Intervalos de confianza

Concepto de intervalo de confianza

Se ha realizado una encuesta a 400 personas elegidas al azar
para estimar la proporcin p de votantes de un partido poltico.

p?
Resultado Encuesta
S
No/Otros

220
180

Intervalos de Confianza 2

Introduccin
X B(n, p )

aprox.

X N (np, np(1 p) )

X
p(1 p )
)
p = N ( p,
n
n
p p
N (0,1)
p(1 p )
n

N(0,1)

Intervalos de Confianza 3

N(0,1)
/2

/2

1-
-z/2

z/2

Nivel de CONFIANZA
p p
z / 2 ) = 1
p (1 p)
n
p p
Despejando p de : z / 2
z / 2
p (1 p)
n
P( z / 2

Intervalos de Confianza 4

 z / 2

z / 2

p z / 2

p (1 p )

Confianza

p p
z / 2
p (1 p)
n

p p
z / 2
p (1 p )
n

p p + z / 2

p (1 p )
n

Tamao n
Muestral
Intervalos de Confianza 5

Ejemplo

220
= 0,55
p =
400
0,55 0,45
p 0,55 1,96
400

0,47

0,63

n = 100
n = 400
0,51

0,59
0,67

0,43

n = 100
n = 400
0,49

95 %

0,55

99 %

0,61
Intervalos de Confianza 6

1. Normal: Intervalo para con conocido

X 1 , X 2 ,..., X n N ( , )

X N ( , )
n
X
N (0,1)
/2
/ n
X
z / 2
z / 2
-z/2
/ n

x z / 2
x + z / 2
n
n

N(0,1)
/2

z/2

x z / 2

Intervalos de Confianza 7

2. Normal:Intervalo para con desconocido

X 1, X 2 ,..., X n N ( , )

X N ( , )
n
X
N (0,1)
/ n
/2
X
t n 1
S / n
- t/2
X
t n 1, / 2
t n 1, / 2
S / n
s
s
x t n 1, / 2
x + t n 1, / 2
n
n

tn-1
/2

t/2

x tn1, / 2

s
n

Intervalos de Confianza 8

Distribucin t de Student
Z N (0,1)
V

2
p

Z ,V son independientes

N(0,1)

Z
tp
V/p

-4,00

t4
t2
t1

-3,00

-2,00

-1,00

0,00

1,00

2,00

3,00

4,00

Intervalos de Confianza 9

3. Normal: Intervalo para 2

X 1, X 2 ,..., X n N ( , )
2
2

X
)
n
S
(
1
)

S 2 =
n 1
2
n 1

n
S
(
1
)

2
P( 2 / 2

1 / 2 ) = 1
2

2
n 1
2

(n 1) s 2
(
1
)
n
s

/2
2
/2

12 / 2
2 / 2
2
2

/ 2
1 / 2
n
i =1 ( X i

Intervalos de Confianza 10

EJEMPLO 1. La resistencia a la compresin de 15

probetas de acero elegidas al azar es:
40,15 65,10 49,50 22,40 38,20
60,40 43,40 26,35 31,20 55,60
47,25 73,20 35,90 45,25 52,40

X
t14
S / 15
X
2,98
2,98
S / 15

t14
0,005

0,005

- 2,98

2,98

x = 45,75 s = 14,2
14,2
14,2
45,75 2,98
45,75 + 2,98
15
15
99 % confianza:

34,8 56,7
Intervalos de Confianza 11

2
14

0,005

0,005

0,00

5,00

10,00

15,00

20,00

25,00

30,00

31,3

4,07

(n 1) S 2
2

n 1
2

35,00

14 S 2
2

14
2

14 S 2
P (4,07 2 31,3) = 0,99

14 201,6
14 201,6
s 2 = 201,6
2
31,3
4,07
Confianza 99%: 90,2 2 693,6
Intervalos de Confianza 12

4. Poisson: Intervalo para

X 1, X 2 ,K, X n Poisson ( )
aprox

)
= X N ( ,
n

/2
N(0,1)

-z/2
n

P( z / 2
z / 2 ) = 1
/n
z / 2

N(0,1)
/2

z/2

+ z / 2
n
n
Intervalos de Confianza 13

Tabla 2

,1-
: grados de libertad (g.l.)

