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Lecture14570统计笔记
PAGE
PAGE 13
Confidence Interval for one population mean or one population proportion, continued
1. Sample size estimation based on the large sample C.I. for p
From the interval
are given and we are interested in sample size . Therefore,
(When , it has the maximum value.)
Example 1.
Example 2.
2. Sample size calculation for p based on the maximum error E.
Definition.
We want to estimate within with a probability of .
Derive the formula for n
Pp-p≤E=1-α
P-E≤p-p≤E=1-α
P-Ep1-pn≤p-pp1-pn≤Ep1-pn=1-α
Since when the sample size is large, by the CLT we have:
Z=p-pp1-pn~N(0,1)
Thus P-Ep1-pn≤Z≤Ep1-pn=1-α
c=Zα/2=Ep1-pn
∴n=Zα/22p1-pE2
When p is unknown, we can plug in the estimate of p, p, and obtain the following formula:
n=Zα/22p1-pE2
Recall we also derived based on - the length of the % large sample confidence interval for . Their relationship (using the second formula for sample size calculation because our CI formula was basd on the second PQ where we estimated the p in the denominator) is
Recall we also derived based on - the length of the % large sample confidence interval for . Their relationship is
The % confidence interval for is .
The length of the confidence interval is
Example 3. In order to estimate the percent of children with inadequate immunization to be within 0.05 of the true proportion with a probability of 98%
How many children should be sampled?
Solution.
If the percentage of children with inadequate immunization is estimated to be , then
Solution.
Sample size calculates for 1 population proportions based on the maximum error E.
3. Confidence Interval for 1 population mean
There are 4 scenarios – we cover only the first 3 scenarios in our class.
Normal population, is known.
Point Estimator :
Pivotal Quantity :
CI for :
Length of CI :
Sample size based on :
Sample size based on
Normal population, is unknown.
Point Estimator :
Pivotal Quantity :
CI for :
Length of CI :
Sample size based on :
Samp
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