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Advanced Statistics
Advanced Statistics
Quarter 3 Lesson 2
Confidence Intervals for
Variances and Standard
Deviation
Advanced Statistics
Advanced Statistics
Chi-Squared Confidence
Chi-Squared Confidence
Intervals
Intervals

Chi-Square Distribution
Chi-Square Distribution

Interval Estimation
Interval Estimation
Advanced Statistics
Advanced Statistics
A manufacturing plant produces a
A manufacturing plant produces a
part whose length should be 1.2”.
part whose length should be 1.2”.
Some
Some variation of length
variation of length is
is
allowed. We want to determine
allowed. We want to determine
that the variation of length is no
that the variation of length is no
more than 0.05”.
more than 0.05”.
Advanced Statistics
Advanced Statistics
The amount of rainfall varies from state
The amount of rainfall varies from state
to state. A researcher wants to know if
to state. A researcher wants to know if
the
the variation in the amount of rainfall
variation in the amount of rainfall in
in
a specific state is less than 3”.
a specific state is less than 3”.
Advanced Statistics
Advanced Statistics
What is chi-square and what is a
chi-squared distribution?
A chi-squared distribution comes
from the chi-square statistic, which
measures how different are
observed values are from the
expected ones from a true
hypothesis in a statistical test. The
chi-square symbol is x squared, and
this statistic is also called the
goodness-of-fit statistic.
Advanced Statistics
Advanced Statistics
What is chi-square distribution in
statistics
Chi-square goodness of fit test
statistic is a measure of the
difference between the observed
values and the expected values
squared from a sample obtained
from a standard normal
distribution.
Advanced Statistics
Advanced Statistics
Does chi-square assume normal
distribution?
Is chi-square distribution
symmetric then?
No, the curve for the chi-square
graph is skewed towards the right.
A chi-square curve has no area
associated with negative values and
is asymmetric, with a longer tail on
the right.
Advanced Statistics
Advanced Statistics
Examples of Sampling Distribution of (
Examples of Sampling Distribution of (n
n - 1)
- 1)s
s2
2
/
/
2
2
0
With 2 degrees
With 2 degrees
of freedom
of freedom
2
2
( 1)
n s


With 5 degrees
With 5 degrees
of freedom
of freedom
With 10 degrees
With 10 degrees
of freedom
of freedom
Advanced Statistics
Advanced Statistics
Inferences About a Population Variance
Inferences About a Population Variance
2 2
2 2
(n – 1) s /
(n – 1) s / σ
σ
This quantity follows a distribution that is called
This quantity follows a distribution that is called chi-
chi-
square distribution
square distribution (with n – 1 degree of freedom)
(with n – 1 degree of freedom)
As the degree of freedom increases with sample size,
As the degree of freedom increases with sample size,
the shape of the chi-square distribution resembles
the shape of the chi-square distribution resembles
that of a normal distribution
that of a normal distribution.
.
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Advanced Statistics
What is the shape of the chi-
square distribution?
A chi square distribution graph
looks similar to a normal
distribution but is skewed towards
the right and it has all positive
numbers in its horizontal axis.
Advanced Statistics
Advanced Statistics
What is chi-square critical value?
Advanced Statistics
Advanced Statistics
Chi-square Table
Advanced Statistics
Advanced Statistics
Advanced Statistics
Advanced Statistics
Advanced Statistics
Advanced Statistics
What Does a Chi-Square Statistic
Tell You?
There are two main kinds of chi-square
tests: the test of independence, which
asks a question of relationship, such as,
"Is there a relationship between student
gender and course choice?“
"How well does the coin in my hand
match a theoretically fair coin?"
Advanced Statistics
Advanced Statistics
Chi-square analysis is applied to
categorical variables and is
especially useful when those
variables are nominal (where order
doesn't matter, like marital status
or gender).
Advanced Statistics
Advanced Statistics
What Is a Chi-square Test
Used for?
Chi-square is a statistical test used to
examine the differences between
categorical variables from a random
sample in order to judge the
goodness of fit between expected
and observed results.
Advanced Statistics
Advanced Statistics
What Is a Chi-square Test
Used for?
From the chi square formula we can
solve for the value of the variance
(the square of the populations
standard deviation).
Advanced Statistics
Advanced Statistics
What Is a Chi-square Test
Used for?
Another use for the chi-square
distribution in statistics is when we
are doing hypothesis testing, in this
case, with the chi square test.
Advanced Statistics
Advanced Statistics
Who Uses Chi-Square
Analysis?
Since chi-square applies to
categorical variables, it is most used
by researchers who are studying
survey response data. This type of
research can range from
demography to consumer and
marketing research to political
Advanced Statistics
Advanced Statistics
Chi-Square Distribution
Chi-Square Distribution
The chi-square distribution can be used
The chi-square distribution can be used
o To estimate a population variance
o To estimate a population variance
o Perform hypothesis tests about population
o Perform hypothesis tests about population
variances
variances
Advanced Statistics
Advanced Statistics
2 2 2
.975 .025
  
 
Chi-Square Distribution
Chi-Square Distribution
 For example, there is a .95 probability of obtaining a
For example, there is a .95 probability of obtaining a

2
2
(chi-square) value such that
(chi-square) value such that
 We will use the notation to denote the value for
We will use the notation to denote the value for
the chi-square distribution that provides an area of
the chi-square distribution that provides an area of

 to the right of the stated value.
to the right of the stated value.
2


2


Advanced Statistics
Advanced Statistics
95% of the
possible 2
values
2
0
.025
2
.025

.025
2
.975

Interval Estimation of
Interval Estimation of 
2
2
2
2 2
.975 .025
2
( 1)
n s
 


 
Advanced Statistics
Advanced Statistics
Chi-Square Distribution
Chi-Square Distribution
Example 1
Example 1
Find the values for
Find the values for 
2
2
left and
left and 
2
2
right
right
for a 95% confidence interval when
for a 95% confidence interval when
n=10.
n=10.
Advanced Statistics
Advanced Statistics
Degrees
of Freedom .99 .975 .95 .90 .10 .05 .025 .01
5 0.554 0.831 1.145 1.610 9.236 11.070 12.832 15.086
6 0.872 1.237 1.635 2.204 10.645 12.592 14.449 16.812
7 1.239 1.690 2.167 2.833 12.017 14.067 16.013 18.475
8 1.647 2.180 2.733 3.490 13.362 15.507 17.535 20.090
9 2.088 2.700 3.325 4.168 14.684 16.919 19.023 21.666
10 2.558 3.247 3.940 4.865 15.987 18.307 20.483 23.209
Area in Upper Tail
Chi-Square
Chi-Square
Selected Values from the Chi-Square Distribution Table
Selected Values from the Chi-Square Distribution Table
For
For n
n - 1 = 9 and d.f. and
- 1 = 9 and d.f. and 
 /2= .025
/2= .025
Advanced Statistics
Advanced Statistics
Degrees
of Freedom .99 .975 .95 .90 .10 .05 .025 .01
5 0.554 0.831 1.145 1.610 9.236 11.070 12.832 15.086
6 0.872 1.237 1.635 2.204 10.645 12.592 14.449 16.812
7 1.239 1.690 2.167 2.833 12.017 14.067 16.013 18.475
8 1.647 2.180 2.733 3.490 13.362 15.507 17.535 20.090
9 2.088 2.700 3.325 4.168 14.684 16.919 19.023 21.666
10 2.558 3.247 3.940 4.865 15.987 18.307 20.483 23.209
Area in Upper Tail
Chi-Square
Chi-Square
Selected Values from the Chi-Square Distribution Table
Selected Values from the Chi-Square Distribution Table
For
For n
n - 1 = 9 and d.f. and
- 1 = 9 and d.f. and 
 /2= .025
/2= .025
Advanced Statistics
Advanced Statistics
Chi-Square Distribution
Chi-Square Distribution
Example 2
Example 2
Find the values for
Find the values for 
2
2
left and
left and 
2
2
right
right
for a 90% confidence interval when
for a 90% confidence interval when
n=8.
n=8.
Advanced Statistics
Advanced Statistics
Degrees
of Freedom .99 .975 .95 .90 .10 .05 .025 .01
5 0.554 0.831 1.145 1.610 9.236 11.070 12.832 15.086
6 0.872 1.237 1.635 2.204 10.645 12.592 14.449 16.812
7 1.239 1.690 2.167 2.833 12.017 14.067 16.013 18.475
8 1.647 2.180 2.733 3.490 13.362 15.507 17.535 20.090
9 2.088 2.700 3.325 4.168 14.684 16.919 19.023 21.666
10 2.558 3.247 3.940 4.865 15.987 18.307 20.483 23.209
Area in Upper Tail
Chi-Square
Chi-Square
Selected Values from the Chi-Square Distribution Table
Selected Values from the Chi-Square Distribution Table
For
For n
n - 1 = 7 and d.f. and
- 1 = 7 and d.f. and 
 /2= .05
/2= .05
Advanced Statistics
Advanced Statistics
Degrees
of Freedom .99 .975 .95 .90 .10 .05 .025 .01
5 0.554 0.831 1.145 1.610 9.236 11.070 12.832 15.086
6 0.872 1.237 1.635 2.204 10.645 12.592 14.449 16.812
7 1.239 1.690 2.167 2.833 12.017 14.067 16.013 18.475
8 1.647 2.180 2.733 3.490 13.362 15.507 17.535 20.090
9 2.088 2.700 3.325 4.168 14.684 16.919 19.023 21.666
10 2.558 3.247 3.940 4.865 15.987 18.307 20.483 23.209
Area in Upper Tail
Chi-Square
Chi-Square
Selected Values from the Chi-Square Distribution Table
Selected Values from the Chi-Square Distribution Table
For
For n
n - 1 = 7 and d.f. and
- 1 = 7 and d.f. and 
 /2= .05
/2= .05
Advanced Statistics
Advanced Statistics
Chi-Square Distribution
Chi-Square Distribution
Example 3
Example 3
Find the values for
Find the values for 
2
2
left and
left and 
2
2
right
right
for a 99% confidence interval when
for a 99% confidence interval when
n=23.
n=23.
Advanced Statistics
Advanced Statistics
Lesson 2
Lesson 2
Activity 1
Activity 1
Lesson 2
Confidence Intervals for
Variances and Standard
Deviation
Advanced Statistics
Advanced Statistics
Chi-Square Distribution
Chi-Square Distribution
1.
1. a=0.05; n=20
a=0.05; n=20
2.
2. a=0.10; n=8
a=0.10; n=8
3.
3. a=0.01; n=15
a=0.01; n=15
4.
4. a=0.05; n=27
a=0.05; n=27
5.
5. a=0.10; n=14
a=0.10; n=14
A.
A.
Advanced Statistics
Advanced Statistics
Chi-Square Distribution
Chi-Square Distribution
B.
B.
1. Find the critical values in the Χ2
1. Find the critical values in the Χ2
distribution which separate the
distribution which separate the
middle 95% from the 2.5% in each
middle 95% from the 2.5% in each
tail, assuming there are 12 degrees of
tail, assuming there are 12 degrees of
freedom.
freedom.
Advanced Statistics
Advanced Statistics
Chi-Square Distribution
Chi-Square Distribution
B.
B.
2. Find the critical values in the Χ2
2. Find the critical values in the Χ2
distribution which separate the
distribution which separate the
middle 90% from the 5% in each tail,
middle 90% from the 5% in each tail,
assuming there are 8 degrees of
assuming there are 8 degrees of
freedom.
freedom.
Advanced Statistics
Advanced Statistics
Quarter 3 Lesson 2
Confidence Intervals for
Variances and Standard
Deviation
Advanced Statistics
Advanced Statistics
Interval Estimation of
Interval Estimation of 
2
2
( ) ( )
/ ( / )
n s n s

 


1 1
2
2
2
2
2
1 2
2



 
( ) ( )
/ ( / )
n s n s

 


1 1
2
2
2
2
2
1 2
2



 
2 2 2
(1 / 2) / 2
 
  
  
2
2 2
(1 / 2) / 2
2
( 1)
n s
 
 



 
 Substituting (
Substituting (n
n – 1)
– 1)s
s2
2
/
/
2
2
for the
for the 
2
2
we get
we get
 Performing algebraic manipulation we get
Performing algebraic manipulation we get
 There is a (1 –
There is a (1 – 
) probability of obtaining a
) probability of obtaining a 
2
2
value
value
such that
such that
Advanced Statistics
Advanced Statistics
 Interval Estimate of a Population Variance
Interval Estimate of a Population Variance
Interval Estimation of
Interval Estimation of 
2
2
( ) ( )
/ ( / )
n s n s

 


1 1
2
2
2
2
2
1 2
2



 
( ) ( )
/ ( / )
n s n s

 


1 1
2
2
2
2
2
1 2
2



 
where the
where the 



values are based on a chi-square
values are based on a chi-square
distribution with
distribution with n
n - 1 degrees of freedom and
- 1 degrees of freedom and
where 1 -
where 1 - 
 is the confidence coefficient.
is the confidence coefficient.
Advanced Statistics
Advanced Statistics
Interval Estimation of
Interval Estimation of 

 Interval Estimate of a Population Standard Deviation
Interval Estimate of a Population Standard Deviation
Taking the square root of the upper and lower
Taking the square root of the upper and lower
limits of the variance interval provides the confidence
limits of the variance interval provides the confidence
interval for the population standard deviation.
interval for the population standard deviation.
2 2
2 2
/2 (1 /2)
( 1) ( 1)
n s n s
 

  
 
 
Advanced Statistics
Advanced Statistics
Buyer’s Digest rates thermostats
Buyer’s Digest rates thermostats
manufactured for home temperature
manufactured for home temperature
control. In a recent test, 10 thermostats
control. In a recent test, 10 thermostats
manufactured by ThermoRite were
manufactured by ThermoRite were
selected and placed in a test room that
selected and placed in a test room that
was maintained at a temperature of 68
was maintained at a temperature of 68o
o
F.
F.
Interval Estimation of
Interval Estimation of 
2
2
 Example 1: Buyer’s Digest (A)
Example 1: Buyer’s Digest (A)
Advanced Statistics
Advanced Statistics
Interval Estimation of
Interval Estimation of 
2
2
We will use the 10 readings below to
We will use the 10 readings below to
develop a 95% confidence interval
develop a 95% confidence interval
estimate of the population variance.
estimate of the population variance.
 Example 1: Buyer’s Digest (A)
Example 1: Buyer’s Digest (A)
Temperature
Temperature 67.4 67.8 68.2 69.3 69.5 67.0 68.1 68.6 67.9 67.2
67.4 67.8 68.2 69.3 69.5 67.0 68.1 68.6 67.9 67.2
Thermostat
Thermostat 1 2 3 4 5 6 7 8 9 10
1 2 3 4 5 6 7 8 9 10
Advanced Statistics
Advanced Statistics
Degrees
of Freedom .99 .975 .95 .90 .10 .05 .025 .01
5 0.554 0.831 1.145 1.610 9.236 11.070 12.832 15.086
6 0.872 1.237 1.635 2.204 10.645 12.592 14.449 16.812
7 1.239 1.690 2.167 2.833 12.017 14.067 16.013 18.475
8 1.647 2.180 2.733 3.490 13.362 15.507 17.535 20.090
9 2.088 2.700 3.325 4.168 14.684 16.919 19.023 21.666
10 2.558 3.247 3.940 4.865 15.987 18.307 20.483 23.209
Area in Upper Tail
Interval Estimation of
Interval Estimation of 
2
2
Selected Values from the Chi-Square Distribution Table
Selected Values from the Chi-Square Distribution Table
Our
Our
value
value
2
.975

For
For n
n - 1 = 10 - 1 = 9 d.f. and
- 1 = 10 - 1 = 9 d.f. and 
 = .05
= .05
Advanced Statistics
Advanced Statistics
Interval Estimation of
Interval Estimation of 
2
2
2
0
.025



 
2
2
.025
2
( 1)
2.700
n s
Area in
Area in
Upper Tail
Upper Tail
= .975
= .975
2.700
For
For n
n - 1 = 10 - 1 = 9 d.f. and
- 1 = 10 - 1 = 9 d.f. and 
 = .05
= .05
Advanced Statistics
Advanced Statistics
Degrees
of Freedom .99 .975 .95 .90 .10 .05 .025 .01
5 0.554 0.831 1.145 1.610 9.236 11.070 12.832 15.086
6 0.872 1.237 1.635 2.204 10.645 12.592 14.449 16.812
7 1.239 1.690 2.167 2.833 12.017 14.067 16.013 18.475
8 1.647 2.180 2.733 3.490 13.362 15.507 17.535 20.090
9 2.088 2.700 3.325 4.168 14.684 16.919 19.023 21.666
10 2.558 3.247 3.940 4.865 15.987 18.307 20.483 23.209
Area in Upper Tail
Interval Estimation of
Interval Estimation of 
2
2
Selected Values from the Chi-Square Distribution Table
Selected Values from the Chi-Square Distribution Table
For
For n
n - 1 = 10 - 1 = 9 d.f. and
- 1 = 10 - 1 = 9 d.f. and 
 = .05
= .05
Our
Our
value
value
 2
.025
Advanced Statistics
Advanced Statistics
2
0
.025
2.700
Interval Estimation of
Interval Estimation of 
2
2
n
n - 1 = 10 - 1 = 9 degrees of freedom and
- 1 = 10 - 1 = 9 degrees of freedom and 
 = .05
= .05


 
2
2
( 1)
2.700 19.023
n s
19.023
Area in Upper
Area in Upper
Tail = .025
Tail = .025
Advanced Statistics
Advanced Statistics
 Sample variance
Sample variance s
s2
2
provides a point estimate of
provides a point estimate of 
2
2
.
.
s
x x
n
i
2
2
1
6 3
9
70




 
( ) .
.
s
x x
n
i
2
2
1
6 3
9
70




 
( ) .
.
( ).
.
( ).
.
10 1 70
19 02
10 1 70
2 70
2

 


( ).
.
( ).
.
10 1 70
19 02
10 1 70
2 70
2

 


Interval Estimation of
Interval Estimation of 
2
2
.33
.33 <
< 
2
2
<
< 2.33
2.33
 A 95% confidence interval for the population variance
A 95% confidence interval for the population variance
is given by:
is given by:
Advanced Statistics
Advanced Statistics
Buyer’s Digest rates thermostats
Buyer’s Digest rates thermostats
manufactured for home temperature
manufactured for home temperature
control. In a recent test, 10 thermostats
control. In a recent test, 10 thermostats
manufactured by ThermoRite were
manufactured by ThermoRite were
selected and placed in a test room that
selected and placed in a test room that
was maintained at a temperature of 68
was maintained at a temperature of 68o
o
F.
F.
Develop a 90% confidence interval
Develop a 90% confidence interval
estimate of the population variance.
estimate of the population variance.
