Confidence Interval Formulas for Normal Means and Proportions - Prof. J. Tebbs, Study notes of Mathematical Statistics

Formulas for calculating confidence intervals for normal means and proportions, including large-sample and small-sample formulas, as well as formulas for the difference of two population means and proportions. From stat 512 by j. Tebbs.

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Pre 2010

Uploaded on 09/02/2009

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CONFIDENCE INTERVAL FORMULAE STAT 512, J. TEBBS
Exact confidence interval for a normal mean µwhen σ2=σ2
0is known:
Y±zα/2σ0
n
Large-sample confidence interval for a population mean µ:
Y±zα/2S
n
Large-sample confidence interval for a population proportion p:
bp±zα/2rbp(1 bp)
n
Large-sample confidence interval for the difference of two population
means µ1µ2:
(Y1+ Y2+)±zα/2sS2
1
n1
+S2
2
n2
Large-sample confidence interval for the difference of two population
proportions p1p2:
(bp1bp2)±zα/2sbp1(1 bp1)
n1
+bp2(1 bp2)
n2
Small-sample confidence interval for a normal mean µ:
Y±tn1,α/2S
n
Small-sample confidence interval for the difference of two normal means
µ1µ2when σ2
1=σ2
2(equal population variances):
(Y1+ Y2+)±tn1+n22,α/2Spr1
n1
+1
n2
S2
p=(n11)S2
1+ (n21)S2
2
n1+n22
Small-sample approximate confidence interval for the difference of two
normal means µ1µ2when σ2
16=σ2
2(unequal population variances):
(Y1+ Y2+)±tν,α/2sS2
1
n1
+S2
2
n2
PAGE 1
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CONFIDENCE INTERVAL FORMULAE STAT 512, J. TEBBS

  • Exact confidence interval for a normal mean μ when σ

2 = σ

2 0 is known:

Y ± zα/ 2

σ 0 √ n

  • Large-sample confidence interval for a population mean μ:

Y ± zα/ 2

S

n

  • Large-sample confidence interval for a population proportion p:

̂ p ± zα/ 2

p(1 − p̂)

n

  • Large-sample confidence interval for the difference of two population

means μ 1 − μ 2 :

(Y (^) 1+ − Y (^) 2+) ± zα/ 2

S^21

n 1

S 22

n 2

  • Large-sample confidence interval for the difference of two population

proportions p 1 − p 2 :

(p̂ 1 − p̂ 2 ) ± zα/ 2

p 1 (1 − ̂p 1 )

n 1

p 2 (1 − p̂ 2 )

n 2

  • Small-sample confidence interval for a normal mean μ:

Y ± tn− 1 ,α/ 2

S

n

  • Small-sample confidence interval for the difference of two normal means

μ 1 − μ 2 when σ^21 = σ 22 (equal population variances):

(Y (^) 1+ − Y (^) 2+) ± tn 1 +n 2 − 2 ,α/ 2 Sp

n 1

n 2

S

2 p =

(n 1 − 1)S 12 + (n 2 − 1)S^22

n 1 + n 2 − 2

  • Small-sample approximate confidence interval for the difference of two

normal means μ 1 − μ 2 when σ

2 1 6 =^ σ

2 2 (unequal population variances):

(Y (^) 1+ − Y (^) 2+) ± tν,α/ 2

S

2 1 n 1

S

2 2 n 2

PAGE 1

CONFIDENCE INTERVAL FORMULAE STAT 512, J. TEBBS

ν ≈

S^21 n 1 +^

S 22 n 2

(S 2

1 n 1

n 1 − 1 +

(S 2

2 n 2

n 2 − 1

  • Exact confidence interval for a normal variance σ^2 : [ (n − 1)S

2

χ^2 n− 1 ,α/ 2

(n − 1)S

2

χ^2 n− 1 , 1 −α/ 2

]

  • Exact confidence interval for the ratio of two normal variances σ^22 /σ^21 :

( S

2 2

S 12

× Fn 1 − 1 ,n 2 − 1 , 1 −α/ 2 ,

S

2 2

S 12

× Fn 1 − 1 ,n 2 − 1 ,α/ 2

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