Lecture9.2, MATH-57091ProbabilityandStatisticsforHigh...

35
Lecture 9.2, MATH-57091 Probability and Statistics for High-School Teachers. Artem Zvavitch Department of Mathematical Sciences, Kent State University October, 20 - October 24, 2014.

Transcript of Lecture9.2, MATH-57091ProbabilityandStatisticsforHigh...

Page 1: Lecture9.2, MATH-57091ProbabilityandStatisticsforHigh ...zvavitch/57091_Lecture_9_2_2014.pdfSometimesweareinterestedtofinda100(1−α) percentconfidenceintervalwhose lengthislessthensomespecialvalue.

Lecture 9.2,MATH-57091 Probability and Statistics for High-School

Teachers.

Artem Zvavitch

Department of Mathematical Sciences, Kent State University

October, 20 - October 24, 2014.

Page 2: Lecture9.2, MATH-57091ProbabilityandStatisticsforHigh ...zvavitch/57091_Lecture_9_2_2014.pdfSometimesweareinterestedtofinda100(1−α) percentconfidenceintervalwhose lengthislessthensomespecialvalue.

(1−α)- confidence interval estimator

Using the definition that

P(−zα/2 < Z < zα/2) = 1−α.

We get

P(√

nσ|X̄ −µ| ≤ zα/2

)= 1−α.

The same logic as before gives us

The interval X̄ ± zα/2 σ√n is said to be 100(1−α) percent confidence interval

estimator of the population mean.

Confidence Level PercentilesConfidence level 100(1−α) Corresponding α zα/290 0.10 z0.05 = 1.64595 0.05 z0.025 = 1.96099 0.01 z0.005 = 2.576

Artem Zvavitch Lecture 9.2, MATH-57091.

Page 3: Lecture9.2, MATH-57091ProbabilityandStatisticsforHigh ...zvavitch/57091_Lecture_9_2_2014.pdfSometimesweareinterestedtofinda100(1−α) percentconfidenceintervalwhose lengthislessthensomespecialvalue.

Sometimes we are interested to find a 100(1−α) percent confidence interval whoselength is less then some special value.

Our interval is defined by

X̄ ± zα/2σ√

n.

So the length is 2zα/2 σ√n . But σ is given by the population parameters and thus we

can not "change it". The 100(1−α) percent and thus α is fixed, so we can donothing about zα/2. So we must change the sample size n.Suppose we want to determine an interval of length at most b that, with 95 percentcertainty, contains the population mean. How large sample we need? The idea is tosolve inequality:

b ≥ 2zα/2σ√

n.

In this case zα/2 = z0.025 = 1.96 so we need to solve

b ≥ 3.92σ√

n

or equivalently

n ≥(3.92σ

b

)2.

Artem Zvavitch Lecture 9.2, MATH-57091.

Page 4: Lecture9.2, MATH-57091ProbabilityandStatisticsforHigh ...zvavitch/57091_Lecture_9_2_2014.pdfSometimesweareinterestedtofinda100(1−α) percentconfidenceintervalwhose lengthislessthensomespecialvalue.

Sometimes we are interested to find a 100(1−α) percent confidence interval whoselength is less then some special value. Our interval is defined by

X̄ ± zα/2σ√

n.

So the length is 2zα/2 σ√n . But σ is given by the population parameters and thus we

can not "change it". The 100(1−α) percent and thus α is fixed, so we can donothing about zα/2. So we must change the sample size n.Suppose we want to determine an interval of length at most b that, with 95 percentcertainty, contains the population mean. How large sample we need? The idea is tosolve inequality:

b ≥ 2zα/2σ√

n.

In this case zα/2 = z0.025 = 1.96 so we need to solve

b ≥ 3.92σ√

n

or equivalently

n ≥(3.92σ

b

)2.

Artem Zvavitch Lecture 9.2, MATH-57091.

Page 5: Lecture9.2, MATH-57091ProbabilityandStatisticsforHigh ...zvavitch/57091_Lecture_9_2_2014.pdfSometimesweareinterestedtofinda100(1−α) percentconfidenceintervalwhose lengthislessthensomespecialvalue.

Sometimes we are interested to find a 100(1−α) percent confidence interval whoselength is less then some special value. Our interval is defined by

X̄ ± zα/2σ√

n.

So the length is 2zα/2 σ√n .

But σ is given by the population parameters and thus wecan not "change it". The 100(1−α) percent and thus α is fixed, so we can donothing about zα/2. So we must change the sample size n.Suppose we want to determine an interval of length at most b that, with 95 percentcertainty, contains the population mean. How large sample we need? The idea is tosolve inequality:

b ≥ 2zα/2σ√

n.

