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STAT 312 Chapter 7 - Statistical Intervals Based on a Single Sample

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1 STAT 312 Chapter 7 - Statistical Intervals Based on a Single Sample
7.1 - Basic Properties of Confidence Intervals 7.2 - Large-Sample Confidence Intervals for a Population Mean and 7.3 - Intervals Based on a Normal Population Distribution 7.4 - Confidence Intervals for the Variance and Standard Deviation of a Normal Pop Proportion Chapter 8 - Tests of Hypotheses Based on a Single Sample 8.1 - Hypotheses and Test Procedures 8.2 - Z-Tests for Hypotheses about a Population Mean 8.3 - The One-Sample T-Test 8.4 - Tests Concerning a Population Proportion 8.5 - Further Aspects of Hypothesis Testing

2 Sampling Distribution
POPULATION X = random variable, numerical (discrete or continuous) X ~ Dist(, )  = mean  2 = variance Parameter Estimation Parameters RANDOM SAMPLE size n Estimator Sampling Distribution Mean Variance

3 Discrete random variable
POPULATION POPULATION Success Failure For any randomly selected individual, first define a binary random variable: Parameter Estimator = ? Parameter RANDOM SAMPLE size n Discrete random variable X = # Successes in sequence of n Bernoulli trials (0, …, n) Sampling Distribution Sampling Distribution

4 Discrete random variable
POPULATION POPULATION Success Failure For any randomly selected individual, first define a binary random variable: Parameter Estimator = ? RANDOM SAMPLE size n Discrete random variable X = # Successes in sequence of n Bernoulli trials (0, …, n) If n  15 and n (1 –  )  15, then via the Normal Approximation to the Binomial… Sampling Distribution Sampling Distribution

5 Discrete random variable
POPULATION POPULATION Success Failure For any randomly selected individual, first define a binary random variable: Parameter Estimator = ? RANDOM SAMPLE size n Discrete random variable X = # Successes in sequence of n Bernoulli trials (0, …, n) If n  15 and n (1 –  )  15, then via the Normal Approximation to the Binomial… s.e. DOES depend on  s.e. does not depend on  Sampling Distribution Sampling Distribution

6 Sampling Distribution
Example Null Distribution Sampling Distribution

7 Example Null Distribution

8    Example Null Hypothesis Alternative Hypothesis Sample n = 100

9 point estimate of true 
Sample n = 100 X = 10 Example Null Hypothesis Alternative Hypothesis point estimate of true  95% Margin of Error  95% Confidence Interval (for ) = does not contain null value  = 0.2  Reject at  = .05 Statistical significance at  = .05… Evidence that  < 0.2, based on study. .04 .16

10 point estimate of true 
Sample n = 100 X = 10 Note that the textbook gives and justifies a different formula that is more precise. However, the two give approximately equal results when n is large; see pages (You are not responsible for this.) Example Null Hypothesis Alternative Hypothesis point estimate of true  95% Margin of Error  95% Confidence Interval (for ) = does not contain null value  = 0.2  Reject at  = .05 Statistical significance at  = .05… Evidence that  < 0.2, based on study. .04 .16

11 point estimate of true 
Example Null Hypothesis Alternative Hypothesis Sample n = 100 X = 10 Example Null Hypothesis Alternative Hypothesis point estimate of true  95% Margin of Error  95% Acceptance Region (for H0) = 95% Confidence Interval (for ) = does not contain null value  = 0.2  Reject at  = .05 Statistical significance at  = .05… Evidence that  < 0.2, based on study. .04 .16

12 point estimate of true 
Example Null Hypothesis Alternative Hypothesis Sample n = 100 X = 10 Example Null Hypothesis Alternative Hypothesis point estimate of true  95% Margin of Error  95% Acceptance Region (for H0) = does not contain point estimate  = 0.1  Reject at  = .05 does not contain null value  = 0.2  Reject at  = .05 Statistical significance at  = .05… Evidence that  < 0.2, based on study. .12 .28

13 point estimate of true 
Example Null Hypothesis Alternative Hypothesis Sample n = 100 X = 10 Example Null Hypothesis Alternative Hypothesis point estimate of true  p-value =  Reject at  = .05, etc. .12 .28


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