Interval Estimation of
Interval Estimation of 
2
2
 Example 2: Buyer’s Digest (A)
Example 2: Buyer’s Digest (A)
Temperature
Temperature 67.4 67.8 68.2 69.3 69.5 67.0 68.1 68.6 67.9 67.2
67.4 67.8 68.2 69.3 69.5 67.0 68.1 68.6 67.9 67.2
Thermostat
Thermostat 1 2 3 4 5 6 7 8 9 10
1 2 3 4 5 6 7 8 9 10
Advanced Statistics
Advanced Statistics
Degrees
of Freedom .99 .975 .95 .90 .10 .05 .025 .01
5 0.554 0.831 1.145 1.610 9.236 11.070 12.832 15.086
6 0.872 1.237 1.635 2.204 10.645 12.592 14.449 16.812
7 1.239 1.690 2.167 2.833 12.017 14.067 16.013 18.475
8 1.647 2.180 2.733 3.490 13.362 15.507 17.535 20.090
9 2.088 2.700 3.325 4.168 14.684 16.919 19.023 21.666
10 2.558 3.247 3.940 4.865 15.987 18.307 20.483 23.209
Area in Upper Tail
Interval Estimation of
Interval Estimation of 
2
2
Selected Values from the Chi-Square Distribution Table
Selected Values from the Chi-Square Distribution Table
For
For n
n - 1 = 10 - 1 = 9 d.f. and
- 1 = 10 - 1 = 9 d.f. and 
 = .10
= .10
Advanced Statistics
Advanced Statistics
Interval Estimation of
Interval Estimation of 
2
2
2
0
.05
Area in
Area in
Upper Tail
Upper Tail
= .95
= .95
3.325
For
For n
n - 1 = 10 - 1 = 9 d.f. and
- 1 = 10 - 1 = 9 d.f. and 
 = .05
= .05
Advanced Statistics
Advanced Statistics
Degrees
of Freedom .99 .975 .95 .90 .10 .05 .025 .01
5 0.554 0.831 1.145 1.610 9.236 11.070 12.832 15.086
6 0.872 1.237 1.635 2.204 10.645 12.592 14.449 16.812
7 1.239 1.690 2.167 2.833 12.017 14.067 16.013 18.475
8 1.647 2.180 2.733 3.490 13.362 15.507 17.535 20.090
9 2.088 2.700 3.325 4.168 14.684 16.919 19.023 21.666
10 2.558 3.247 3.940 4.865 15.987 18.307 20.483 23.209
Area in Upper Tail
Selected Values from the Chi-Square Distribution Table
Selected Values from the Chi-Square Distribution Table
For
For n
n - 1 = 10 - 1 = 9 d.f. and
- 1 = 10 - 1 = 9 d.f. and 
 = .10
= .10
Interval Estimation of
Interval Estimation of 
2
2
Advanced Statistics
Advanced Statistics
2
0
.05
3.325
Interval Estimation of
Interval Estimation of 
2
2
n
n - 1 = 10 - 1 = 9 degrees of freedom and
- 1 = 10 - 1 = 9 degrees of freedom and 
 = .05
= .05
16.919
Area in Upper
Area in Upper
Tail = .95
Tail = .95
Advanced Statistics
Advanced Statistics
 Sample variance
Sample variance s
s2
2
provides a point estimate of
provides a point estimate of 
2
2
.
.
s
x x
n
i
2
2
1
6 3
9
70