In this case zα/2 = z0.025 = 1.96 so we need to solve

b ≥ 3.92σ√

n

or equivalently

n ≥(3.92σ

b

)2.

Artem Zvavitch Lecture 9.2, MATH-57091.

Page 6: Lecture9.2, MATH-57091ProbabilityandStatisticsforHigh ...zvavitch/57091_Lecture_9_2_2014.pdfSometimesweareinterestedtofinda100(1−α) percentconfidenceintervalwhose lengthislessthensomespecialvalue.

Sometimes we are interested to find a 100(1−α) percent confidence interval whoselength is less then some special value. Our interval is defined by

X̄ ± zα/2σ√

n.

So the length is 2zα/2 σ√n . But σ is given by the population parameters and thus we

can not "change it".

The 100(1−α) percent and thus α is fixed, so we can donothing about zα/2. So we must change the sample size n.Suppose we want to determine an interval of length at most b that, with 95 percentcertainty, contains the population mean. How large sample we need? The idea is tosolve inequality:

b ≥ 2zα/2σ√

n.

In this case zα/2 = z0.025 = 1.96 so we need to solve

b ≥ 3.92σ√

n

or equivalently

n ≥(3.92σ

b

)2.

Artem Zvavitch Lecture 9.2, MATH-57091.

Page 7: Lecture9.2, MATH-57091ProbabilityandStatisticsforHigh ...zvavitch/57091_Lecture_9_2_2014.pdfSometimesweareinterestedtofinda100(1−α) percentconfidenceintervalwhose lengthislessthensomespecialvalue.

Sometimes we are interested to find a 100(1−α) percent confidence interval whoselength is less then some special value. Our interval is defined by

X̄ ± zα/2σ√

n.

So the length is 2zα/2 σ√n . But σ is given by the population parameters and thus we

can not "change it". The 100(1−α) percent and thus α is fixed, so we can donothing about zα/2.

So we must change the sample size n.Suppose we want to determine an interval of length at most b that, with 95 percentcertainty, contains the population mean. How large sample we need? The idea is tosolve inequality:

b ≥ 2zα/2σ√

n.

In this case zα/2 = z0.025 = 1.96 so we need to solve

b ≥ 3.92σ√

n

or equivalently

n ≥(3.92σ

b

)2.

Artem Zvavitch Lecture 9.2, MATH-57091.

Page 8: Lecture9.2, MATH-57091ProbabilityandStatisticsforHigh ...zvavitch/57091_Lecture_9_2_2014.pdfSometimesweareinterestedtofinda100(1−α) percentconfidenceintervalwhose lengthislessthensomespecialvalue.

Sometimes we are interested to find a 100(1−α) percent confidence interval whoselength is less then some special value. Our interval is defined by

X̄ ± zα/2σ√

n.

So the length is 2zα/2 σ√n . But σ is given by the population parameters and thus we

can not "change it". The 100(1−α) percent and thus α is fixed, so we can donothing about zα/2. So we must change the sample size n.

Suppose we want to determine an interval of length at most b that, with 95 percentcertainty, contains the population mean. How large sample we need? The idea is tosolve inequality:

b ≥ 2zα/2σ√

n.

In this case zα/2 = z0.025 = 1.96 so we need to solve

b ≥ 3.92σ√

n

or equivalently

n ≥(3.92σ

b

)2.

Artem Zvavitch Lecture 9.2, MATH-57091.

Page 9: Lecture9.2, MATH-57091ProbabilityandStatisticsforHigh ...zvavitch/57091_Lecture_9_2_2014.pdfSometimesweareinterestedtofinda100(1−α) percentconfidenceintervalwhose lengthislessthensomespecialvalue.

Sometimes we are interested to find a 100(1−α) percent confidence interval whoselength is less then some special value. Our interval is defined by

X̄ ± zα/2σ√

n.

So the length is 2zα/2 σ√n . But σ is given by the population parameters and thus we

can not "change it". The 100(1−α) percent and thus α is fixed, so we can donothing about zα/2. So we must change the sample size n.Suppose we want to determine an interval of length at most b that, with 95 percentcertainty, contains the population mean.

How large sample we need? The idea is tosolve inequality:

b ≥ 2zα/2σ√

n.

In this case zα/2 = z0.025 = 1.96 so we need to solve

b ≥ 3.92σ√

n

or equivalently

n ≥(3.92σ

b

)2.

Artem Zvavitch Lecture 9.2, MATH-57091.

