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When you have completed this topic, you

should be able to:
• Utilized the sampling distribution to develop a
confidence interval estimate for the mean and
proportion
• Determine sample size necessary to obtain a
desired confidence interval

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1. The interpretation of confidence
interval estimate
2. The confidence interval of the mean
3. Determination of the required
sample size for the mean

Readings
Berenson and Levine (1992) Chapter 10.
Kusnandar (2004) Chapter 5.

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 Berkaitan dengan metode untuk membuat statemen
tentang populasi berdasarkan sampel
 Estimasi Titik: mengestimasi parameter
populasi yang tidak diketahui menggunakan
satu statistik sampel
 Estimasi Interval Konfidensi: mencari
interval yang memuat parameter populasi
untuk probabilitas yang telah ditentukan
 Uji Hipotesa: Menguji hipotesa tentang
parameter populasi yang tidak diketahui

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Ada dua jenis estimasi yaitu:
• Estimasi Titik: mengestimasi parameter populasi
yang tidak diketahui menggunakan satu statistik
sampel
• Estimasi Interval Konfidensi: interval dari
estimasi nilai parameter populasi yang benar
dengan tingkat kepercayaan atau probabilitas
terspesifikasi

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 accurate but
accurate and
not precise
precise

precise but not accurate,

not accurate not precise

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 Bias (ˆ)  E (ˆ)  
 Bias mengukur keakuratan estimator
 Estimator dengan bias sama dengan nol
disebut estimator tak bias



Var (ˆ)  E  ˆ  E (ˆ) 


2

 Variansi mengukur keberhagaan estimator

 Standard deviasi dari estimator disebut standar
eror estimator
 Variansi semakin kecil, estimator semakin
berharga
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Unbiased estimator

ˆ2 Biased estimator

Unbiased ˆ3

ˆ1

 ˆ

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 Untuk memilih antara kesemua estimator baik bias
maupun unbiased, cari nilai yang meminimalkan
ukuran kombinasi bias dan variansi

MSE (ˆ)  E ˆ  

2


 
 Var (ˆ)  Bias (ˆ)
2

 MSE = expected squared error loss function

 Estimator yang ‘baik’ adalah yang memiliki bias
kecil (akurat) dan variansi kecil (precise)

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 0,95
x1 x2 x3
a 0.0 1.0 2.0
-4.0 -3.0 -2.0 -1.0 b 6.0 7.0 8.0
 3.0 4.0 5.0

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Untuk mengestimasi mean populasi (), anggap saja
kita mengambil sampel berukuran n dari populasi
berdistribusi Normal. Sampling distribusi dari mean
sampel akan berdistribusi nornal dengan
mean  x   and standar deviasi  x   .
n
X 
dapat dituliskan transform asi Z 

n
dengan Z ~ N 0,1

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 P 1.96  Z  1.96  0.95
 
0.025
0.95
0.025  X  
P  1.96   1.96   0.95
- 1.96 0 1.96 z   
 n 
   
P X  1.96    X  1.96   0.95
 n n

In general, a 95% confidence interval estimate can

be interpreted to mean that if all possible sample of
the same size n were taken, 95% of the interval would
contain the true population mean, and only 5% of
them would not.

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In a general form, the (1 – a)×100%
confidence interval estimate of the mean with
 known is

X  Za / 2
n
or
 
X  Za / 2    X  Za / 2
n n
where Za/2 is the critical value corresponding to an
area of a/2 in the upper tail of the standardized
normal distribution; n is the sample size

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A manufacture of paper has a production process
that operates continuously throughout an entire
production shift. The paper is expected to have an
average length of 11 inches and the standard
deviation is known to be 0.02 inch. At periodic
intervals, sample are selected to determine
whether the average length is still equal to 11
inches or whether something has gone wrong and
corrective action must be contemplated. A random
sample of 100 sheets has been selected and the
average paper length is found to be 10.997 inches.
Construct 95% and 99% confidence interval
estimate of the population average paper length.
Does a corrective action have to be contemplated?
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 s
X  ta / 2
n
or
1 - a
a a
s s
X  ta / 2    X  ta / 2
2 2

n n -t a 0 t a t

where ta/2 is the critical value corresponding to an

area of a/2 in the upper tail of the t distribution
with n – 1 degrees of freedom; n is the sample size

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A random sample of 10 plywood was taken
from a production process in a plywood
factory. The following is the width
measurement of the each plywood in
centimeters:
122, 121, 122, 123, 120, 122, 124, 122, 121, 123
Construct a 90% confidence interval estimate
for the population mean plywood width.

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Binomial Distribution could be approximated by
the Normal Distribution when both np and n(1 –
p) were at least equal to 5. Hence, the (1 – a)
100% confidence interval estimate for the
population proportion p is as follows:
ps 1  ps 
ps  Za /2
n
or
ps 1  ps  ps 1  ps 
ps  Za /2  p  ps  Za /2
n n
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In a study on people access to
telecommunication facilities, a random
sample of 500 households in a city was
selected. Of this sample, 324 households
have been connected to home telephone
lines. Construct a 95% confidence interval
for the true population proportion of home
phone connection in the city.

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  x  
x  Za / 2 x  Za / 2
n n
Sampling
error

  Za / 2 
2

Maximum sampling error  e  Za / 2 n 

n  e 

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Refer to slide 21, the maximum sampling error in
confidence interval for a proportion is

p s (1  p s ) ( Za / 2 ) 2 p s (1  p s )
e  Za / 2 n
n e2
Note that the maximum value for ps (1 – ps) is 0.25
since 0  ps  1. Hence,
2
(Za / 2 )
n 2
4e

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