EJEMPLO
P(9 19,02) = 0,025

g.l.
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
40
50
60
70
80
90
100
120

0,995
,00004
,01002
,0717
0,207
0,412
0,676
0,989
1,344
1,735
2,156
2,603
3,074
3,565
4,075
4,601
5,142
5,697
6,265
6,844
7,434
8,034
8,643
9,260
9,886
10,520
11,160
11,808
12,461
13,121
13,787
20,707
27,991
35,534
43,275
51,172
59,196
67,328
83,852

0,990
,00016
,0201
0,115
0,297
0,554
0,872
1,239
1,647
2,088
2,558
3,053
3,571
4,107
4,660
5,229
5,812
6,408
7,015
7,633
8,260
8,897
9,542
10,196
10,856
11,524
12,198
12,878
13,565
14,256
14,953
22,164
29,707
37,485
45,442
53,540
61,754
70,065
86,923

0,975
,00098
0,051
0,216
0,484
0,831
1,237
1,690
2,180
2,700
3,247
3,816
4,404
5,009
5,629
6,262
6,908
7,564
8,231
8,907
9,591
10,283
10,982
11,689
12,401
13,120
13,844
14,573
15,308
16,047
16,791
24,433
32,357
40,482
48,758
57,153
65,647
74,222
91,573

0,950
,00393
0,103
0,352
0,711
1,145
1,635
2,167
2,733
3,325
3,940
4,575
5,226
5,892
6,571
7,261
7,962
8,672
9,390
10,117
10,851
11,591
12,338
13,091
13,848
14,611
15,379
16,151
16,928
17,708
18,493
26,509
34,764
43,188
51,739
60,391
69,126
77,929
95,705

0,500
0,455
1,386
2,366
3,357
4,351
5,348
6,346
7,344
8,343
9,342
10,341
11,340
12,340
13,339
14,339
15,338
16,338
17,338
18,338
19,337
20,337
21,337
22,337
23,337
24,337
25,336
26,336
27,336
28,336
29,336
39,335
49,335
59,335
69,334
79,334
89,334
99,334
119,334

0,050
3,841
5,991
7,815
9,488
11,07
12,59
14,07
15,51
16,92
18,31
19,68
21,03
22,36
23,68
25,00
26,30
27,59
28,87
30,14
31,41
32,67
33,92
35,17
36,42
37,65
38,89
40,11
41,34
42,56
43,77
55,76
67,50
79,08
90,53
101,88
113,15
124,34
146,57

0,025
5,024
7,378
9,348
11,14
12,83
14,45
16,01
17,53
19,02
20,48
21,92
23,34
24,74
26,12
27,49
28,85
30,19
31,53
32,85
34,17
35,48
36,78
38,08
39,36
40,65
41,92
43,19
44,46
45,72
46,98
59,34
71,42
83,30
95,02
106,63
118,14
129,56
152,21

0,010
6,635
9,210
11,34
13,28
15,09
16,81
18,48
20,09
21,67
23,21
24,73
26,22
27,69
29,14
30,58
32,00
33,41
34,81
36,19
37,57
38,93
40,29
41,64
42,98
44,31
45,64
46,96
48,28
49,59
50,89
63,69
76,15
88,38
100,43
112,33
124,12
135,81
158,95

0,005
7,879
10,60
12,84
14,86
16,75
18,55
20,28
21,95
23,59
25,19
26,76
28,30
29,82
31,32
32,80
34,27
35,72
37,16
38,58
40,00
41,40
42,80
44,18
45,56
46,93
48,29
49,65
50,99
52,34
53,67
66,77
79,49
91,95
104,21
116,32
128,30
140,17
163,65

Intervalos de Confianza 14

Tabla
t-Student

t,
: grados de libertad (g.l.)

