
5%of
ofsuch
suchintervals
intervalsaround
aroundthe
thesample
sample
x
meancan
mean canbebeexpected
expectednot
nottotoinclude
includethe
the
x
actualvalue
actual valueof
ofthe
thepopulation
populationmean.
mean.
* x
x
(Whenthe
(When thesample
samplemean
meanfalls
fallsoutside
outsidethe
the
x 95%interval
95% intervalaround
aroundthe
thepopulation
population
x
mean.)
mean.)
x
x
x
x
*
6-8

The 95% Confidence Interval for

95%confidence
95% confidenceinterval untukjika
intervaluntuk jikadiketahui
diketahuidan
dansampel
sampel
berasaldari
berasal daripopulasi
populasinormal
normalatau
atausampel
sampelberukuran
berukuranbesar:
besar:

x 1.96
n
Kuantitas disebut dengan margin of error atau
Kuantitas 1.96 disebut dengan margin of error atau
samplingerror.
error. n
sampling
Contoh : n = 25 A 95% confidence interval:
= 20 20
x 1.96 122 1.96
x = 122 n 25
122 (1.96)(4 )
122 7.84
114.16,129.84
6-9

A (1-)100% Confidence Interval for


z
Definisikan sebagai nilai z yg merupakan cuts off di daerah kanan
2
2
/kiri dibawah kurva standard normal . (1-) disebut dengan confidence
coefficient. disebut sebagai error probability,dan (1-)100% disebut dengnan
confidence level.
S tand ard Norm al Dis trib ution
P z z
0.4
(1 ) 2

0.3 P z z
2


f(z)

0.2
P z z z (1 )

0.1 2 2

2 2
0.0 (1- )100% Confidence Interval:
-5 -4 -3 -2 -1 0 1 2 3 4 5
z Z z
x z
2 2
2 n
6-10

Critical Values of z and Levels of


Confidence

(1 )
z
Stand ard N o rm al Distrib utio n

2 2
0.4
(1 )

0.99 0.005 2.576


0.3

f(z)
0.2

0.98 0.010 2.326 0.1


2 2
0.95 0.025 1.960 0.0
-5 -4 -3 -2 -1 0 1 2 3 4 5

0.90 0.050 1.645 z


2
Z z
2

0.80 0.100 1.282


6-11

The Level of Confidence and the


Width of the Confidence Interval
Whensampling
When samplingfrom
fromthe
thesame
samepopulation,
population,using
usingaafixed
fixedsample
samplesize,
size,the
the
higherthe
higher theconfidence
confidencelevel,
level,the
thewider
widerthe
theconfidence
confidenceinterval.
interval.

St an d ar d N or m al Di s tri b uti o n St an d ar d N or m al Di s tri b uti o n

0.4 0.4

0.3 0.3
f(z)

f(z)
0.2 0.2

0.1 0.1

0.0 0.0
-5 -4 -3 -2 -1 0 1 2 3 4 5 -5 -4 -3 -2 -1 0 1 2 3 4 5
Z Z

80% Confidence Interval: 95% Confidence Interval:



x 128
. x 196
.
n n
6-12

The Sample Size and the Width of the


Confidence Interval
Whensampling
When samplingfrom
fromthe
thesame
samepopulation,
population,using
usingaafixed
fixedconfidence
confidence
level,the
level, thelarger
largerthe
thesample
samplesize,
size,n,
n,the
thenarrower
narrowerthetheconfidence
confidence
interval.
interval.
S am p lin g D is trib utio n o f th e M e an S a m p lin g D is trib utio n o f th e M e an

0 .4 0 .9

0 .8

0 .3 0 .7

0 .6

0 .5

f(x)
f(x)

