Atatürk University
Introduction to Statistics
Prof. Dr. İrfan KAYMAZ
STATISTICS and PROBABILITY
Atatürk UniversityEngineering Faculty
Department of Mechanical Engineering
LECTURE: CONFIDENCE INTERVAL
© John Wiley & Sons, Inc. Applied Statistics and Probability for Engineers, by Montgomery and Runger. Atatürk UniversityAtatürk University
Confidence Intervalobjectives of this lecture
After carefully following this lecture, you should be able to do the following:
1. Construct confidence intervals on the mean of a normal distribution, using either the normal distribution or the t distribution method.
2. Construct confidence intervals on the variance and standard deviation of a normal distribution.
3. Construct confidence intervals on a population proportion.
4. Use a general method for constructing an approximate confidence interval on a parameter.
5. Construct prediction intervals for a future observation.
6. Construct a tolerance interval for a normal population.
7. Explain the three types of interval estimates: Confidence intervals, prediction intervals, and tolerance intervals.
© John Wiley & Sons, Inc. Applied Statistics and Probability for Engineers, by Montgomery and Runger. Atatürk UniversityAtatürk University
Confidence IntervalIntroduction
In the previous lecture we illustrated how a parameter can be estimated from sample data. However, it is important to understand how good is the estimate obtained.
Bounds that represent an interval of plausible values for a parameter are an example of an interval estimate.
Three types of intervals will be presented:
Confidence intervals
Prediction intervals
Tolerance intervals
© John Wiley & Sons, Inc. Applied Statistics and Probability for Engineers, by Montgomery and Runger. Atatürk UniversityAtatürk University
Confidence IntervalConfidence Interval on the Mean of a Normal Distribution, Variance Known
© John Wiley & Sons, Inc. Applied Statistics and Probability for Engineers, by Montgomery and Runger. Atatürk UniversityAtatürk University
Confidence IntervalConfidence Interval on the Mean of a Normal Distribution, Variance Known
© John Wiley & Sons, Inc. Applied Statistics and Probability for Engineers, by Montgomery and Runger. Atatürk UniversityAtatürk University
Confidence Interval
The endpoints or bounds l and u are called lower- and upper-confidence limits, respectively.
• Since Z follows a standard normal distribution, we can write:
Confidence Interval on the Mean of a Normal Distribution, Variance Known
© John Wiley & Sons, Inc. Applied Statistics and Probability for Engineers, by Montgomery and Runger. Atatürk UniversityAtatürk University
Confidence Interval
Definition
Confidence Interval on the Mean of a Normal Distribution, Variance Known
© John Wiley & Sons, Inc. Applied Statistics and Probability for Engineers, by Montgomery and Runger. Atatürk UniversityAtatürk University
Confidence IntervalExample 1
ASTM Standard E23 defines standard test methodsfor notched bar impact testing of metallic materials.The Charpy V-notch (CVN) technique measuresimpact energy and is often used to determinewhether or not a material experiences a ductile-to-brittle transition with decreasing temperature.
Ten measurements of impact energy (J) onspecimens of A238 steel cut at 60°C are as follows:64.1, 64.7, 64.5, 64.6, 64.5, 64,3, 64.6, 64.8, 64.2,and 64.3. Assume that impact energy is normallydistributed with 𝜎 = 1J.
We want to find a 95% CI for 𝜇 the mean impactenergy.
© John Wiley & Sons, Inc. Applied Statistics and Probability for Engineers, by Montgomery and Runger. Atatürk UniversityAtatürk University
Confidence IntervalExample
SOLUTION:
© John Wiley & Sons, Inc. Applied Statistics and Probability for Engineers, by Montgomery and Runger. Atatürk UniversityAtatürk University
Confidence Interval
Figure: Error in estimating with x
Confidence Interval on the Mean of a Normal Distribution, Variance Known
Confidence Level and Precision of Error
The length of a confidence interval is a measure of the precision of estimation
© John Wiley & Sons, Inc. Applied Statistics and Probability for Engineers, by Montgomery and Runger. Atatürk UniversityAtatürk University
Confidence Interval
Choice of Sample Size
Confidence Interval on the Mean of a Normal Distribution, Variance Known
© John Wiley & Sons, Inc. Applied Statistics and Probability for Engineers, by Montgomery and Runger. Atatürk UniversityAtatürk University
Confidence IntervalExample 2
To illustrate the use of this procedure, consider the Example 1 in which CVN test is described.How large should the sample size be if in estimating the mean impact energy there is to be a.95% CI that the error will be less than 0.5J.
