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Estimation for
Single Populations
8-1
Learning Objectives
• Know the difference between point and interval
estimation.
• Estimate a population mean from a sample mean
when s is known.
• Estimate a population mean from a sample mean
when s is unknown.
• Estimate a population proportion from a sample
proportion.
• Estimate the population variance from a sample
variance.
• Estimate the minimum sample size necessary to
achieve given statistical goals.
8-2
Statistical Estimation
• Point estimate X
X
n
s
• Interval XZ
n
Estimate
or
s s
XZ XZ
n n
8-4
Distribution of Sample Means
for (1-)% Confidence
2 2
X
Z
Z 0 Z
2 2
8-5
Distribution of Sample Means
for (1-)% Confidence
2 2
.5 .5
2 2
X
Z
Z 0 Z
2 2
8-6
Distribution of Sample Means
for (1-)% Confidence
2 1 1 2
2 2
X
Z
Z 0 Z
2 2
8-7
Probability Interpretation
of the Level of Confidence
s s
Pr ob[ X Z X Z ] 1
2 n 2 n
8-8
Distribution of Sample Means
for 95% Confidence
.025 .025
95%
.4750 .4750
X
Z
-1.96 0 1.96
8-9
95% Confidence Interval for
X 4.26, s 11
. , and n 60.
s s
X Z X Z
n n
46 46
153 1.96 153 1.96
85 85
153 9.78 153 9.78
143.22 162.78
8-10
95% Confidence Intervals for
95%
X
X
X
X
X
X
X
8-11
95% Confidence Intervals for
Is our interval,
95%
143.22
162.78, in the
red?
X
X
X
X
X
X
X
8-12
Demonstration Problem 8.1
X 10.455, s 7.7, and n 44.
90% confidence Z 1645
.
s s
X Z X Z
n n
7.7 7.7
10.455 1645
. 10.455 1645
.
44 44
. 10.455 191
10.455 191 .
8.545 12.365
s N n s N n
X Z X Z
n N 1 n N 1
8 800 50 8 800 50
34.3 2.33 34.3 2.33
50 800 1 50 800 1
34.3 2.554 34.3 2.554
. 36.85
3175
8-14
Confidence Interval to Estimate
when n is Large and s is Unknown
S
X Z2
n
or
S S
X Z X Z
2
n 2
n
8-15
Car Rental Firm Example
X 85.5, S 19.3, and n 110.
99% confidence Z 2.575
S S
X Z X Z
n n
19.3 19.3
85.5 2.575 85.5 2.575
110 110
85.5 4.7 85.5 4.7
80.8 90.2
Confidence
Z Value
Level
90% 1.645
95% 1.96
98% 2.33
99% 2.575
8-17
Estimating the Mean of a Normal
Population: Small n and Unknown s
• The population has a normal distribution.
• The value of the population standard
deviation is unknown.
• The sample size is small, n < 30.
• Z distribution is not appropriate for these
conditions
• t distribution is appropriate
8-18
The t Distribution
• Developed by British statistician, William
Gosset
• A family of distributions -- a unique
distribution for each value of its parameter,
degrees of freedom (d.f.)
• Symmetric, Unimodal, Mean = 0, Flatter
than a Z
• t formula t X
S
n
8-19
Comparison of Selected t Distributions
to the Standard Normal
Standard Normal
t (d.f. = 25)
t (d.f. = 5)
t (d.f. = 1)
-3 -2 -1 0 1 2 3
8-20
Table of Critical Values of t
8-21
Confidence Intervals for of a Normal
Population: Small n and Unknown s
S
X t
n
or
S S
X t X t
n n
df n 1
8-22
Solution for Demonstration Problem 8.3
X 2.14, S 1.29, n 14, df n 1 13
1.99
0.005
2 2
t .005,13 3.012
S S
X t X t
n n
1.29 1.29
2.14 3.012 2.14 3.012
14 14
2.14 1.04 2.14 1.04
.
110 318
.
8-23
Solution for Demonstration Problem 8.3
S S
X t X t
n n
1.29 1.29
2.14 3.012 2.14 3.012
14 14
2.14 1.04 2.14 1.04
.
110 318
.
. 318
Pr ob[110 . ] 0.99
8-24
Comp Time: Excel Normal View
8-25
Comp Time: Excel Formula View
A B C D E F
1 Comp Time Data
2 6 21 17 20 7 0
3 8 16 29 3 8 12
4 11 9 21 25 15 16
5
6 n= =COUNT(A2:F4)
7 Mean = =AVERAGE(A2:F4)
8 S= =STDEV(A2:F4)
9 Std Error = =B8/SQRT(B6)
10
11 = 0.1
12 df = =B6-1
13 t= =TINV(B11,B12)
14
15 =B7-B13*B9 =B7+B13*B9
8-26
Confidence Interval to Estimate
the Population Proportion
pq
pq
p Z P p Z
2 n 2 n
where:
p = sample proportion
q = 1 - p
P = population proportion
n = sample size
8-27
Solution for Demonstration Problem 8.5
X 34
n 212, X 34, p 016
.
n 212
q = 1 - p 1 016
. 0.84
90% Confidence Z 1645
.
pq
pq
p Z P p Z
n n
(0.16)(0.84) (0.16)(0.84)
0.16 1.645 P 0.16 1.645
212 212
0.16 0.04 P 0.16 0.04
0.12 P 0.20
. P 0.20] 0.90
Pr ob[012
8-28
Population Variance
• Variance is an inverse measure of the group’s
homogeneity.