EJEMPLO
P(t9 2,262) = 0,025

g.l
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
40
50
60
70
80
90
100
infinito

0,20
1,376
1,061
0,978
0,941
0,920
0,906
0,896
0,889
0,883
0,879
0,876
0,873
0,870
0,868
0,866
0,865
0,863
0,862
0,861
0,860
0,859
0,858
0,858
0,857
0,856
0,856
0,855
0,855
0,854
0,854
0,851
0,849
0,848
0,847
0,846
0,846
0,845
0,842
0,20

0,15
1,963
1,386
1,250
1,190
1,156
1,134
1,119
1,108
1,100
1,093
1,088
1,083
1,079
1,076
1,074
1,071
1,069
1,067
1,066
1,064
1,063
1,061
1,060
1,059
1,058
1,058
1,057
1,056
1,055
1,055
1,050
1,047
1,045
1,044
1,043
1,042
1,042
1,036
0,15

0,10
3,078
1,886
1,638
1,533
1,476
1,440
1,415
1,397
1,383
1,372
1,363
1,356
1,350
1,345
1,341
1,337
1,333
1,330
1,328
1,325
1,323
1,321
1,319
1,318
1,316
1,315
1,314
1,313
1,311
1,310
1,303
1,299
1,296
1,294
1,292
1,291
1,290
1,282
0,10

0,05
6,314
2,920
2,353
2,132
2,015
1,943
1,895
1,860
1,833
1,812
1,796
1,782
1,771
1,761
1,753
1,746
1,740
1,734
1,729
1,725
1,721
1,717
1,714
1,711
1,708
1,706
1,703
1,701
1,699
1,697
1,684
1,676
1,671
1,667
1,664
1,662
1,660
1,645
0,05

0,025
12,706
4,303
3,182
2,776
2,571
2,447
2,365
2,306
2,262
2,228
2,201
2,179
2,160
2,145
2,131
2,120
2,110
2,101
2,093
2,086
2,080
2,074
2,069
2,064
2,060
2,056
2,052
2,048
2,045
2,042
2,021
2,009
2,000
1,994
1,990
1,987
1,984
1,960
0,025

0,01
31,821
6,965
4,541
3,747
3,365
3,143
2,998
2,896
2,821
2,764
2,718
2,681
2,650
2,624
2,602
2,583
2,567
2,552
2,539
2,528
2,518
2,508
2,500
2,492
2,485
2,479
2,473
2,467
2,462
2,457
2,423
2,403
2,390
2,381
2,374
2,368
2,364
2,327
0,01

0,005
63,656
9,925
5,841
4,604
4,032
3,707
3,499
3,355
3,250
3,169
3,106
3,055
3,012
2,977
2,947
2,921
2,898
2,878
2,861
2,845
2,831
2,819
2,807
2,797
2,787
2,779
2,771
2,763
2,756
2,750
2,704
2,678
2,660
2,648
2,639
2,632
2,626
2,576
0,005

0,0025
127,321
14,089
7,453
5,598
4,773
4,317
4,029
3,833
3,690
3,581
3,497
3,428
3,372
3,326
3,286
3,252
3,222
3,197
3,174
3,153
3,135
3,119
3,104
3,091
3,078
3,067
3,057
3,047
3,038
3,030
2,971
2,937
2,915
2,899
2,887
2,878
2,871
2,808
0,0025

0,001
318,289
22,328
10,214
7,173
5,894
5,208
4,785
4,501
4,297
4,144
4,025
3,930
3,852
3,787
3,733
3,686
3,646
3,610
3,579
3,552
3,527
3,505
3,485
3,467
3,450
3,435
3,421
3,408
3,396
3,385
3,307
3,261
3,232
3,211
3,195
3,183
3,174
3,091
0,001

0,0005
636,578
31,600
12,924
8,610
6,869
5,959
5,408
5,041
4,781
4,587
4,437
4,318
4,221
4,140
4,073
4,015
3,965
3,922
3,883
3,850
3,819
3,792
3,768
3,745
3,725
3,707
3,689
3,674
3,660
3,646
3,551
3,496
3,460
3,435
3,416
3,402
3,390
3,291
0,0005

Intervalos de Confianza 15