Page 10: Lecture9.2, MATH-57091ProbabilityandStatisticsforHigh ...zvavitch/57091_Lecture_9_2_2014.pdfSometimesweareinterestedtofinda100(1−α) percentconfidenceintervalwhose lengthislessthensomespecialvalue.

Sometimes we are interested to find a 100(1−α) percent confidence interval whoselength is less then some special value. Our interval is defined by

X̄ ± zα/2σ√

n.

So the length is 2zα/2 σ√n . But σ is given by the population parameters and thus we

can not "change it". The 100(1−α) percent and thus α is fixed, so we can donothing about zα/2. So we must change the sample size n.Suppose we want to determine an interval of length at most b that, with 95 percentcertainty, contains the population mean. How large sample we need?

The idea is tosolve inequality:

b ≥ 2zα/2σ√

n.

In this case zα/2 = z0.025 = 1.96 so we need to solve

b ≥ 3.92σ√

n

or equivalently

n ≥(3.92σ

b

)2.

Artem Zvavitch Lecture 9.2, MATH-57091.

Page 11: Lecture9.2, MATH-57091ProbabilityandStatisticsforHigh ...zvavitch/57091_Lecture_9_2_2014.pdfSometimesweareinterestedtofinda100(1−α) percentconfidenceintervalwhose lengthislessthensomespecialvalue.

Sometimes we are interested to find a 100(1−α) percent confidence interval whoselength is less then some special value. Our interval is defined by

X̄ ± zα/2σ√

n.

So the length is 2zα/2 σ√n . But σ is given by the population parameters and thus we

can not "change it". The 100(1−α) percent and thus α is fixed, so we can donothing about zα/2. So we must change the sample size n.Suppose we want to determine an interval of length at most b that, with 95 percentcertainty, contains the population mean. How large sample we need? The idea is tosolve inequality:

b ≥ 2zα/2σ√

n.

In this case zα/2 = z0.025 = 1.96 so we need to solve

b ≥ 3.92σ√

n

or equivalently

n ≥(3.92σ

b

)2.

Artem Zvavitch Lecture 9.2, MATH-57091.

Page 12: Lecture9.2, MATH-57091ProbabilityandStatisticsforHigh ...zvavitch/57091_Lecture_9_2_2014.pdfSometimesweareinterestedtofinda100(1−α) percentconfidenceintervalwhose lengthislessthensomespecialvalue.

Sometimes we are interested to find a 100(1−α) percent confidence interval whoselength is less then some special value. Our interval is defined by

X̄ ± zα/2σ√

n.

So the length is 2zα/2 σ√n . But σ is given by the population parameters and thus we

can not "change it". The 100(1−α) percent and thus α is fixed, so we can donothing about zα/2. So we must change the sample size n.Suppose we want to determine an interval of length at most b that, with 95 percentcertainty, contains the population mean. How large sample we need? The idea is tosolve inequality:

b ≥ 2zα/2σ√

n.

In this case zα/2 = z0.025 = 1.96 so we need to solve

b ≥ 3.92σ√

n

or equivalently

n ≥(3.92σ

b

)2.

Artem Zvavitch Lecture 9.2, MATH-57091.

Page 13: Lecture9.2, MATH-57091ProbabilityandStatisticsforHigh ...zvavitch/57091_Lecture_9_2_2014.pdfSometimesweareinterestedtofinda100(1−α) percentconfidenceintervalwhose lengthislessthensomespecialvalue.

Sometimes we are interested to find a 100(1−α) percent confidence interval whoselength is less then some special value. Our interval is defined by

X̄ ± zα/2σ√

n.

So the length is 2zα/2 σ√n . But σ is given by the population parameters and thus we

can not "change it". The 100(1−α) percent and thus α is fixed, so we can donothing about zα/2. So we must change the sample size n.Suppose we want to determine an interval of length at most b that, with 95 percentcertainty, contains the population mean. How large sample we need? The idea is tosolve inequality:

b ≥ 2zα/2σ√

n.

In this case zα/2 = z0.025 = 1.96 so we need to solve

b ≥ 3.92σ√

n

or equivalently

n ≥(3.92σ

b

)2.

Artem Zvavitch Lecture 9.2, MATH-57091.

Page 14: Lecture9.2, MATH-57091ProbabilityandStatisticsforHigh ...zvavitch/57091_Lecture_9_2_2014.pdfSometimesweareinterestedtofinda100(1−α) percentconfidenceintervalwhose lengthislessthensomespecialvalue.

Example:

If the population standard deviation is σ = 2 and we want a 95 percent confidenceinterval estimate of the mean µ that is of size less than or equal to b = 0.1 how largethe sample is needed?