0 .2
0 .4

0 .3
0 .1
0 .2

0 .1
0 .0 0 .0

x x

95% Confidence Interval: n = 20 95% Confidence Interval: n = 40


6-13

Example 6-1

Population
Population consists
consists of
of the
the Fortune
Fortune 500
500
Companies (Fortune
Companies (Fortune WebWeb Site),
Site), asas ranked
ranked by
by
Revenues. You
Revenues. You are
are trying
trying to
to to
to find
find out
out the
the
average Revenues
average Revenues forfor the
the companies
companies on on the
the list.
list.
The population
The population standard
standard deviation
deviation isis $15,056.37.
$15,056.37.
Arandom
A random sample
sample ofof 30
30 companies
companies obtainsobtains aa
sample mean
sample mean ofof $10,672.87.
$10,672.87. Give Give aa 95%
95% and
and
90% confidence
90% confidence interval
interval for
for the
the average
average
Revenues.
Revenues.
6-14

Example 6-1 (continued) - Using the


Template

Note: The remaining part of the template display is


shown on the next slide.
6-15

Example 6-1 (continued) - Using the


Template

(Sigma)
6-16

Example 6-1 (continued) - Using the


Template when the Sample Data is Known
6-17

6-3 Confidence Interval or Interval Estimate for


When Is Unknown - The t Distribution

Jika deviasi standar populasi , , tak diketahui, gantilah dengan


deviasi standar sampel, s. Asal populasinya berdistribusi normal,
sehingga statistiknya adalah: t X s
n
Dimana distribusi t dengan derajat bebas (n - 1)
Thet tisisaafamily
The familyofofbell-shaped
bell-shapedand andsymmetric
symmetric
Standard normal
distributions,one
distributions, oneforforeach
eachnumber
numberofofdegree
degreeofof
freedom.
freedom. t, df = 20
Theexpected
The expectedvalue
valueofoft tisis0.0.
t, df = 10
Fordfdf>>2,2,the
For thevariance
varianceofof t tisisdf/(df-2).
df/(df-2). This
Thisisis
greaterthan
greater than1,1,but
butapproaches
approaches11asasthe thenumber
number
ofofdegrees
degreesofoffreedom
freedomincreases.
increases. The Thet tisisflatter
flatter
andhas
and hasfatter
fattertails
tailsthan
thandoes
doesthe thestandard
standard
normal.
normal.
Thet tdistribution
The distributionapproaches
approachesaastandard
standardnormal
normal

asasthe
thenumber
numberofofdegrees
degreesofoffreedom
freedomincreases
increases
6-18

The t Distribution Template


6-19

6-3 Confidence Intervals for when


is Unknown- The t Distribution

(1-)100%
AA(1- )100%confidence
confidenceinterval forwhen
intervalfor whenisisnot
notknown
known
(assumingaanormally
(assuming normallydistributed
distributedpopulation):
population):
s
x t
n

2

wheret isisthe
where thevalue
valueofofthe
thettdistribution
distributionwith
withn-1n-1degrees
degreesof
of
2
freedomthat
freedom thatcuts
cutsoff
offaatail
tailarea
areaof
of 2 totoits
itsright.
right.
6-20

The t Distribution
df t0.100 t0.050 t0.025 t0.010 t0.005
--- ----- ----- ------ ------ ------
1 3.078 6.314 12.706 31.821 63.657 t D is trib utio n: d f = 1 0
2 1.886 2.920 4.303 6.965 9.925
3 1.638 2.353 3.182 4.541 5.841 0 .4
4 1.533 2.132 2.776 3.747 4.604
5 1.476 2.015 2.571 3.365 4.032
6 1.440 1.943 2.447 3.143 3.707 0 .3

7 1.415 1.895 2.365 2.998 3.499 Area = 0.10 Area = 0.10


8 1.397 1.860 2.306 2.896 3.355

}
f(t)
0 .2
9 1.383 1.833 2.262 2.821 3.250
10 1.372 1.812 2.228 2.764 3.169
11 1.363 1.796 2.201 2.718 3.106 0 .1
12 1.356 1.782 2.179 2.681 3.055
13 1.350 1.771 2.160 2.650 3.012
14 1.345 1.761 2.145 2.624 2.977 0 .0
15 1.341 1.753 2.131 2.602 2.947 -1.372 0 1.372
-2.228 2.228
16 1.337 1.746 2.120 2.583 2.921

