Math 151 , Day 30, Friday, April 16, 2004 hit
reload..
HW Day30 Sec. 6.1 Read
it again.
the definition
of a C.I. p. 302, esp. the "repeated samples" bit (and where z* comes
from),
or below,
and the formula p.306 for a CI for the mean (or below).
Closed Book Quiz
Wednesday on the two Confidence Interval things.
Note on reading: p. 306, table at top: "Tail area" is area
in One tail, which is what you look up in the Normal table.
Sec.6.1
:
To be handed in Monday:
p.302, 6.1 poll of women
6.2 95% confidence?
-- - - - - - - - - - - - - - - - - - - - -
-
- - - -
Using formula p. 306 for C.I.:
A. Find the critical value z* for C = 84% (like example
6.3, pp.304-5)
6.6 potassium again. (a)
n=1 (b) n = 3.
6.7 comparing CI's for different
confidence
levels. Also write down the m (margin of error) for each
interval.
6.9 comparing CI's for different sample
sizes.
6.5 IQ test scores. For b),
Find xbar with a calculator. Read pp. 312-13 before
doing part c.
= = = = = = = = = = = = = = = = = = =
=
Postpone: 6.3 density of x-bar,
and
confidence intervals This problem combines the pictures 6.2 and 6.4 For
part d, to draw the confidence interval: just choose any point on
the horizontal axis of your graph to be x-bar. Measure off
the distance m (half the width of the shaded interval) and extend a bar
m wide to the left and the right of your point,below the curve.
(Like
fig. 6.4, the bars with arrows at the ends. The red dots show
what
the x-bar is for that confidence interval) Choose another point,
and repeat.. If your first x-bar was in the shaded interval, pick
your second outside the shaded interval, and vice versa. You
should
note that if x-bar is in the shaded interval, then the confidence
interval
bar covers mu (280) and if x-bar isn't, then the bar doesn't. |
Read,
to discuss |
Optional |
Chapter 6, If you didn't Wednesday:
SAMPLE from an UNKNOWN population.
Each person take 4 slips from the Birkenstock box,
find the mean, and your mean
+
.841.
Record these for yourself . This
is your "Interval Estimate" of the mean of the shoebox
population.
Your "estimate"
of the (unknown) population mean µ of the numbers in the
shoebox
is your sample mean plus or minus the "fudge factor/margin of error"
.841.
Record
them also on the sheet going around, and draw
the interval on the graph transparency
going around.
If xbar =
8.1
7.259|_____________8.1_____________|8.941
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
- -
Central Limit Theorem again. HW questions?
How big does n have to be for Xbar to have a normal distribution?
(about 25 is always good.)
"Fuzzy Central Limit Theorem:" Day
29
# # # # # # # # # # # # # # # # # # # # # # #
# # # # # # # # # # # # # # # # # # # # # #
Chapter 6, Introduction to
Inference
Statistical Inference: drawing conclusions about a
population from
sample data.
Requires: Random sample or Randomized
experiment. (Simple Random Sample usually)
First example: Use sample mean
xbar
to "estimate" (unknown) population
mean µ
Mean of 4 grades (HW#4.40) estimates
population mean of all 10 ("known"= 69.4) E.g. 69.75,
64.25,
73.5
(Each is a "point estimate")
-
"xbar IS µ" Never true exactly
-
"xbar is close to µ" True for most xbars, depending on
"close",
and sample size n.
-
"xbar is probably close to µ" ["probably"?? It is or
it
isn't. We have "confidence" ours is a close one]
-
"xbars are usually
close to µ" True.
-
If we have only one sample -- one xbar, we have NO IDEA if ours is one
of the "close" ones.
-
Quantify "usually" and "close."
Fall 2002: 33% (16 of 48) xbars
recorded were within 1 of µ. (between 68.4 and 70.4).
83% (40 of 48) xbars recorded were within 4 of
µ.
(between 65.4 and 73.4).
94% (45 of 48) xbars recorded were within
5
of µ. (between 64.4 and 74.4).
Fall 2001: 65% (15 of 23) xbars
recorded
were within 4 of µ. (between 65.4 and 73.4).
