You are on page 1of 42

Condence Intervals for Normal Distribution

Condence Intervals for Normal Distribution


Example (a variant of Problem 62, Ch5) The total time for manufacturing a certain component is known to have a normal distribution. However, the mean and variance 2 for the normal distribution are unknown. After an experiment in which we manufactured 10 components, we recorded the sample time which is given as follows: 1 2 3 4 5 time 63.8 60.5 65.3 65.7 61.9 with 6 7 8 9 10 time 68.2 68.1 64.8 65.8 65.4 X = 64.95, s = 2.42

Condence Intervals for Normal Distribution


Example (a variant of Problem 62, Ch5) The total time for manufacturing a certain component is known to have a normal distribution. However, the mean and variance 2 for the normal distribution are unknown. After an experiment in which we manufactured 10 components, we recorded the sample time which is given as follows: 1 2 3 4 5 time 63.8 60.5 65.3 65.7 61.9 with 6 7 8 9 10 time 68.2 68.1 64.8 65.8 65.4 X = 64.95, s = 2.42 What is the 95% condence interval for the population mean ?

Condence Intervals for Normal Distribution

Condence Intervals for Normal Distribution

Theorem
Let X1 , X2 , . . . , Xn be a random sample from a normal distribution with mean and variance 2 , where and are unknown. The random variable X T = S/ n has a probability distribution called a t distribution with n 1 degrees of freedom (df). Here X is the sample mean and S is the sample standard deviation.

Condence Intervals for Normal Distribution

Condence Intervals for Normal Distribution

Condence Intervals for Normal Distribution

Condence Intervals for Normal Distribution


Properties of t Distributions:

Condence Intervals for Normal Distribution


Properties of t Distributions:
Let t denote the density function curve for df. 1. t is governed by only one parameter , the number of degrees of freedom.

Condence Intervals for Normal Distribution


Properties of t Distributions:
Let t denote the density function curve for df. 1. t is governed by only one parameter , the number of degrees of freedom. 2. Each t curve is bell-shaped and centered at 0.

Condence Intervals for Normal Distribution


Properties of t Distributions:
Let t denote the density function curve for df. 1. t is governed by only one parameter , the number of degrees of freedom. 2. Each t curve is bell-shaped and centered at 0. 3. Each t curve is more spread out than the standard normal (z) curve.

Condence Intervals for Normal Distribution


Properties of t Distributions:
Let t denote the density function curve for df. 1. t is governed by only one parameter , the number of degrees of freedom. 2. Each t curve is bell-shaped and centered at 0. 3. Each t curve is more spread out than the standard normal (z) curve. 4. As increases, the spread of the corresponding t curve decreases.

Condence Intervals for Normal Distribution


Properties of t Distributions:
Let t denote the density function curve for df. 1. t is governed by only one parameter , the number of degrees of freedom. 2. Each t curve is bell-shaped and centered at 0. 3. Each t curve is more spread out than the standard normal (z) curve. 4. As increases, the spread of the corresponding t curve decreases. 5. As , the sequence of t curves approaches the standard normal curve (so the z curve is often called the t curve with df=).

Condence Intervals for Normal Distribution

Condence Intervals for Normal Distribution


Notation
Let t, = the number on the measurement axis for which the area under the t curve with df to the right of t, is ; t, is called a t critical value.

Condence Intervals for Normal Distribution


Notation
Let t, = the number on the measurement axis for which the area under the t curve with df to the right of t, is ; t, is called a t critical value.

Condence Intervals for Normal Distribution

Condence Intervals for Normal Distribution


Proposition
Let x and s be the sample mean and sample standard deviation computed from the results of a random sample from a normal population with mean . Then a 100(1 )% condence interval for is s s x t ,n1 , x + t ,n1 2 2 n n
s or, more compactly, x t ,n1 n . 2 An upper condence bound for is

s x + t,n1 n and replacing + by in this latter expression gives a lower condence bound for , both with condence level 100(1 )%.

Condence Intervals for Normal Distribution

Condence Intervals for Normal Distribution


Example (a variant of Problem 62, Ch5) The total time for manufacturing a certain component is known to have a normal distribution. However, the mean and variance 2 for the normal distribution are unknown. After an experiment in which we manufactured 10 components, we recorded the sample time which is given as follows: 1 2 3 4 5 time 63.8 60.5 65.3 65.7 61.9 with 6 7 8 9 10 time 68.2 68.1 64.8 65.8 65.4 X = 64.95, s = 2.42

Condence Intervals for Normal Distribution


Example (a variant of Problem 62, Ch5) The total time for manufacturing a certain component is known to have a normal distribution. However, the mean and variance 2 for the normal distribution are unknown. After an experiment in which we manufactured 10 components, we recorded the sample time which is given as follows: 1 2 3 4 5 time 63.8 60.5 65.3 65.7 61.9 with 6 7 8 9 10 time 68.2 68.1 64.8 65.8 65.4 X = 64.95, s = 2.42 What is the 95% condence interval for the 11th component?