}
t
17 1.333 1.740 2.110 2.567 2.898
18 1.330 1.734 2.101 2.552 2.878
19 1.328 1.729 2.093 2.539 2.861 Area = 0.025 Area = 0.025
20 1.325 1.725 2.086 2.528 2.845
21 1.323 1.721 2.080 2.518 2.831
22
23
1.321
1.319
1.717
1.714
2.074
2.069
2.508
2.500
2.819
2.807 Wheneverisisnot
Whenever notknown
known(and
(andthe
thepopulation
populationisis
24
25
1.318
1.316
1.711
1.708
2.064
2.060
2.492
2.485
2.797
2.787 assumednormal),
assumed normal),thethecorrect
correctdistribution
distributiontotouse
useisis
26
27
1.315
1.314
1.706
1.703
2.056
2.052
2.479
2.473
2.779
2.771 thet tdistribution
the distributionwith
withn-1
n-1degrees
degreesofoffreedom.
freedom.
28
29
1.313
1.311
1.701
1.699
2.048
2.045
2.467
2.462
2.763
2.756 Note,however,
Note, however,that
thatfor
forlarge
largedegrees
degreesof offreedom,
freedom,
30
40
1.310
1.303
1.697
1.684
2.042
2.021
2.457
2.423
2.750
2.704 thet tdistribution
the distributionisisapproximated
approximatedwellwellbybythe
theZZ
60
120
1.296
1.289
1.671
1.658
2.000
1.980
2.390
2.358
2.660
2.617 distribution.
distribution.
1.282 1.645 1.960 2.326 2.576
6-21

Example 6-2

AAstock
stockmarket
marketanalyst
analystwants
wantstotoestimate
estimatethe
theaverage
averagereturn
returnononaacertain
certain
stock. AArandom
stock. randomsample
sampleofof15
15days
daysyields
yieldsananaverage
average(annualized)
(annualized)return
returnofof
andaastandard
and standarddeviation
deviationofofss==3.5%.
3.5%. Assuming
Assumingaanormal
normal
populationof
population ofreturns,
returns,give
giveaa95%
95%confidence
confidenceinterval
intervalfor
forthe
theaverage
averagereturn
return
onthis
on 10
xthis stock.
.37%
stock.
df
---
t0.100
-----
t0.050
-----
t0.025
------
t0.010
------
t0.005
------
The critical value of t for df = (n -1) = (15 -1)
1
.
3.078
.
6.314
.
12.706
.
31.821
.
63.657
. =14 and a right-tail area of 0.025 is:
t 0.025 2.145
. . . . . .
. . . . . .
13 1.350 1.771 2.160 2.650 3.012
14 1.345 1.761 2.145 2.624 2.977 The corresponding confidence interval or
15 1.341 1.753 2.131 2.602 2.947 s
. . . . . .
interval estimate is: x t 0 . 025
.
.
.
.
.
.
.
.
.
.
.
.
n
35
.
10.37 2.145
15
10.37 1.94
8.43,12.31
6-22

Large Sample Confidence Intervals for


the Population Mean

df t0.100 t0.050 t0.025 t0.010 t0.005


--- ----- ----- ------ ------ ------ Whenever is not known (and the population is
1 3.078 6.314 12.706 31.821 63.657
. . . . . . assumed normal), the correct distribution to use is
. . . . . .
. . . . . . the t distribution with n-1 degrees of freedom.
120 1.289 1.658 1.980 2.358 2.617
1.282 1.645 1.960 2.326 2.576 Note, however, that for large degrees of freedom,
the t distribution is approximated well by the Z
distribution.
6-23

Large Sample Confidence Intervals for


the Population Mean
A large - sample (1 - )100% confidence interval for :
s
x z
2 n

Example 6-3: An economist wants to estimate the average amount in checking accounts at banks in a given region. A
random sample of 100 accounts gives x-bar = $357.60 and s = $140.00. Give a 95% confidence interval for , the
average amount in any checking account at a bank in the given region.

s 140.00
x z 0.025 357.60 1.96 357.60 27.44 33016,385
. .04
n 100
6-24

6-4 Large-Sample Confidence Intervals


for the Population Proportion, p

The estimator of the population proportion, p , is the sample proportion, p . If the


sample size is large, p has an approximately normal distribution, with E( p ) = p and
pq
V( p ) = , where q = (1 - p). When the population proportion is unknown, use the
n
estimated value, p , to estimate the standard deviation of p .

For estimating p , a sample is considered large enough when both n p an n q are greater
than 5.
6-25

6-4 Large-Sample Confidence Intervals


for the Population Proportion, p

A large - sample (1 - )100% confidence interval for the population proportion, p :


p q
p z
n
2
where the sample proportion, p, is equal to the number of successes in the sample, x,
divided by the number of trials (the sample size), n, and q = 1 - p.
6-26

Large-Sample Confidence Interval for the


Population Proportion, p (Example 6-4)

AAmarketing
marketingresearch
researchfirm
firmwants
wantstotoestimate
estimatethe
theshare
sharethat
thatforeign
foreigncompanies
companies
haveininthe
have theAmerican
Americanmarket
marketfor forcertain
certainproducts.
products. AArandom
randomsample
sampleofof100
100
consumersisisobtained,
consumers obtained,and
andititisisfound
foundthat
that34
34people
peopleininthe
thesample
sampleare
areusers
users
offoreign-made
of foreign-madeproducts;
products;the
therest
restare
areusers
usersof
ofdomestic
domesticproducts.
products. Give
Giveaa
95%confidence
95% confidenceinterval
intervalfor
forthe
theshare
shareofofforeign
foreignproducts
productsininthis
thismarket.
market.

pq
( 0.34 )( 0.66)
p z 0.34 1.96
2
n 100
0.34 (1.96)( 0.04737 )
0.34 0.0928
0.2472 ,0.4328

Thus,the
Thus, thefirm
firmmay
maybebe95%
95%confident
confidentthat
thatforeign
foreignmanufacturers
manufacturerscontrol
control
anywherefrom
anywhere from24.72%
24.72%toto43.28%
43.28%ofofthe
themarket.
market.
6-27

Large-Sample Confidence Interval for the


Population Proportion, p (Example 6-4)
Using the Template
6-28

Reducing the Width of Confidence


Intervals - The Value of Information
The width of a confidence interval can be reduced only at the
price of:
a lower level of confidence, or
a larger sample.

LowerLevel
Lower Levelof
ofConfidence
Confidence LargerSample
Larger SampleSize
Size

90% Confidence Interval Sample Size, n = 200


pq
(0.34)(0.66) pq
(0.34)(0.66)
p z 0.34 1645
. p z 0.34 196
.
2
n 100 2
n 200
0.34 (1645
. )(0.04737) 0.34 (196
. )(0.03350)
0.34 0.07792 0.34 0.0657
0.2621,0.4197 0.2743,0.4057
6-29

6-5 Confidence Intervals for the Population


Variance: The Chi-Square (2) Distribution

The sample variance, s2, is an unbiased estimator of


the population variance, 2.
Confidence intervals for the population variance
are based on the chi-square (2) distribution.
The chi-square distribution is the probability
distribution of the sum of several independent, squared
standard normal random variables.
The mean of the chi-square distribution is equal to the
degrees of freedom parameter, (E[ 2] = df). The
variance of a chi-square is equal to twice the number of
degrees of freedom, (V[ 2] = 2df).
6-30

