Point estimate for (µ )

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Sampling Distributions:(6.4)
1) Sampling Distributions of sample Mean ๐‘ฅฬ…
2) Sampling Distribution of the sample Proportion ๐‘ฬ‚ :
3) Sampling Distribution of the two sample means ๐‘ฅฬ…1 − ๐‘ฅฬ…2 โ€ซุงู„ู…ุญุงุถุฑู‡ ุงุงู„ุถุงููŠู‡โ€ฌ
4) Sampling Distribution of the two sample Proportions ๐‘ฬ‚1 − ๐‘ฬ‚2 โ€ซุงู„ู…ุญุงุถุฑู‡โ€ฌ
โ€ซุงุงู„ุถุงููŠู‡โ€ฌ
(ask about probability of sample statistics xฬ… , pฬ‚ , xฬ…1 − xฬ…2 , pฬ‚1 − pฬ‚2 )and
give information about population parameters
Steps to answer:
๏‚ท Compute means (๐œ‡๐‘ฅฬ… , ๐œ‡๐‘ฅฬ…1−๐‘ฅฬ…2 , ๐œ‡๐‘ฬ‚ , ๐œ‡๐‘ฬ‚1−๐‘ฬ‚2 )
๏‚ท Compute variance (๐œŽ 2 ๐‘ฅฬ… , ๐œŽ 2 ๐‘ฅฬ…1−๐‘ฅฬ…2 , ๐œŽ 2 ๐‘ฬ‚ , ๐œŽ 2 ๐‘ฬ‚1−๐‘ฬ‚2 )
๏‚ท Compute standard deviation or "sd" Standard error s.e "(๐œŽ๐‘ฅฬ… , ๐œŽ๐‘ฅฬ…1−๐‘ฅฬ…2 ,
๐œŽ๐‘ฬ‚ , ๐œŽ๐‘ฬ‚1−๐‘ฬ‚2 )
๏‚ท
Use ๐‘ง
=
๐‘ฃ๐‘Ž๐‘™๐‘ข๐‘’−๐‘š๐‘’๐‘Ž๐‘›
๐‘ ๐‘ก๐‘Ž๐‘›๐‘‘๐‘Ž๐‘Ÿ๐‘‘ ๐‘’๐‘Ÿ๐‘Ÿ๐‘œ๐‘Ÿ
,(Standard deviation = Standard error)
Symbol
sample
mean
variance
Standard deviation
proportion
๐‘ฅฬ…
๐‘ 2
s
๐‘ฬ‚
population
µ
๐ˆ๐Ÿ
σ
p
Estimate population parameters
๏‚ท point estimate
๏‚ท interval estimate
point estimate:
Point estimate for
Point estimate for
Point estimate for
Point estimate for
Point estimate for
(µ ) is ๐‘ฅฬ…
(σ ) is S
ฬ‚
(p ) is ๐’‘
(µ๐Ÿ -๐๐Ÿ ) is ๐‘ฅฬ…1 − ๐‘ฅฬ…2
(๐’‘๐Ÿ -๐’‘๐Ÿ ) is ๐‘ฬ‚1 − ๐‘ฬ‚2
Interval estimate(ch6)
1)
2)
3)
4)
5)
interval for population mean µ
interval for two population means µ๐Ÿ -๐๐Ÿ (not related)
interval for population proportion p
interval for two population proportions ๐’‘๐Ÿ -๐’‘๐Ÿ
interval for two population means µ๐Ÿ -๐๐Ÿ (related or paired)(in
chapter 7)
(ask about population parameters µ , µ๐Ÿ -๐๐Ÿ , p , ๐’‘๐Ÿ -๐’‘๐Ÿ and give
information about sample statistics )
The general formula:
point estimate ± (table value(z or t)) × √
๐‘ฃ๐‘Ž๐‘Ÿ๐‘–๐‘Ž๐‘›๐‘๐‘’
๐‘›
**************************************************
๐‘ ๐‘2 = ๐‘’๐‘ ๐‘ก๐‘–๐‘š๐‘Ž๐‘ก๐‘’ ๐‘๐‘œ๐‘œ๐‘™๐‘’๐‘‘ ๐‘๐‘œ๐‘š๐‘š๐‘œ๐‘› ๐‘ฃ๐‘Ž๐‘Ÿ๐‘–๐‘Ž๐‘›๐‘๐‘’
๐‘ ๐‘ = ๐‘’๐‘ ๐‘ก๐‘–๐‘š๐‘Ž๐‘ก๐‘’ ๐‘๐‘œ๐‘œ๐‘™๐‘’๐‘‘ ๐‘๐‘œ๐‘š๐‘š๐‘œ๐‘› ๐‘†๐‘ก๐‘Ž๐‘›๐‘‘๐‘Ž๐‘Ÿ๐‘‘ ๐‘‘๐‘’๐‘ฃ๐‘–๐‘Ž๐‘ก๐‘–๐‘œ๐‘›
๐‘ง1.๐›ผ , ๐‘ก1.๐›ผ = reliability coefficient , ๐‘ก๐‘Ž๐‘๐‘™๐‘’ ๐‘ฃ๐‘Ž๐‘™๐‘ข๐‘’
2
2
๐‘ฬ…= pooled estimate proportion
Test Hypotheses (ch7)
1) test for population mean µ
2) test for two population means µ๐Ÿ -๐๐Ÿ (not related)
note: degree of freedom for T is (๐‘‘๐‘“ = ๐‘›1 + ๐‘›2 − 2)
(when use T-test)
3) test for population proportion p