Condence Intervals for Normal Distribution

Condence Intervals for Normal Distribution

Proposition
A prediction interval (PI) for a single observation to be selected from a normal population distribution is x t ,n1 s 2 The prediction level is 100(1 )%. 1+ 1 n

Condence Intervals for Normal Distribution

Condence Intervals for Normal Distribution


Example (a variant of Problem 62, Ch5) The total time for manufacturing a certain component is known to have a normal distribution. However, the mean and variance 2 for the normal distribution are unknown. After an experiment in which we manufactured 10 components, we recorded the sample time which is given as follows: 1 2 3 4 5 time 63.8 60.5 65.3 65.7 61.9 with 6 7 8 9 10 time 68.2 68.1 64.8 65.8 65.4 X = 64.95, s = 2.42

Condence Intervals for Normal Distribution


Example (a variant of Problem 62, Ch5) The total time for manufacturing a certain component is known to have a normal distribution. However, the mean and variance 2 for the normal distribution are unknown. After an experiment in which we manufactured 10 components, we recorded the sample time which is given as follows: 1 2 3 4 5 time 63.8 60.5 65.3 65.7 61.9 with 6 7 8 9 10 time 68.2 68.1 64.8 65.8 65.4 X = 64.95, s = 2.42 What is the 95% condence interval such that at least 90% of the values in the population are inside this interval?

Condence Intervals for Normal Distribution

Condence Intervals for Normal Distribution

Proposition
A tolerance interval for capturing at least k% of the values in a normal population distribution with a condence level 95%has the form x (tolerance critical value) s

Condence Intervals for Normal Distribution

Proposition
A tolerance interval for capturing at least k% of the values in a normal population distribution with a condence level 95%has the form x (tolerance critical value) s The tolerance critical values for k = 90, 95, and 99 in combination with various sample sizes are given in Appendix Table A.6.

Condence Intervals for the Variance of a Normal Population

Condence Intervals for the Variance of a Normal Population


Example (a variant of Problem 62, Ch5) The total time for manufacturing a certain component is known to have a normal distribution. However, the mean and variance 2 for the normal distribution are unknown. After an experiment in which we manufactured 10 components, we recorded the sample time which is given as follows: 1 2 3 4 5 time 63.8 60.5 65.3 65.7 61.9 with 6 7 8 9 10 time 68.2 68.1 64.8 65.8 65.4 X = 64.95, s = 2.42

Condence Intervals for the Variance of a Normal Population


Example (a variant of Problem 62, Ch5) The total time for manufacturing a certain component is known to have a normal distribution. However, the mean and variance 2 for the normal distribution are unknown. After an experiment in which we manufactured 10 components, we recorded the sample time which is given as follows: 1 2 3 4 5 time 63.8 60.5 65.3 65.7 61.9 with 6 7 8 9 10 time 68.2 68.1 64.8 65.8 65.4 X = 64.95, s = 2.42 What is a 95% condence for the population variance 2 ?

Condence Intervals for the Variance of a Normal Population

Condence Intervals for the Variance of a Normal Population

Theorem
Let X1 , X2 , . . . , Xn be a random sample from a distribution with mean and variance 2 . Then the random variable (n 1)S 2 = 2 (Xi X )2 2

has s chi-squared (2 ) probability distribution with n 1 degrees of freedom (df).

Condence Intervals for the Variance of a Normal Population

Condence Intervals for the Variance of a Normal Population

Condence Intervals for the Variance of a Normal Population

Condence Intervals for the Variance of a Normal Population


Notation
Let 2 , called a chi-squared critical value, denote the number , on the measurement axis such that of the area under the chi-squared curve with df lies to the right of 2 . ,

Condence Intervals for the Variance of a Normal Population


Notation
Let 2 , called a chi-squared critical value, denote the number , on the measurement axis such that of the area under the chi-squared curve with df lies to the right of 2 . ,

Condence Intervals for the Variance of a Normal Population

Condence Intervals for the Variance of a Normal Population

Proposition
A 100(1 )% condence interval for the variance 2 of a normal population has lower limit
(n 1)s 2 /2 ,n1 2

and upper limit (n 1)s 2 /2 ,n1 1


2

A condence interval for has lower and upper limits that are the square roots of the corresponding limits in the interval for 2 .