The Chi-Square (2) Distribution


C hi-S q uare D is trib utio n: d f=1 0 , d f=3 0 , d f =5 0

The chi-square random variable cannot


be negative, so it is bound by zero on the df = 10
0 .1 0
0 .0 9

left. 0 .0 8
0 .0 7

The chi-square distribution is skewed to


0 .0 6

f ( 2 )
df = 30
0 .0 5

the right. 0 .0 4
0 .0 3 df = 50
0 .0 2

The chi-square distribution approaches a 0 .0 1

normal as the degrees of freedom


0 .0 0
0 50 100

increase. 2

Insampling
In samplingfrom
fromaanormal
normalpopulation,
population, the
therandom
randomvariable: variable:

( n 1
( n 1) s ) s
2
2

2
2

2
2

hasaachi
has chi--square
squaredistribution
distributionwith with(n
(n--1)
1)degrees
degreesof
offreedom.
freedom.
6-31

Values and Probabilities of Chi-Square


Distributions
Area in Right Tail

.995 .990 .975 .950 .900 .100 .050 .025 .010 .005

Area in Left Tail

df .005 .010 .025 .050 .100 .900 .950 .975 .990 .995

1 0.0000393 0.000157 0.000982 0.000393 0.0158 2.71 3.84 5.02 6.63 7.88
2 0.0100 0.0201 0.0506 0.103 0.211 4.61 5.99 7.38 9.21 10.60
3 0.0717 0.115 0.216 0.352 0.584 6.25 7.81 9.35 11.34 12.84
4 0.207 0.297 0.484 0.711 1.06 7.78 9.49 11.14 13.28 14.86
5 0.412 0.554 0.831 1.15 1.61 9.24 11.07 12.83 15.09 16.75
6 0.676 0.872 1.24 1.64 2.20 10.64 12.59 14.45 16.81 18.55
7 0.989 1.24 1.69 2.17 2.83 12.02 14.07 16.01 18.48 20.28
8 1.34 1.65 2.18 2.73 3.49 13.36 15.51 17.53 20.09 21.95
9 1.73 2.09 2.70 3.33 4.17 14.68 16.92 19.02 21.67 23.59
10 2.16 2.56 3.25 3.94 4.87 15.99 18.31 20.48 23.21 25.19
11 2.60 3.05 3.82 4.57 5.58 17.28 19.68 21.92 24.72 26.76
12 3.07 3.57 4.40 5.23 6.30 18.55 21.03 23.34 26.22 28.30
13 3.57 4.11 5.01 5.89 7.04 19.81 22.36 24.74 27.69 29.82
14 4.07 4.66 5.63 6.57 7.79 21.06 23.68 26.12 29.14 31.32
15 4.60 5.23 6.26 7.26 8.55 22.31 25.00 27.49 30.58 32.80
16 5.14 5.81 6.91 7.96 9.31 23.54 26.30 28.85 32.00 34.27
17 5.70 6.41 7.56 8.67 10.09 24.77 27.59 30.19 33.41 35.72
18 6.26 7.01 8.23 9.39 10.86 25.99 28.87 31.53 34.81 37.16
19 6.84 7.63 8.91 10.12 11.65 27.20 30.14 32.85 36.19 38.58
20 7.43 8.26 9.59 10.85 12.44 28.41 31.41 34.17 37.57 40.00
21 8.03 8.90 10.28 11.59 13.24 29.62 32.67 35.48 38.93 41.40
22 8.64 9.54 10.98 12.34 14.04 30.81 33.92 36.78 40.29 42.80
23 9.26 10.20 11.69 13.09 14.85 32.01 35.17 38.08 41.64 44.18
24 9.89 10.86 12.40 13.85 15.66 33.20 36.42 39.36 42.98 45.56
25 10.52 11.52 13.12 14.61 16.47 34.38 37.65 40.65 44.31 46.93
26 11.16 12.20 13.84 15.38 17.29 35.56 38.89 41.92 45.64 48.29
27 11.81 12.88 14.57 16.15 18.11 36.74 40.11 43.19 46.96 49.65
28 12.46 13.56 15.31 16.93 18.94 37.92 41.34 44.46 48.28 50.99
29 13.12 14.26 16.05 17.71 19.77 39.09 42.56 45.72 49.59 52.34
30 13.79 14.95 16.79 18.49 20.60 40.26 43.77 46.98 50.89 53.67
6-32