4) test for two population proportions ๐’‘๐Ÿ -๐’‘๐Ÿ
5) test for two population means µ๐Ÿ -๐๐Ÿ (related or paired)
note: degree of freedom for T is (๐‘‘๐‘“ = ๐‘› − 1)
ask about population parameters µ , µ๐Ÿ -๐๐Ÿ , p , ๐’‘๐Ÿ -๐’‘๐Ÿ and give
information about sample statistics
Steps
1)
2)
3)
4)
5)
6)
data
assumptions
hypotheses
test statistic
decision
conclusion
โ€ซุงู„ุฌุฏุงูˆู„ ู…ู† ุงู„ุชุนุฏูŠู„ ุงู„ุฐูŠ ุฃุฑุณู„ู†ุงู‡ ู„ูƒู…โ€ฌ
Note :
(1) example 7.3.1
p_value= 0.102 (โ€ซ)ุฎุทุฃ ููŠ ุงู„ู…ู„ุฒู…ู‡โ€ฌ
:โ€ซุงู„ุตุญูŠุญโ€ฌ
p_value= 0.012
(2) Example 7.3.2
P_value=-1.33( โ€ซ)ุฎุทุฃ ููŠ ุงู„ู…ู„ุฒู…ู‡โ€ฌ
โ€ซุงู„ุตุญูŠุญโ€ฌ
P_value=0.716
Paired Sample
1) Confidence interval
2) test hypotheses
1)Confidence interval(Paired or related population)
Use
ฬ…±๐‘ก ๐›ผ
๐ท
1− ,๐‘›−1
2
๐‘ ๐ท
√๐‘›
(df=n-1)
And
๐‘›
ฬ… = ∑๐‘–=1 ๐ท๐‘–
๐ท
๐‘›
๐‘ ๐ท2 =
๐‘ ๐ท = √๐‘ ๐‘‘2
( mean of difference)
ฬ… 2
∑๐‘›
๐‘–=1(๐ท๐‘– −๐ท )
๐‘›−1
(variance of difference)
(๐‘ ๐‘ก๐‘Ž๐‘›๐‘‘๐‘Ž๐‘Ÿ๐‘‘ ๐‘‘๐‘’๐‘ฃ๐‘–๐‘Ž๐‘ก๐‘–๐‘œ๐‘› ๐‘œ๐‘“ ๐‘‘๐‘–๐‘“๐‘“๐‘’๐‘Ÿ๐‘’๐‘›๐‘๐‘’)
2)Test hypotheses(Paired or related population)
1) data
2)Assumption: normal + paired
3)Hypotheses:
we have three cases
Case I : H0: μ 1 = μ2 → μ 1 - μ2 = 0 → ๐œ‡๐‘‘ = 0
HA: μ 1 ≠ μ 2 → μ 1 - μ 2 ≠ 0 → ๐œ‡๐‘‘ ≠ 0
e.g. we want to test that the mean for first
population is different from second population mean.
Case II : H0: μ 1 = μ2 → μ 1 - μ2 = 0 → ๐œ‡๐‘‘ = 0
HA: μ 1 > μ 2 → μ 1 - μ 2 > 0 → ๐œ‡๐‘‘ > 0
e.g. we want to test that the mean for first
population is greater than second population mean.
Case III : H0: μ 1 = μ2 → μ 1 - μ2 = 0 → ๐œ‡๐‘‘ = 0
HA: μ 1 < μ 2
→ μ 1 - μ 2 < 0 → ๐œ‡๐‘‘ < 0
e.g. we want to test that the mean for first population is
less than second population
4)๐‘‡๐‘’๐‘ ๐‘ก:
๐‘‡=
ฬ…
๐ท
๐‘ ๐‘‘
√๐‘›
5)Decision
Reject ๐ป0 if :
Case1:
๐‘‡๐‘ < −๐‘‡1−๐›ผ,๐‘›−1 ๐‘œ๐‘Ÿ
2
Case2:
๐‘‡๐‘ > ๐‘‡1−๐›ผ,๐‘›−1
Case3:
๐‘‡๐‘ < −๐‘‡1−๐›ผ,๐‘›−1
๐‘‡๐‘ > ๐‘‡1−๐›ผ,๐‘›−1
2
Example
Page 146
Solution:
3)Hypotheses:
H0: μ 1 = μ2 → μ 1 - μ2 = 0 → ๐œ‡๐‘‘ = 0
HA: μ 1 ≠ μ 2 → μ 1 - μ 2 ≠ 0 → ๐œ‡๐‘‘ ≠ 0
ฬ… , ๐‘ ๐‘‘ โ€ซ)ู…ู† ุงู„ู…ุซุงู„ ุงู„ุณุงุจู‚ ู„ุญุณุงุจ ูุชุฑุฉ ุงู„ุซู‚ุฉโ€ฌ
4)test statistic ( ๐ท
๐‘‡=
ฬ…
๐ท
๐‘ ๐‘‘
√๐‘›
=
5.45
7.09
√10
= 2.43
5) Decision
Reject ๐ป0 if :
๐‘‡๐‘ < −๐‘‡1−๐›ผ,๐‘›−1
2
๐‘œ๐‘Ÿ
๐‘‡๐‘ > ๐‘‡1−๐›ผ,๐‘›−1
2
2.43 < −2.262
0r 2.43 > 2.262 โ€ซุชุญู‚ู‚โ€ฌ
So Reject ๐ป0 and accept ๐ป1
We can conclude the diet program is effective at ๐›ผ = 0.05
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