Confidence Interval Estimates - Lecture Notes | ANSC I, Study notes of Animal Biology

Material Type: Notes; Subject: Animal Science; University: University of Maryland; Term: Fall 2002;

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Fall 2002 1Estimation
CONFIDENCE INTERVAL ESTIMATES
1DEFINITIONS
1.1 POINT ESTIMATES โ€“ a single number stated as an estimate of
some quantitative property of the population
1.2 INTERVAL ESTIMATES โ€“ a statement that a population parameter
has a value lying between two specified limits
1.3 CONFIDENCE INTERVAL ESTIMATES โ€“ an interval estimate
constructed such that repeated application results in inclusion of the
population parameter at a known level of probability
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CONFIDENCE INTERVAL ESTIMATES

1 DEFINITIONS

1.1 POINT ESTIMATES โ€“ a single number stated as an estimate of some quantitative property of the population

1.2 INTERVAL ESTIMATES โ€“ a statement that a population parameter has a value lying between two specified limits

1.3 CON FIDENCE INTERVA L ESTIMATES โ€“ an interval estimate constructed such that repeated application results in inclusion of the population parameter at a known level of probability

2 CENTRAL LIMIT THEOREM

2.1 Given D ISTRIBUTION OF OB SERV ATION S (Yi) which are normally and independently distributed [NID(:, F)].

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Now draw ALL possible samples size n = 4

2.3 CENTRAL LIMIT THEOREM - as sample size increases, the distribution of the means of samples drawn from any distribution will approach the normal distribution with

  • more formally these statements are part of the CENTRAL LIMIT THEOREM (CLT)

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3 CONSTRUCTING A CONFIDENCE INTERVAL FOR THE

POPU LATION PARA METER: :

3.1 A normal distribution with :=1 and F =1 is known as the stan dard normal distribution, Z represents o bservations from the standard normal. Z for an observation: Y

which states that an observation's deviation from the population mean (:) divided by the population standard deviation (F) is distributed as Z.

3.2 Find the value of Z such that the area from : - Z to : + Z equals 95% of the population, i.e.

| | | | 2.5% | | | 2.5% | | |

: - Z : : + Z

3.3.2 MULTIPLY THROUGH BY:

3.3.3 MULTIPLY BY -1:

3.3.4 ADD TO EACH TERM:

3.3.5 OR:

which is known as the 95% confidence interval for the population parameter : where:

= confidence coefficient

= LCL = lower confidence limit

= UCL = upper confidence limit

= confidence interval length

4 EFFECT OF INCREASING DEGREE OF CONFIDENCE

4.1 As the confidence coefficient is increased, the interval length increases. Thus the increase in reliability is at expense of usefulness, since interval is less specific about the population value.

4.2 EXAMPLE

Given the same sample of n = 20 from a population where F = 10. Find 99% confidence interval for ::

(n = 20, = 48.94)

CONFIDENCE THAT INTERVAL IS CORRECT ( 1-" )

RISK THAT INTERVAL IS INCORRECT ( " )

LCL UCL INTERVAL LENGTH

95% 5% 44.56 53.32 8. 99% 1% 43.20 54.68 11.

5.1 ROUGH RULE โ€“ a 4 fold increase in sample size results in a decrease in interval length by approximately 1/2.

5 EFFECT OF INCREASING SAMPLE SIZE

5.2 EXAMPLE

Now suppose we draw samples of size n = 20, 40 and 80 from a population where F = 10 and that for each sample = 48..

95% CI for each

n LCL UCL INTERVAL LENGTH

20 , 44.56 53.32 8.76 ,

40 * 4x 45.84 52.04 6.20 * .5x

80 - 46.75 51.13 4.38 -

6.3 Rewriting the confidence intervals using t when F is unknown.

where: " = 1 - confidence coefficient

confidence coefficient = 1 - "

6.4 EXAMPLE: UNKNOWN F

Draw a sample o f: n = 20, = 48.94, S = 10.

7.1 GENERAL FOR MULA for normal or approximately normally distributed statistics:

statistic - t",df * (standard error of statistic) < parameter < statistic + t",df * (standard error of statistic)

6.4.2 SUBSTITUTING:

6.4.3 WHICH REDUCES TO:

44.20 # : # 53.68 with 95% confidence

Notice that the interval is longer than the one computed in 6.5.3. This is due to the uncertainty associated with the sample estimate of the standard deviation.

7 STANDARD ERRORS OF STATISTICS

7.2.6 UNPAIRED EQUAL VAR IANC ES: n 1 = n 2 or n 1 ร– n2 when F 1 = F 2

where df = (n 1 - 1) + (n 2 - 1)

7.2.7 UNEQUA L VARIAN CES: n 1 = n 2 or n 1 ร– n 2 when F 1 ร– F 2

7.3 EXAMPLE: find a 95% confidence interval for a coefficient of variation (CV) :

7.4 SIGNIFICANT FIGURES FOR REPORTING STATISTICS: The standard error of a statistic (or confidence limits for a statistic) is the most commonly available measure of the precision of the estimation of the statistic. The nu mber of significant figures reported for a statistic should reflect precision of its estimation. From experience, in most biological research 2 or 3 significant figures is all that can be justified. It is unusual to find more than 3 significant figures, while it is not uncommon to find cases where the precision is so poor that only one significant figure is appropriate.

Several authors have suggested guidelines for reporting significant figures for statistics. I generally use a simple rule that I believe is satisfactory for reporting most statistical results. Remember that these rules are for reporting statistics. Numbers and/or statistics used to compute other statistical values must carry more digits to av oid the accumulation of rounding error.

8.5 formula for P^2 distribution:

8 CHI SQUARE DISTRIBUTION (P^2 )

8.1 DEFINITION: P^2 is a probability density function which describes the ratio of sample SS to the population variance.

8.2 unlike the normal and t distributions, P^2 cannot take on negative values

8.3 like the t distribution, P^2 is a series of distributions which varies according to degrees of freedom

8.4 P^2 is greatly skewed to right with only 1 df, but as df increases, skewedness decreases

8.6.2 WHICH REDUCES TO:

8.6 confidence interval for population parameter: F^2

8.6.3 AND SINCE: