Is my calculation of the confidence interval for $\mu$ correct? (Wondering)

In summary, the conversation discusses determining the confidence interval for the expected value of a normally distributed variable with unknown mean and variance. The steps for calculating the confidence interval are outlined and a question is raised about the notation used for the standard deviation. After some clarification, it is determined that a $t$-test should be used instead of a $z$-test and the correct critical $t$-value is found. There is also a discussion about the notation for standard deviations in different scenarios.
  • #1
mathmari
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Hey! :eek:

The variable $X$ is normally distributed with unknown expected value $\mu$ and unknown variance $\sigma^2$.

I want to determine the confidence interval for $\mu$ for $n=22; \ \overline{X}_n=7.2; \ S'=4; \ 1-\alpha=0.90$.

Is $S'$ the standard deviation? (Wondering) In some notes that I found in Google, it symbolized $s_n$ the standrard deviation of a sample and by $s_n'$ if we have the total population instead of a sample. If it is meant here like that, we follow the same steps to determine the confidence intervall in both case, or not? (Wondering)

If yes, I have done the following:

We have that $1-\alpha=0.90 \Rightarrow \alpha=0.10$.

So, we get $1-\frac{\alpha}{2}=1-\frac{0.10}{2}=1-0.05=0.95$.

Therefore we have $z =1.645$.

The median is equal to $\overline{X}_n=7.2$.

The half of the length of the confidence interval is equal to \begin{equation*}\frac{\sigma\cdot z}{\sqrt{n}}=\frac{S'\cdot z}{\sqrt{n}}=\frac{4\cdot 1.645}{\sqrt{22}}=1.40286\end{equation*}

The confidence interval is therefore equal to \begin{equation*}KI=\left [ \overline{x}-\frac{\sigma\cdot z}{\sqrt{n}};\overline{x}+\frac{\sigma\cdot z}{\sqrt{n}}\right ]=\left [ 7.2-1.40286;7.2+1.40286\right ]=\left [ 5.79714;8.60286\right ]\end{equation*} Is everything correct? (Wondering)
 
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  • #2
mathmari said:
Hey! :eek:

The variable $X$ is normally distributed with unknown expected value $\mu$ and unknown variance $\sigma^2$.

I want to determine the confidence interval for $\mu$ for $n=22; \ \overline{X}_n=7.2; \ S'=4; \ 1-\alpha=0.90$.

Is $S'$ the standard deviation? (Wondering) In some notes that I found in Google, it symbolized $s_n$ the standrard deviation of a sample and by $s_n'$ if we have the total population instead of a sample. If it is meant here like that, we follow the same steps to determine the confidence intervall in both case, or not? (Wondering)

Hey mathmari!

The convention is that we use greek letters for the population, and that we use latin letters for samples.
So $\sigma$ is the standard deviation of the population, and $s$ is the standard deviation of the sample.
Additionally we have $SE$ or $s_{\overline X}$ for the standard deviation of the sample mean of a sample (aka standard error).

I don't know why there is an accent next to the $S$. It looks like a typo to me.
Do you have a reference to those Google notes? (Wondering)
Either way, I'm assuming that just $S$ was intended, since it is explicitly stated that the standard deviation of the population ($\sigma$) is unknown.
mathmari said:
We have that $1-\alpha=0.90 \Rightarrow \alpha=0.10$.

So, we get $1-\frac{\alpha}{2}=1-\frac{0.10}{2}=1-0.05=0.95$.

Therefore we have $z =1.645$.

The median is equal to $\overline{X}_n=7.2$.

The half of the length of the confidence interval is equal to \begin{equation*}\frac{\sigma\cdot z}{\sqrt{n}}=\frac{S'\cdot z}{\sqrt{n}}=\frac{4\cdot 1.645}{\sqrt{22}}=1.40286\end{equation*}

The confidence interval is therefore equal to \begin{equation*}KI=\left [ \overline{x}-\frac{\sigma\cdot z}{\sqrt{n}};\overline{x}+\frac{\sigma\cdot z}{\sqrt{n}}\right ]=\left [ 7.2-1.40286;7.2+1.40286\right ]=\left [ 5.79714;8.60286\right ]\end{equation*}

Edit: I'm afraid we need to use a t-value instead of a z-value.
And we shouldn't use $\sigma$ as an alias for $S'$. After all it's explicitly stated that we do not know $\sigma$. (Nerd)
 
  • #3
I like Serena said:
The convention is that we use greek letters for the population, and that we use latin letters for samples.
So $\sigma$ is the standard deviation of the population, and $s$ is the standard deviation of the sample.
Additionally we have $SE$ or $s_{\overline X}$ for the standard deviation of the sample mean of a sample (aka standard error).

I don't know why there is an accent next to the $S$. It looks like a typo to me.
Do you have a reference to those Google notes? (Wondering)
Either way, I'm assuming that just $S$ was intended, since it is explicitly stated that the standard deviation of the population ($\sigma$) is unknown.

Ah ok! The link is here.

The part where I found that is the following:

View attachment 8054
I like Serena said:
It looks fine to me.
Except that we shouldn't use $\sigma$ as an alias for $S'$. After all it's explicitly stated that we do not know $\sigma$. (Nerd)

Ah ok! (Yes)
 

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  • #4
mathmari said:
Ah ok! (Yes)

Oh wait! (Wait)

Since we do not know $\sigma$, we cannot use $z=1.645$.
Instead we have to do a $t$-test, meaning we use $t$ instead of $z$.
And we have to look up what the critical $t$-value is.
Since we have $n=22$, we have the degrees of freedom $df=22-1=21$.

If we look it up in a t-table, we'll find that for a 2-tailed test with $\alpha=0.10$ and $df=21$, we have $t=1.72$. (Thinking)
 
  • #5
mathmari said:
Ah ok! The link is here.

The part where I found that is the following:

Ah. I see. (Happy)
They make the distinction between the standard deviations $s$ of a sample where we only have an estimate of the mean of the population, which is $\overline x$. It means we have to divide by $(n-1)$, since we lose a freedom due to the unknown $\mu$.
And $s'$ is the alternative way to calculate the standard deviation when we do know the mean $\mu$ of the population. And we know $\mu$ in this case since $\overline{x}_n=\mu$ if we have the complete population, so that we do not lose a freedom, so we divide by $n$.
I wouldn't consider this 'official' notation though. As I see it $s'$ is only introduced in this particular text to explain the distinction.
Normally the distinction is explained by writing $\sigma^2=\frac{\sum(x_i-\mu)^2}{N}$. That is, with $\sigma$ and $\mu$ instead of $s$ and $\overline x$. And we might as well write $N$ instead of $n$ to indicate it's the whole population instead of a sample. (Nerd)
 

1. What is a confidence interval for μ?

A confidence interval for μ is a range of values within which the true population mean (μ) is likely to fall with a certain level of confidence. It is calculated using a sample mean and the standard error of the mean.

2. What is the purpose of a confidence interval for μ?

The purpose of a confidence interval for μ is to estimate the range of values within which the true population mean falls. It helps to determine the precision of the sample mean and provides a level of confidence in the accuracy of the estimate.

3. How is the confidence level determined for a confidence interval for μ?

The confidence level for a confidence interval for μ is typically set at 95%. This means that if the experiment is repeated many times, 95% of the confidence intervals calculated would contain the true population mean.

4. What factors affect the width of a confidence interval for μ?

The width of a confidence interval for μ is affected by the sample size, the standard deviation of the population, and the chosen confidence level. A larger sample size and a smaller standard deviation will result in a narrower confidence interval.

5. How is a confidence interval for μ interpreted?

A confidence interval for μ is interpreted as a range of values within which the true population mean is likely to fall. It is important to note that it is an estimation and not an exact value. The narrower the interval, the more precise the estimate is.

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