Template with Values and Probabilities


of Chi-Square Distributions
6-33

Confidence Interval for the Population


Variance
A (1-)100% confidence interval for the population variance * (where the
population is assumed normal) is:

( n 1) s , ( n 1) s
2 2

2 2
2
1
2
2
where is the value of the chi-square distribution with n - 1 degrees of freedom
2 2
that cuts off an area to its right and is the value of the distribution that
2 1
2
cuts off an area of 2 to its left (equivalently, an area of 1 to its right).
2

* *Note:
Note: Because
Becausethe
thechi-square
chi-squaredistribution
distributionisisskewed,
skewed,the
theconfidence
confidenceinterval
intervalfor
forthe
the
populationvariance
population varianceisisnot
notsymmetric
symmetric
6-34

Confidence Interval for the Population


Variance - Example 6-5
Inan
In anautomated
automatedprocess,
process,aamachine
machinefills
fillscans
cansofofcoffee.
coffee. IfIfthe
theaverage
averageamount
amount
filledisisdifferent
filled differentfrom
fromwhat
whatititshould
shouldbe,
be,the
themachine
machinemaymaybe beadjusted
adjustedtoto
correctthe
correct themean.
mean. IfIfthe
thevariance
varianceofofthe
thefilling
fillingprocess
processisistoo
toohigh,
high,however,
however,the the
machineisisout
machine outof
ofcontrol
controland
andneeds
needstotobeberepaired.
repaired. Therefore,
Therefore,fromfromtime
timetoto
timeregular
time regularchecks
checksof ofthe
thevariance
varianceof ofthe
thefilling
fillingprocess
processare
aremade.
made. This
Thisisis
doneby
done byrandomly
randomlysampling
samplingfilled
filledcans,
cans,measuring
measuringtheir
theiramounts,
amounts,and and
computingthe
computing thesample
samplevariance.
variance. AArandom
randomsample
sampleof of30
30cans
cansgives
givesananestimate
estimate
ss2 ==18,540.
2
18,540.Give
Giveaa95%95%confidence
confidenceinterval
intervalfor
forthe
thepopulation variance,2.2.
populationvariance,

( n 1) s2 2 ( n 1) s2 2 ( 30 1)18540 ( 30 1)18540
( n 12 2) s , ,( n 212 ) s ( 30 1)18540 , ,( 30 1)18540 11765 ,33604
11765,33604

1 457
457
. . 16.
16.00
2
2 1 2
2
6-35

Example 6-5 (continued)

Area in Right Tail

df .995 .990 .975 .950 .900 .100 .050 .025 .010 .005
. . . . . . . . . . .
. . . . . . . . . . .
. . . . . . . . . . .
28 12.46 13.56 15.31 16.93 18.94 37.92 41.34 44.46 48.28 50.99
29 13.12 14.26 16.05 17.71 19.77 39.09 42.56 45.72 49.59 52.34
30 13.79 14.95 16.79 18.49 20.60 40.26 43.77 46.98 50.89 53.67

Chi-Square Distribution: df = 29

0.06

0.05
0.95
0.04
f(2 )

0.03

0.02
0.025
0.01 0.025
0.00
0 10 20 30 40 50 60 70
2
20.975 16.05 20.025 4572
.
6-36

Example 6-5 Using the Template

Using Data
6-37

6-6 Sample-Size Determination

Beforedetermining
Before determiningthe
thenecessary
necessarysample
samplesize,
size,three
threequestions
questionsmust
must
beanswered:
be answered:

