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

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Discussion Overview

The discussion revolves around the calculation of a confidence interval for the mean $\mu$ of a normally distributed variable $X$, with a focus on the appropriate use of standard deviation and the distinction between sample and population parameters. Participants are exploring the implications of using a sample standard deviation versus a population standard deviation in the context of confidence intervals.

Discussion Character

  • Technical explanation
  • Debate/contested
  • Mathematical reasoning

Main Points Raised

  • One participant questions whether $S'$ represents the standard deviation and discusses the notation differences between sample and population standard deviations.
  • Another participant clarifies that $\sigma$ is used for population standard deviation and $s$ for sample standard deviation, suggesting that $S'$ may be a typo.
  • There is a proposal that since $\sigma$ is unknown, a $t$-test should be used instead of a $z$-test, leading to the need for a critical $t$-value based on degrees of freedom.
  • A later reply emphasizes the distinction between using $s$ for sample standard deviation and $S'$ for population standard deviation, suggesting that $S'$ may not be standard notation.
  • Participants discuss the implications of knowing the population mean $\mu$ versus estimating it, and how this affects the calculation of standard deviation.

Areas of Agreement / Disagreement

Participants generally agree on the need to use a $t$-test due to the unknown population standard deviation, but there is disagreement regarding the notation and the interpretation of $S'$ versus $\sigma$. The discussion remains unresolved regarding the appropriateness of the original calculation and the notation used.

Contextual Notes

There are limitations in the discussion regarding the assumptions made about the notation and the definitions of standard deviation. The implications of using $S'$ versus $\sigma$ are not fully resolved, and the discussion reflects varying interpretations of statistical conventions.

mathmari
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Hey! :o

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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mathmari said:
Hey! :o

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)
 
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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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)
 
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)
 

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