CSE 221: Probabilistic Analysis of Computer Systems Topics covered: Confidence intervals.

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Presentation transcript:

CSE 221: Probabilistic Analysis of Computer Systems Topics covered: Confidence intervals

Motivation  Point estimate:  Interval estimate:

Motivation (contd..)  Example:

Motivation (contd..)  Frequentist’s interpretation:

Estimation of confidence interval  Distribution of the mean of normal random variables:

Estimation of confidence interval (contd..)  Conversion to standard normal random variable:

Estimation of confidence interval (contd..)  Obtaining an interval estimate for standard normal random variable:

Estimation of confidence interval (contd..)  Obtaining an interval estimate for standard normal random variable:

Estimation of confidence interval (contd..)  Obtaining an interval estimate for standard normal random variable:

Estimation of confidence interval (contd..)  Converting to an interval estimate for the mean of normal random variables:

Estimation of confidence interval (contd..)  Example: