Confidence Intervals for µ

Contents

Objective  Introduction  Examples 

^ Learning Objectives

The Confidence Interval on module targets the following cognitive tasks:

Task            Skills Concepts
CI_mu-1: Understand the form of a confidence interval on
CI_mu-2: Compute a large-sample CI on ( unknown)
CI_mu-3: Compute a small-sample CI on ( unknown; normal data)
CI_mu-4: Compute a CI on ( known; normal data)
CI_mu-5: Compute a CI on for various confidence levels
CI_mu-6: Interpret the CI on
CI_mu-7: Identify the plausible values of Understand which values of are plausible
CI_mu-8: Understand the family of t-distributions
CI_mu-9: Understand the properties of the t-distribution
CI_mu-10: Understand the relationship between the t and standard normal distributions
CI_mu-11: Determine the number of degrees of freedom for computing a CI Understand the concept of degrees of freedom
CI_mu-12: Understand error tolerance
CI_mu-13: Determine the minimum sample size satisfying an error tolerance Understand minimum sample size

^ Introduction

The sample mean is a point estimate of the population mean µ. This estimate is based on a single sample and another random sample from the same population would almost assuredly result in a different point estimate. We need to know how much these point estimates vary in repeated sampling from the population in order to assess the efficacy of our estimate.

The interval estimate of µ includes a measure of the variability of the point estimate as encapsulated in the error term. It is computed as the sample mean ± t x se, where t is the 1 - (alpha/2) quantile of the t distribution with n - 1 degrees of freedom and se (the standard error) is s/sqrt(n).

^ Examples

Example #1 uses data from an Australian school to set confidence intervals on the perceived width of a classroom in meters.

Example #2

Self-test