© John Wiley & Sons, Inc. Applied Statistics and Probability for Engineers, by Montgomery and Runger. Atatürk UniversityAtatürk University
Confidence Interval
A Large-Sample Confidence Interval for
Confidence Interval on the Mean of a Normal Distribution, Variance unknown
© John Wiley & Sons, Inc. Applied Statistics and Probability for Engineers, by Montgomery and Runger. Atatürk UniversityAtatürk University
Confidence IntervalExample 3:
The sample mean and sample standard deviation for AGNO of a random sample of 100 freshman at Ataturk University are 2.5 and 0.2, respectively.
Find a 99% CI for the mean 𝜇 of AGNO for the entire freshman class.
© John Wiley & Sons, Inc. Applied Statistics and Probability for Engineers, by Montgomery and Runger. Atatürk UniversityAtatürk University
Confidence Interval
The t distribution
Confidence Interval on the Mean of a Normal Distribution, Variance Unknown
© John Wiley & Sons, Inc. Applied Statistics and Probability for Engineers, by Montgomery and Runger. Atatürk UniversityAtatürk University
Confidence Interval
The t distribution
Probability density functions of several t distributions.
Confidence Interval on the Mean of a Normal Distribution, Variance Unknown
© John Wiley & Sons, Inc. Applied Statistics and Probability for Engineers, by Montgomery and Runger. Atatürk UniversityAtatürk University
Confidence Interval
The t distribution
Figure: Percentage points of the t distribution.
Confidence Interval on the Mean of a Normal Distribution, Variance Unknown
© John Wiley & Sons, Inc. Applied Statistics and Probability for Engineers, by Montgomery and Runger. Atatürk UniversityAtatürk University
Confidence Interval
The t Confidence Interval on
Confidence Interval on the Mean of a Normal Distribution, Variance Unknown
© John Wiley & Sons, Inc. Applied Statistics and Probability for Engineers, by Montgomery and Runger. Atatürk UniversityAtatürk University
Confidence IntervalExample 4:
An article in the journal Materials Engineering (1989. Vol. II, No. 4. pp. 275-281) describes the results of tensile adhesion tests on 22 U-7(K) alloy specimens.
The load at specimen failure is as follows (in megapascals);
19.8 10.1 14.9 7.5 15.4 15.415.4 18.5 7.9 12.7 11.9 11.411.4 14.1 17.6 16.7 15.819.5 8.8 13.6 11.9 11.4
Find a 95% CI for the mean 𝜇 of the load causing the failure of the adhesion
© John Wiley & Sons, Inc. Applied Statistics and Probability for Engineers, by Montgomery and Runger. Atatürk UniversityAtatürk University
Confidence IntervalConfidence Interval on the Variance and Standard Deviation of a Normal Distribution
© John Wiley & Sons, Inc. Applied Statistics and Probability for Engineers, by Montgomery and Runger. Atatürk UniversityAtatürk University
Confidence IntervalConfidence Interval on the Variance and Standard Deviation of a Normal Distribution
Figure: Probability density functions of several 2 distributions.
© John Wiley & Sons, Inc. Applied Statistics and Probability for Engineers, by Montgomery and Runger. Atatürk UniversityAtatürk University
Confidence IntervalConfidence Interval on the Variance and Standard Deviation of a Normal Distribution
© John Wiley & Sons, Inc. Applied Statistics and Probability for Engineers, by Montgomery and Runger. Atatürk UniversityAtatürk University
Confidence IntervalConfidence Interval on the Variance and Standard Deviation of a Normal Distribution
© John Wiley & Sons, Inc. Applied Statistics and Probability for Engineers, by Montgomery and Runger. Atatürk UniversityAtatürk University
Confidence IntervalExample 5:
A rivet is to be inserted into a hole. A random sample of n = 15 parts is selected, and the hole diameter is measured.
The sample standard deviation of the hole diameter measurements is s = 0.008millimeters. Construct a 99% lower confidence bound for the variance.
© John Wiley & Sons, Inc. Applied Statistics and Probability for Engineers, by Montgomery and Runger. Atatürk UniversityAtatürk University
Confidence Interval
Normal Approximation for Binomial Proportion
A Large-Sample Confidence Interval For a Population Proportion
The quantity is called the standard error of the point estimator .npp /)1( P̂
© John Wiley & Sons, Inc. Applied Statistics and Probability for Engineers, by Montgomery and Runger. Atatürk UniversityAtatürk University
Confidence IntervalA Large-Sample Confidence Interval For a Population Proportion
© John Wiley & Sons, Inc. Applied Statistics and Probability for Engineers, by Montgomery and Runger. Atatürk UniversityAtatürk University
Confidence IntervalExample 6:
In a random sample of 85 automobile engine crankshaft bearings, 10 have a surface finish that is rougher than the specifications allow.
Find a 95% CI for the bearings that exceeds the roughness specification.