Solution: Our sample size n must satisfy inequality

n ≥(3.92σ

b

)2=

(3.92∗20.1

)2= (78.4)2 = 6146.6.

So we need a sample of size 6147.

Artem Zvavitch Lecture 9.2, MATH-57091.

Page 15: Lecture9.2, MATH-57091ProbabilityandStatisticsforHigh ...zvavitch/57091_Lecture_9_2_2014.pdfSometimesweareinterestedtofinda100(1−α) percentconfidenceintervalwhose lengthislessthensomespecialvalue.

Example:

If the population standard deviation is σ = 2 and we want a 95 percent confidenceinterval estimate of the mean µ that is of size less than or equal to b = 0.1 how largethe sample is needed?

Solution: Our sample size n must satisfy inequality

n ≥(3.92σ

b

)2=

(3.92∗20.1

)2= (78.4)2 = 6146.6.

So we need a sample of size 6147.

Artem Zvavitch Lecture 9.2, MATH-57091.

Page 16: Lecture9.2, MATH-57091ProbabilityandStatisticsforHigh ...zvavitch/57091_Lecture_9_2_2014.pdfSometimesweareinterestedtofinda100(1−α) percentconfidenceintervalwhose lengthislessthensomespecialvalue.

Example:

If the population standard deviation is σ = 2 and we want a 95 percent confidenceinterval estimate of the mean µ that is of size less than or equal to b = 0.1 how largethe sample is needed?

Solution: Our sample size n must satisfy inequality

n ≥(3.92σ

b

)2=

(3.92∗20.1

)2= (78.4)2 = 6146.6.

So we need a sample of size 6147.

Artem Zvavitch Lecture 9.2, MATH-57091.

Page 17: Lecture9.2, MATH-57091ProbabilityandStatisticsforHigh ...zvavitch/57091_Lecture_9_2_2014.pdfSometimesweareinterestedtofinda100(1−α) percentconfidenceintervalwhose lengthislessthensomespecialvalue.

General Case:

We can also (using absolutely the same logic) write a more general formula to determine thesample size needed for general 100(1−α) confidence intervals:

The length of the 100(1−α) percent confidence interval estimator of the population mean will beless than or equal to b when the sample size n satisfy

n ≥( 2zα/2σ

b

)2.

We would like to estimate µ, the average nicotine content of newly marketed cigarette. Assumethat it is known from the past that the standard deviation from nicotine content is 0.7 milligrams.How large sample is necessary for the length of 99 percent confidence interval to be less that orequal to 0.3 milligrams?

Solution: We note that α = 0.01 and thus

n ≥(2z.005σ

b

)2=

(2∗ 2.676∗ 0.7

0.3

)2= 155.9.

So the sample size of at least 156 is needed.

Artem Zvavitch Lecture 9.2, MATH-57091.

Page 18: Lecture9.2, MATH-57091ProbabilityandStatisticsforHigh ...zvavitch/57091_Lecture_9_2_2014.pdfSometimesweareinterestedtofinda100(1−α) percentconfidenceintervalwhose lengthislessthensomespecialvalue.

General Case:

We can also (using absolutely the same logic) write a more general formula to determine thesample size needed for general 100(1−α) confidence intervals:

The length of the 100(1−α) percent confidence interval estimator of the population mean will beless than or equal to b when the sample size n satisfy

n ≥( 2zα/2σ

b

)2.

We would like to estimate µ, the average nicotine content of newly marketed cigarette. Assumethat it is known from the past that the standard deviation from nicotine content is 0.7 milligrams.How large sample is necessary for the length of 99 percent confidence interval to be less that orequal to 0.3 milligrams?

Solution: We note that α = 0.01 and thus

n ≥(2z.005σ

b

)2=

(2∗ 2.676∗ 0.7

0.3

)2= 155.9.

So the sample size of at least 156 is needed.

Artem Zvavitch Lecture 9.2, MATH-57091.

Page 19: Lecture9.2, MATH-57091ProbabilityandStatisticsforHigh ...zvavitch/57091_Lecture_9_2_2014.pdfSometimesweareinterestedtofinda100(1−α) percentconfidenceintervalwhose lengthislessthensomespecialvalue.

General Case:

We can also (using absolutely the same logic) write a more general formula to determine thesample size needed for general 100(1−α) confidence intervals:

The length of the 100(1−α) percent confidence interval estimator of the population mean will beless than or equal to b when the sample size n satisfy

n ≥( 2zα/2σ

b

)2.