• Variance is an important indicator of total quality
in standardized products and services. Managers
improve processes to reduce variance.
• Variance is a measure of financial risk. Variance of
rates of return help managers assess financial and
capital investment alternatives.
• Variability is a reality in global markets.
Productivity, wages, and costs of living vary
between regions and nations.
8-29
Estimating the Population Variance
• Population Parameter s
• Estimator of s
X X
2
2
S
n 1
• formula for Single Variance
2n 1S
2
s
2
degrees of freedom = n - 1
8-30
Confidence Interval for s2
n 1 S 2
n 1 S 2
s
2
2 2
1
2 2
df n 1
1 level of confidence
8-31
Selected 2 Distributions
df = 3
df = 5
df = 10
8-32
2 Table
df 0.975 0.950 0.100 0.050 0.025
1 9.82068E-04 3.93219E-03 2.70554 3.84146 5.02390
2 0.0506357 0.102586 4.60518 5.99148 7.37778 df = 5
3 0.2157949 0.351846 6.25139 7.81472 9.34840
4 0.484419 0.710724 7.77943 9.48773 11.14326
5 0.831209 1.145477 9.23635 11.07048 12.83249
6 1.237342 1.63538 10.6446 12.5916 14.4494 0.10
7 1.689864 2.16735 12.0170 14.0671 16.0128
8 2.179725 2.73263 13.3616 15.5073 17.5345
9 2.700389 3.32512 14.6837 16.9190 19.0228
10 3.24696 3.94030 15.9872 18.3070 20.4832
0 5 10 15 20
20
21
9.59077
10.28291
10.8508
11.5913
28.4120
29.6151
31.4104
32.6706
34.1696
35.4789
9.23635
22 10.9823 12.3380 30.8133 33.9245 36.7807
With df = 5 and =
23 11.6885 13.0905 32.0069 35.1725 38.0756
24 12.4011 13.8484 33.1962 36.4150 39.3641
0.10, 2 = 9.23635
25 13.1197 14.6114 34.3816 37.6525 40.6465
20 10.8508 31.4104
21 11.5913 32.6706
.05 22 12.3380 33.9245
23 13.0905 35.1725
24 13.8484 36.4150
0 2 4 6 8 10 12 14 16 18 20 25 14.6114 37.6525
2.16735 14.0671
8-34
90% Confidence Interval for s2
.0022125, n 8, df n 1 7, .10
2
S
2 2 2
.1 .05
14.0671
2 2
2 2 2
1
1
.1 .95
2.16735
2 2
n 1 S 2 n 1 S 2
s
2
2 2
1
2 2
8 1.0022125 8 1.0022125
s
2
14.0671 2.16735
.001101 s .007146
2
2 2 2
.05 12.4011
1 1 .975
2 2
n 1 S 2 n 1 S 2
s
2
2 2
1
2 2
39.3641 12.4011
0.7648 s 2.4277
2
8-36
Determining Sample Size
when Estimating
• Z formula X
Z
s
n
• Error of Estimation E X
(tolerable error)
• Estimated Sample Size Z 2 s Z 2 s
2 2 2
n
E
2
E
• Estimated s 1
s range
4
8-37
Sample Size When Estimating : Example
E 1, s 4
90% confidence Z 1645
.
Zs
2 2
n 2
2
E
2 2
(1645
. ) (4)
2
1
43.30 or 44
8-38
Solution for Demonstration Problem 8.7
E 2, range 25
95% confidence Z 196
.
1 1
estimated s : range 25 6.25
4 4
Zs
2 2
n 2
E
2 2
(196
. ) (6.25)
2
2
37.52 or 38
8-39
Determining Sample Size
when Estimating P
•Z Z
pP
formula PQ
n
• Estimated Sample
n Z 2
2
PQ
Size
E
8-40
Solution for Demonstration Problem 8.8
E 0.03
98% Confidence Z 2.33
estimated P 0.40
Q 1 P 0.60
2
n
Z PQ
2
E
0.40 0.60
2
(2 .33)
.003 2
1,447.7 or 1,448
8-41
Determining Sample Size when
Estimating P with No Prior Information
P PQ 400 Z = 1.96
350 E = 0.05
0.5 0.25
300
0.4 0.24 250
n 200
0.3 0.21
150
0.2 0.16 100
50
0.1 0.09
0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
P
1
Z
2
n 4
E
2
8-42
Example: Determining n when
Estimating P with No Prior Information
E 0.05
90% Confidence Z 1645 .
with no prior estimate of P, use P 0.50
Q 1 P 0.50
2
n
Z PQ
2
E
. ) 0.50 0.50
2
(1645
.05 2
270.6 or 271
8-43