78% (18 of 23) xbars recorded were within 5 of µ. (between
64.4 and 74.4).
Spring 2002: 83% (35 of 42) xbars
recorded
were within 4 of µ. (between 65.4 and 73.4).
90% (38 of 42) xbars recorded were within 5 of µ. (between
64.4 and 74.4).
(I excluded impossible xbars)
Note tradeoff between "close"(accuracy)
and "usually" (confidence)
Interval estimate: xbar + margin of
error
(fudge
factor) estimates population mean µ (69.4)
69.75 + 1: "µ is
between
68.75 and 70.75" True
69.75 + 4: "µ is
between
65.75 and 73.75" True
73.5 +
4:
"µ is between 69.5 and 77.5" False
73.5 +
5:
"µ is between 68.5 and 78.5" True
64.25 +
4:
"µ is between 60.25 and 68.25" False
64.25 +
5:
"µ is between 59.25 and 69.25" False
Confidence
interval estimate of a(n unknown) population parameter:
-
an Interval constructed from the data, +
-
a Confidence level C: where
C = probability that intervals constructed by this method
will capture the true, unknown, parameter.
Confidence Interval of the form estimate
+
margin-of-error for the mean µ with
Confidence level
C:
(p.306)
-
the estimate is xbar
-
margin of error m is : z* times Standard
deviation
of sample mean
z* from Normal table. Probability C is between -z*
and +z*.
(Table
A, or Table C, t dist. bottom row)
Standard deviation of sample mean: Sigma /sqrt(n)
Must know standard deviation of population!
or, If sample size is large, use s (standard deviation
calculated
from sample)
m = z*
(sigma)/
sqrt(n), so
CI
is
xbar
+ z* (sigma)/ sqrt(n)
z*? Probability C is between -z* and +z* in the standard
normal
table.
To get the z* for C = 60% from the normal table, note that this
is the
middle 60%, which leaves 40% to be split between the 2
tails.
So 20% above z*, and 80% below. Go into the
body
of table A, find .8000 is between values .7995 and .8023, closer to
.7995.
The z value with .7995 below it is .84. z* = .84.
(Cf. example 6.3, pp.304-5)
Table C, bottom row, is a restating of table A, normal
table, but with probabilities (areas) on the edge, and z values in the
body. Bottom row gives the most common C's. Read off,
for C =60%, z* = .841.
Example: Sample of size 9 from a
Normal population with unknown mean and pop. s.d. sigma = 6, xbar
= 12.
Find a 90% CI estimate for the unknown
mean µ:
n=4. (sigma)/ sqrt(n)
= 6/3=2
z* = 1.645, so m = 3.290;
CI is 12 + 3.290, or 8.710 to 15.290.
The Birkenstock box contains numbers from a normally distributed
population, with population standard deviation 2.
You each constructed a 60% confidence interval for the unknown mean:
n = 4.
Standard deviation of sample mean = 2/sqrt(4) =
2/2 = 1
z* for C = 60% is .841, so margin of error m is
.841 times 1= .841.
How many people captured the true mean?
(
previous classes,11/20
= 55% , 22/29= 76%. 9/18 = 50% , 11/20 = 55%,
15/22=
68%, 14/22 = 64%
Combined, 82/131 = 62.6%
This class?
Quite variable for small numbers of samples,
but settling down.)
Why does the formula work?
-
1. If a particular xbar is within m of the population mean,
then
the interval xbar + m contains the population mean.
& If a particular xbar is farther than m from the population
mean, then the interval xbar + m doesn't contain
the
population mean. (this is the point of HW #
6.3)
-
2. We choose z* (and from it m) so that the probability
that Xbar is within m of the population mean is
C.
P(µ - m < Xbar < µ + m) = C
How? Probability C is between -z* and +z* in the standard
normal
table, between -z* ·(s.d. of Xbar) and +z* ·(s.d. of
Xbar)
around µ, in the normal distribution of Xbar.
m = z* ·(s.d. of Xbar)
(Recall: standardized z to raw x: x = mean + z
(sigma),
raw = mean + z (st. dev.) . xbar is the raw.)
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