We would like to estimate µ, the average nicotine content of newly marketed cigarette. Assumethat it is known from the past that the standard deviation from nicotine content is 0.7 milligrams.How large sample is necessary for the length of 99 percent confidence interval to be less that orequal to 0.3 milligrams?

Solution: We note that α = 0.01 and thus

n ≥(2z.005σ

b

)2=

(2∗ 2.676∗ 0.7

0.3

)2= 155.9.

So the sample size of at least 156 is needed.

Artem Zvavitch Lecture 9.2, MATH-57091.

Page 20: Lecture9.2, MATH-57091ProbabilityandStatisticsforHigh ...zvavitch/57091_Lecture_9_2_2014.pdfSometimesweareinterestedtofinda100(1−α) percentconfidenceintervalwhose lengthislessthensomespecialvalue.

General Case:

We can also (using absolutely the same logic) write a more general formula to determine thesample size needed for general 100(1−α) confidence intervals:

The length of the 100(1−α) percent confidence interval estimator of the population mean will beless than or equal to b when the sample size n satisfy

n ≥( 2zα/2σ

b

)2.

We would like to estimate µ, the average nicotine content of newly marketed cigarette. Assumethat it is known from the past that the standard deviation from nicotine content is 0.7 milligrams.How large sample is necessary for the length of 99 percent confidence interval to be less that orequal to 0.3 milligrams?

Solution: We note that α = 0.01

and thus

n ≥(2z.005σ

b

)2=

(2∗ 2.676∗ 0.7

0.3

)2= 155.9.

So the sample size of at least 156 is needed.

Artem Zvavitch Lecture 9.2, MATH-57091.

Page 21: Lecture9.2, MATH-57091ProbabilityandStatisticsforHigh ...zvavitch/57091_Lecture_9_2_2014.pdfSometimesweareinterestedtofinda100(1−α) percentconfidenceintervalwhose lengthislessthensomespecialvalue.

General Case:

We can also (using absolutely the same logic) write a more general formula to determine thesample size needed for general 100(1−α) confidence intervals:

The length of the 100(1−α) percent confidence interval estimator of the population mean will beless than or equal to b when the sample size n satisfy

n ≥( 2zα/2σ

b

)2.

We would like to estimate µ, the average nicotine content of newly marketed cigarette. Assumethat it is known from the past that the standard deviation from nicotine content is 0.7 milligrams.How large sample is necessary for the length of 99 percent confidence interval to be less that orequal to 0.3 milligrams?

Solution: We note that α = 0.01 and thus

n ≥(2z.005σ

b

)2=

(2∗ 2.676∗ 0.7

0.3

)2= 155.9.

So the sample size of at least 156 is needed.

Artem Zvavitch Lecture 9.2, MATH-57091.

Page 22: Lecture9.2, MATH-57091ProbabilityandStatisticsforHigh ...zvavitch/57091_Lecture_9_2_2014.pdfSometimesweareinterestedtofinda100(1−α) percentconfidenceintervalwhose lengthislessthensomespecialvalue.

General Case:

We can also (using absolutely the same logic) write a more general formula to determine thesample size needed for general 100(1−α) confidence intervals:

The length of the 100(1−α) percent confidence interval estimator of the population mean will beless than or equal to b when the sample size n satisfy

n ≥( 2zα/2σ

b

)2.

We would like to estimate µ, the average nicotine content of newly marketed cigarette. Assumethat it is known from the past that the standard deviation from nicotine content is 0.7 milligrams.How large sample is necessary for the length of 99 percent confidence interval to be less that orequal to 0.3 milligrams?

Solution: We note that α = 0.01 and thus

n ≥(2z.005σ

b

)2=

(2∗ 2.676∗ 0.7

0.3

)2= 155.9.

So the sample size of at least 156 is needed.

Artem Zvavitch Lecture 9.2, MATH-57091.

Page 23: Lecture9.2, MATH-57091ProbabilityandStatisticsforHigh ...zvavitch/57091_Lecture_9_2_2014.pdfSometimesweareinterestedtofinda100(1−α) percentconfidenceintervalwhose lengthislessthensomespecialvalue.

Lower Confidence Bound

Sometimes we are interested in making statement to the effect that a population mean is, withgiven degree of confidence, greater than some stated value.

To obtain such lower confidencebound we again use Central Limit Theorem and the fact that (see Lecture 9.1)

√n

X̄ −µσ

is very close to the standard normal distribution Z . Thus

P(√

nX̄ −µσ≤ zα

)= P(Z ≤ zα) = 1−α

which gives

P(µ > X̄ − zα

σ√

n

)= 1−α.

A 100(1−α) percent lower confidence bound for the population mean µ is given by

X̄ − zασ√

n.

That is, with 100(1−α) percent confidence

µ > X̄ − zασ√

n.

Artem Zvavitch Lecture 9.2, MATH-57091.

Page 24: Lecture9.2, MATH-57091ProbabilityandStatisticsforHigh ...zvavitch/57091_Lecture_9_2_2014.pdfSometimesweareinterestedtofinda100(1−α) percentconfidenceintervalwhose lengthislessthensomespecialvalue.

Lower Confidence Bound

Sometimes we are interested in making statement to the effect that a population mean is, withgiven degree of confidence, greater than some stated value. To obtain such lower confidencebound we again use Central Limit Theorem and the fact that (see Lecture 9.1)

√n

X̄ −µσ

is very close to the standard normal distribution Z .

Thus

P(√

nX̄ −µσ≤ zα

)= P(Z ≤ zα) = 1−α

which gives

P(µ > X̄ − zα

σ√

n

)= 1−α.

A 100(1−α) percent lower confidence bound for the population mean µ is given by

X̄ − zασ√

n.

That is, with 100(1−α) percent confidence

µ > X̄ − zασ√

n.

Artem Zvavitch Lecture 9.2, MATH-57091.

Page 25: Lecture9.2, MATH-57091ProbabilityandStatisticsforHigh ...zvavitch/57091_Lecture_9_2_2014.pdfSometimesweareinterestedtofinda100(1−α) percentconfidenceintervalwhose lengthislessthensomespecialvalue.

Lower Confidence Bound

Sometimes we are interested in making statement to the effect that a population mean is, withgiven degree of confidence, greater than some stated value. To obtain such lower confidencebound we again use Central Limit Theorem and the fact that (see Lecture 9.1)

√n

X̄ −µσ

is very close to the standard normal distribution Z . Thus

P(√

nX̄ −µσ≤ zα

)= P(Z ≤ zα) = 1−α

which gives

P(µ > X̄ − zα

σ√

n

)= 1−α.

A 100(1−α) percent lower confidence bound for the population mean µ is given by

X̄ − zασ√

n.

That is, with 100(1−α) percent confidence

µ > X̄ − zασ√

n.

Artem Zvavitch Lecture 9.2, MATH-57091.

Page 26: Lecture9.2, MATH-57091ProbabilityandStatisticsforHigh ...zvavitch/57091_Lecture_9_2_2014.pdfSometimesweareinterestedtofinda100(1−α) percentconfidenceintervalwhose lengthislessthensomespecialvalue.

Lower Confidence Bound

Sometimes we are interested in making statement to the effect that a population mean is, withgiven degree of confidence, greater than some stated value. To obtain such lower confidencebound we again use Central Limit Theorem and the fact that (see Lecture 9.1)

√n

X̄ −µσ

is very close to the standard normal distribution Z . Thus

P(√

nX̄ −µσ≤ zα

)= P(Z ≤ zα) = 1−α

which gives

P(µ > X̄ − zα

σ√

n

)= 1−α.

A 100(1−α) percent lower confidence bound for the population mean µ is given by

X̄ − zασ√

n.

That is, with 100(1−α) percent confidence

µ > X̄ − zασ√

n.

Artem Zvavitch Lecture 9.2, MATH-57091.

Page 27: Lecture9.2, MATH-57091ProbabilityandStatisticsforHigh ...zvavitch/57091_Lecture_9_2_2014.pdfSometimesweareinterestedtofinda100(1−α) percentconfidenceintervalwhose lengthislessthensomespecialvalue.

Lower Confidence Bound

Sometimes we are interested in making statement to the effect that a population mean is, withgiven degree of confidence, greater than some stated value. To obtain such lower confidencebound we again use Central Limit Theorem and the fact that (see Lecture 9.1)

√n

X̄ −µσ

is very close to the standard normal distribution Z . Thus

P(√

nX̄ −µσ≤ zα

)= P(Z ≤ zα) = 1−α

which gives

P(µ > X̄ − zα

σ√

n

)= 1−α.

A 100(1−α) percent lower confidence bound for the population mean µ is given by

X̄ − zασ√

n.

That is, with 100(1−α) percent confidence

µ > X̄ − zασ√

n.

Artem Zvavitch Lecture 9.2, MATH-57091.

Page 28: Lecture9.2, MATH-57091ProbabilityandStatisticsforHigh ...zvavitch/57091_Lecture_9_2_2014.pdfSometimesweareinterestedtofinda100(1−α) percentconfidenceintervalwhose lengthislessthensomespecialvalue.