How
Howclose
closedo
doyou
youwant
wantyour
yoursample
sampleestimate
estimatetotobe
betotothe
theunknown
unknown
parameter? (What
parameter? (Whatisisthe
thedesired
desiredbound,
bound,B?)
B?)
What
Whatdodoyou
youwant
wantthe
thedesired
desiredconfidence
confidencelevel
level(1-)
(1-)totobe
beso
sothat
thatthe
the
distancebetween
distance betweenyour
yourestimate
estimateand
andthe
theparameter
parameterisisless
lessthan
thanor
orequal
equaltoto
B?
B?
What
Whatisisyour
yourestimate
estimateofofthe
thevariance
variance(or
(orstandard
standarddeviation)
deviation)ofofthe
the
populationininquestion?
population question?



Forexample:
For (1-))Confidence
example: AA(1- ConfidenceInterval for:: xxzz
Intervalfor
nn

2

}
2

Bound, B
6-38

Sample Size and Standard Error

Thesample
The samplesize
sizedetermines
determinesthe
thebound
boundofofaastatistic,
statistic,since
sincethe
thestandard
standard
errorof
error ofaastatistic
statisticshrinks
shrinksas
asthe
thesample
samplesize
sizeincreases:
increases:

Sample size = 2n
Standard error
of statistic

Sample size = n
Standard error
of statistic


6-39

Minimum Sample Size: Mean and


Proportion
Minimum required sample size in estimating the population
mean, :
z
2 2

n 2 2
B
Bound of estimate:

B = z
2 n

Minimum required sample size in estimating the population


proportion, p
2
z pq
n 2 2
B
6-40

Sample-Size Determination:
Example 6-6
AAmarketing
marketingresearch
researchfirm
firmwants
wantstotoconduct
conductaasurvey
surveytotoestimate
estimatethe
theaverage
average
amountspent
amount spentononentertainment
entertainmentby byeach
eachperson
personvisiting
visitingaapopular
popularresort.
resort. The
The
peoplewho
people whoplan
planthe
thesurvey
surveywould
wouldlike
liketotodetermine
determinethe
theaverage
averageamount
amountspent
spentbyby
allpeople
all peoplevisiting
visitingthe
theresort
resorttotowithin
within$120,
$120,with
with95%
95%confidence.
confidence. From
Frompastpast
operationof
operation ofthe
theresort,
resort,ananestimate
estimateofofthe
thepopulation
populationstandard
standarddeviation
deviationisis
ss==$400.
$400. What
Whatisisthe
theminimum
minimumrequired
requiredsample
samplesize?
size?

zz
2 2
2 2

nn B
2
2
2

B 2

((11.96
.96)) ((400
400)) 2 2
2 2


120
120 2
2

42 .68443
42.684 43
6-41

Sample-Size for Proportion:


Example 6-7
Themanufacturers
The manufacturersof ofaasports
sportscar
carwant
wanttotoestimate
estimatethe
theproportion
proportionof
ofpeople
peopleininaa
givenincome
given incomebracket
bracketwho
whoare
areinterested
interestedininthe
themodel.
model. The
Thecompany
companywants
wantstoto
knowthe
know thepopulation
populationproportion,
proportion,p,p,totowithin
within0.01
0.01with
with99%
99%confidence.
confidence. Current
Current
companyrecords
company recordsindicate
indicatethat
thatthe
theproportion
proportionppmaymaybebearound
around0.25.
0.25. What
Whatisisthe
the
minimumrequired
minimum requiredsample
samplesize
sizefor
forthis
thissurvey?
survey?
2
z2 pq
zpq
n 22
n B22
B
2 . 22 ( 0.25)( 0.75)
576
2.576 (0.25)(0.75)
010. 22
010
.
124.42
124.42125
125
6-42

6-7 The Templates Optimizing


Population Mean Estimates
6-43

6-7 The Templates Optimizing Population


Proportion Estimates