Statistical Inference: Estimating Population Means and Proportions - Prof. S. Kalaycioglu, Exams of Statistics

Formulas and procedures for estimating population means and proportions with known and unknown population standard deviations, as well as for comparing two population means and proportions using the t-distribution. It covers confidence intervals and significance tests for various scenarios.

Typology: Exams

Pre 2010

Uploaded on 08/31/2009

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1. Estimating population mean µwith the assumption that σis
known (Normal distribution):
Confidence interval:
¯x±zσ
n
Table Cgives zfor a given C% confidence level.
Significance tests for the null hypothesis H0:µ=µ0:
The one sample ztest statistic:
z=¯xµ0
σ/n
Find the P-value of zusing Table A, do some algebra depending on
your alternative hypothesis Ha.
2. Estimating population mean µwith the assumption that σis not
known (t distribution):
The one sample tconfidence interval:
¯x±ts
n
Table Cgives tfor a given C% confidence level and df =n1.
One sample significance tests for the null hypothesis H0:
µ=µ0:
The one sample tstatistic
t=¯xµ0
s/n,with df =n1
Find the P-value of tusing Table C with df =n1, take in con-
sideration whether you have a one sided or two sided alternative
hypothesis.
Matched pairs: Use the above one sample procedures to analyze
matched pairs by taking the difference within each mathced pair to
produce a single sample.
3. Comparing two population means µ1and µ2with the assumption
that σ1and σ2are not known (t distribution):
The two sample tconfidence interval:
¯x1¯x2±tss2
1
n1
+s2
2
n2
Table Cgives tfor a given C% confidence level and df = min(n1
1, n21).
1
pf2

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  1. Estimating population mean μ with the assumption that σ is known (Normal distribution): - Confidence interval: x ¯ ± z∗^

σ √ n Table C gives z∗^ for a given C% confidence level.

  • Significance tests for the null hypothesis H 0 : μ = μ 0 : The one sample z test statistic:

z =

x¯ − μ 0 σ/

n

Find the P -value of z using Table A, do some algebra depending on your alternative hypothesis Ha.

  1. Estimating population mean μ with the assumption that σ is not known (t distribution): - The one sample t confidence interval:

¯x ± t∗^

s √ n

Table C gives t∗^ for a given C% confidence level and df = n − 1.

  • One sample significance tests for the null hypothesis H 0 : μ = μ 0 : The one sample t statistic

t =

x¯ − μ 0 s/

n

, with df = n − 1

Find the P -value of t using Table C with df = n − 1, take in con- sideration whether you have a one sided or two sided alternative hypothesis.

  • Matched pairs: Use the above one sample procedures to analyze matched pairs by taking the difference within each mathced pair to produce a single sample.
  1. Comparing two population means μ 1 and μ 2 with the assumption that σ 1 and σ 2 are not known (t distribution):
  • The two sample t confidence interval:

¯x 1 − x¯ 2 ± t∗

s^21 n 1

s^22 n 2

Table C gives t∗^ for a given C% confidence level and df = min(n 1 − 1 , n 2 − 1).

  • Two sample significance tests for the null hypothesis H 0 : μ 1 = μ 2 : The two sample t statistic

t =

¯x 1 − x¯ 2 √ s^21 n 1 +^

s^22 n 2

, with df = min(n 1 − 1 , n 2 − 1)

Find the P -value of t using Table C, take in consideration whether you have a one sided or two sided alternative hypothesis.

  1. Estimating population proportion from a sample proportion ˆp (Normal distribution): - Large sample confidence interval for a population propor- tion p ˆ ± z∗

pˆ(1 − pˆ) n

  • Significance test for proportion The z test statistic for the null hypothesis H 0 : p = p 0 is

z =

pˆ − p 0 √ p 0 (1−p 0 ) n

  1. Comparing two proportions
    • The two sample t confidence interval for p 1 − p 2 :

p ˆ 1 − pˆ 2 ± z∗

p ˆ 1 (1 − pˆ 1 ) n 1

pˆ 2 (1 − pˆ 2 ) n 2

  • Two sample signficance tests for H 0 : p 1 = p 2 : Use the pooled sample proportion

pˆ = number of successes in both samples combined number of individuals in both samples combined

Then the z-statistic is

z =

pˆ 1 − pˆ 2 √ p ˆ(1 − pˆ)( (^) n^11 + (^) n^12 )