Lower Confidence Bound: Example

We would like to estimate µ, the average nicotine content of newly marketedcigarette. Assume that it is known from the past that the standard deviation frommean nicotine content is 0.7 milligrams. Please, specify a value that, with 95 percentconfidence, is less than the average nicotine content, if it is known that the averagenicotine finding out of 44 checked cigarets is 1.74 milligrams.

Solution: The bound we are looking for is given by

X̄ − zασ√

n.

Where α= 0.05, thus z0.05 = 1.645 (remember that table in previous lecture 9.1.gives you −zα!), n = 44, σ = 0.7 and X̄ = 1.74

1.74−1.6450.7√44

= 1.57.

That is, we can assert, with 95 percent confidence, that the average nicotine contentis greater than 1.57 milligrams.

Artem Zvavitch Lecture 9.2, MATH-57091.

Page 29: Lecture9.2, MATH-57091ProbabilityandStatisticsforHigh ...zvavitch/57091_Lecture_9_2_2014.pdfSometimesweareinterestedtofinda100(1−α) percentconfidenceintervalwhose lengthislessthensomespecialvalue.

Lower Confidence Bound: Example

We would like to estimate µ, the average nicotine content of newly marketedcigarette. Assume that it is known from the past that the standard deviation frommean nicotine content is 0.7 milligrams. Please, specify a value that, with 95 percentconfidence, is less than the average nicotine content, if it is known that the averagenicotine finding out of 44 checked cigarets is 1.74 milligrams.

Solution: The bound we are looking for is given by

X̄ − zασ√

n.

Where α= 0.05, thus z0.05 = 1.645 (remember that table in previous lecture 9.1.gives you −zα!), n = 44, σ = 0.7 and X̄ = 1.74

1.74−1.6450.7√44

= 1.57.

That is, we can assert, with 95 percent confidence, that the average nicotine contentis greater than 1.57 milligrams.

Artem Zvavitch Lecture 9.2, MATH-57091.

Page 30: Lecture9.2, MATH-57091ProbabilityandStatisticsforHigh ...zvavitch/57091_Lecture_9_2_2014.pdfSometimesweareinterestedtofinda100(1−α) percentconfidenceintervalwhose lengthislessthensomespecialvalue.

Lower Confidence Bound: Example

We would like to estimate µ, the average nicotine content of newly marketedcigarette. Assume that it is known from the past that the standard deviation frommean nicotine content is 0.7 milligrams. Please, specify a value that, with 95 percentconfidence, is less than the average nicotine content, if it is known that the averagenicotine finding out of 44 checked cigarets is 1.74 milligrams.

Solution: The bound we are looking for is given by

X̄ − zασ√

n.

Where α= 0.05, thus z0.05 = 1.645 (remember that table in previous lecture 9.1.gives you −zα!), n = 44, σ = 0.7 and X̄ = 1.74

1.74−1.6450.7√44

= 1.57.

That is, we can assert, with 95 percent confidence, that the average nicotine contentis greater than 1.57 milligrams.

Artem Zvavitch Lecture 9.2, MATH-57091.

Page 31: Lecture9.2, MATH-57091ProbabilityandStatisticsforHigh ...zvavitch/57091_Lecture_9_2_2014.pdfSometimesweareinterestedtofinda100(1−α) percentconfidenceintervalwhose lengthislessthensomespecialvalue.

Lower Confidence Bound: Example

We would like to estimate µ, the average nicotine content of newly marketedcigarette. Assume that it is known from the past that the standard deviation frommean nicotine content is 0.7 milligrams. Please, specify a value that, with 95 percentconfidence, is less than the average nicotine content, if it is known that the averagenicotine finding out of 44 checked cigarets is 1.74 milligrams.

Solution: The bound we are looking for is given by

X̄ − zασ√

n.

Where α= 0.05, thus z0.05 = 1.645 (remember that table in previous lecture 9.1.gives you −zα!), n = 44, σ = 0.7 and X̄ = 1.74

1.74−1.6450.7√44

= 1.57.

That is, we can assert, with 95 percent confidence, that the average nicotine contentis greater than 1.57 milligrams.

Artem Zvavitch Lecture 9.2, MATH-57091.

Page 32: Lecture9.2, MATH-57091ProbabilityandStatisticsforHigh ...zvavitch/57091_Lecture_9_2_2014.pdfSometimesweareinterestedtofinda100(1−α) percentconfidenceintervalwhose lengthislessthensomespecialvalue.

Lower Confidence Bound: Example

We would like to estimate µ, the average nicotine content of newly marketedcigarette. Assume that it is known from the past that the standard deviation frommean nicotine content is 0.7 milligrams. Please, specify a value that, with 95 percentconfidence, is less than the average nicotine content, if it is known that the averagenicotine finding out of 44 checked cigarets is 1.74 milligrams.

Solution: The bound we are looking for is given by

X̄ − zασ√

n.

Where α= 0.05, thus z0.05 = 1.645 (remember that table in previous lecture 9.1.gives you −zα!), n = 44, σ = 0.7 and X̄ = 1.74

1.74−1.6450.7√44

= 1.57.

That is, we can assert, with 95 percent confidence, that the average nicotine contentis greater than 1.57 milligrams.

Artem Zvavitch Lecture 9.2, MATH-57091.

Page 33: Lecture9.2, MATH-57091ProbabilityandStatisticsforHigh ...zvavitch/57091_Lecture_9_2_2014.pdfSometimesweareinterestedtofinda100(1−α) percentconfidenceintervalwhose lengthislessthensomespecialvalue.

Upper Confidence BoundUsing absolutely the same logic/technique we can also derive a 100(1−α) percentupper confidence bound for µ:

A 100(1−α) percent upper confidence bound for the population mean µ is given by

X̄ + zασ√

n.

That is, with 100(1−α) percent confidence

µ < X̄ + zασ√

n.

Again, need to estimate µ, the average nicotine content of newly marketed cigarette. Assume thatit is known from the past that the standard deviation from the mean nicotine content is 0.7milligrams. Please, specify a value that, with 95 percent confidence, is greater than the averagenicotine content, if it is known that the average nicotine finding out of 44 checked cigarets is 1.74milligrams.

Solution: The bound in this case is given by

X̄ + zασ√

n.

Where again α = 0.05, thus z0.05 = 1.645, n = 44, σ = 0.7 and X̄ = 1.74

1.74+ 1.6450.7√44

= 1.91.

That is, we can assert, with 95 percent confidence, that the average nicotine content is less than1.914 milligrams.

Artem Zvavitch Lecture 9.2, MATH-57091.

Page 34: Lecture9.2, MATH-57091ProbabilityandStatisticsforHigh ...zvavitch/57091_Lecture_9_2_2014.pdfSometimesweareinterestedtofinda100(1−α) percentconfidenceintervalwhose lengthislessthensomespecialvalue.

Upper Confidence BoundUsing absolutely the same logic/technique we can also derive a 100(1−α) percentupper confidence bound for µ:

A 100(1−α) percent upper confidence bound for the population mean µ is given by

X̄ + zασ√

n.

That is, with 100(1−α) percent confidence

µ < X̄ + zασ√

n.

Again, need to estimate µ, the average nicotine content of newly marketed cigarette. Assume thatit is known from the past that the standard deviation from the mean nicotine content is 0.7milligrams. Please, specify a value that, with 95 percent confidence, is greater than the averagenicotine content, if it is known that the average nicotine finding out of 44 checked cigarets is 1.74milligrams.

Solution: The bound in this case is given by

X̄ + zασ√

n.

Where again α = 0.05, thus z0.05 = 1.645, n = 44, σ = 0.7 and X̄ = 1.74

1.74+ 1.6450.7√44

= 1.91.

That is, we can assert, with 95 percent confidence, that the average nicotine content is less than1.914 milligrams.

Artem Zvavitch Lecture 9.2, MATH-57091.

Page 35: Lecture9.2, MATH-57091ProbabilityandStatisticsforHigh ...zvavitch/57091_Lecture_9_2_2014.pdfSometimesweareinterestedtofinda100(1−α) percentconfidenceintervalwhose lengthislessthensomespecialvalue.

Upper Confidence BoundUsing absolutely the same logic/technique we can also derive a 100(1−α) percentupper confidence bound for µ:

A 100(1−α) percent upper confidence bound for the population mean µ is given by

X̄ + zασ√

n.

That is, with 100(1−α) percent confidence

µ < X̄ + zασ√

n.

Again, need to estimate µ, the average nicotine content of newly marketed cigarette. Assume thatit is known from the past that the standard deviation from the mean nicotine content is 0.7milligrams. Please, specify a value that, with 95 percent confidence, is greater than the averagenicotine content, if it is known that the average nicotine finding out of 44 checked cigarets is 1.74milligrams.

Solution: The bound in this case is given by

X̄ + zασ√

n.

Where again α = 0.05, thus z0.05 = 1.645, n = 44, σ = 0.7 and X̄ = 1.74

1.74+ 1.6450.7√44

= 1.91.

That is, we can assert, with 95 percent confidence, that the average nicotine content is less than1.914 milligrams.

Artem Zvavitch Lecture 9.2, MATH-57091.