 
( ) .
.
s
x x
n
i
2
2
1
6 3
9
70




 
( ) .
.
Interval Estimation of
Interval Estimation of 
2
2
.37
.37 <
< 
2
2
<
< 1.89
1.89
 A 95% confidence interval for the population variance
A 95% confidence interval for the population variance
is given by:
is given by:
Advanced Statistics
Advanced Statistics
Interval Estimation of
Interval Estimation of 
2
2
Example 3. Find the 99% confidence
Example 3. Find the 99% confidence
interval for the variance and
interval for the variance and
standard deviation for the lifetime of
standard deviation for the lifetime of
batteries if a sample of 20 batteries
batteries if a sample of 20 batteries
has a standard deviation of 1.7
has a standard deviation of 1.7
months. Assume that the variable is
months. Assume that the variable is
normally distributed.
normally distributed.
Rounding Rule
Rounding Rule: Round off to the same number of decimal places as given
: Round off to the same number of decimal places as given
for the sample variances or standard deviation.
for the sample variances or standard deviation.
Advanced Statistics
Advanced Statistics
Lesson 2
Lesson 2
Activity 2
Activity 2
Lesson 2
Confidence Intervals for
Variances and Standard
Deviation
Advanced Statistics
Advanced Statistics
Chi-Square Distribution and Confidence
Chi-Square Distribution and Confidence
Interval
Interval
1. Find the 95% confidence interval
1. Find the 95% confidence interval
for the variance and standard
for the variance and standard
deviation of the nicotine content of
deviation of the nicotine content of
cigarettes manufactured if a sample
cigarettes manufactured if a sample
of 20 cigarettes has a standard
of 20 cigarettes has a standard
deviation of 1.6 milligrams.
deviation of 1.6 milligrams.
Advanced Statistics
Advanced Statistics
Chi-Square Distribution and Confidence
Chi-Square Distribution and Confidence
Interval
Interval
2. Find the 99% confidence interval
2. Find the 99% confidence interval
for the variance and standard
for the variance and standard
deviation of the weights of 25-gallon
deviation of the weights of 25-gallon
containers of motor oil if a sample of
containers of motor oil if a sample of
14 containers has a variance of 3.2.
14 containers has a variance of 3.2.
Advanced Statistics
Advanced Statistics
Chi-Square Distribution and Confidence
Chi-Square Distribution and Confidence
Interval
Interval
3. Find the 95% confidence interval
3. Find the 95% confidence interval
for the variance and standard
for the variance and standard
deviation for the sugar content in ice
deviation for the sugar content in ice
cream (in mg) if a sample of nine
cream (in mg) if a sample of nine
servings has a variance of 36.
servings has a variance of 36.
Advanced Statistics
Advanced Statistics
QUIZ 2
Confidence Intervals for
Variances and Standard
Deviation
Advanced Statistics
Advanced Statistics
Chi-Square Distribution and Confidence
Chi-Square Distribution and Confidence
Interval
Interval
1. Find the 90% confidence interval
1. Find the 90% confidence interval
for the variance and standard
for the variance and standard
deviation of the ages of senior
deviation of the ages of senior
students at Caloocan National
students at Caloocan National
Science and Technology High School
Science and Technology High School
if a sample of 24 students has a
if a sample of 24 students has a
standard deviation of 2.3 years.
standard deviation of 2.3 years.
Advanced Statistics
Advanced Statistics
Chi-Square Distribution and Confidence
Chi-Square Distribution and Confidence
Interval
Interval
2. Road and racing bicycles have an
2. Road and racing bicycles have an
average wheel diameter of 622mm.
average wheel diameter of 622mm.
From a sample of 15 bicycles it was
From a sample of 15 bicycles it was
found that the wheel diameters have
found that the wheel diameters have
a variance of 10mm. With a 90%
a variance of 10mm. With a 90%
confidence level give a range where
confidence level give a range where
the variance of all road and racing
the variance of all road and racing
bicycle wheels lie.
bicycle wheels lie.
Advanced Statistics
Advanced Statistics
Chi-Square Distribution and Confidence
Chi-Square Distribution and Confidence
Interval
Interval
3. A Soda-pop company "Jim's Old
3. A Soda-pop company "Jim's Old
Fashion Soda" is designing their
Fashion Soda" is designing their
bottling machine. After making 41
bottling machine. After making 41
bottles they find that their bottles
bottles they find that their bottles
have an average of 335mL of liquid
have an average of 335mL of liquid
with a standard deviation of 3mL.
with a standard deviation of 3mL.
With a 99% confidence level what is
With a 99% confidence level what is
the range of standard deviation that
the range of standard deviation that
this machine will output per bottle?
this machine will output per bottle?
Advanced Statistics
Advanced Statistics
Chi-Square Distribution and Confidence
Chi-Square Distribution and Confidence
Interval
Interval
4. Find the 99% confidence interval
4. Find the 99% confidence interval
for the variance and standard
for the variance and standard
deviation of the sodium content of
deviation of the sodium content of
the following 20 sardines in a can.
the following 20 sardines in a can.
Advanced Statistics
Advanced Statistics
Sardines
Sodium
content
in mg
1 427
2 250
3 325
4 235
5 282
6 167
7 190
8 424
9 158
10 263
Sardines
Sodium
content
in mg
11 127
12 205
13 315
14 225
15 288
16 167
17 180
18 421
19 123
20 251
Advanced Statistics
Advanced Statistics
Chi-Square Distribution and Confidence
Chi-Square Distribution and Confidence
Interval
Interval
5. Find the 95% confidence interval
5. Find the 95% confidence interval
for the variance and standard
for the variance and standard
deviation of the sugar content of the
deviation of the sugar content of the
following 15 yoghurts.
following 15 yoghurts.
Advanced Statistics
Advanced Statistics
Yoghurt
Sugar
content
in g
1 32
2 52
3 100
4 56
5 51
6 50
7 45
8 54
9 75
10 85
Yoghurt
Sugar
content
in g
11 46
12 15
13 7
14 25
15 26
Advanced Statistics
Advanced Statistics
1. A statistician chooses 27 randomly
selected dates, and when examining the
occupancy records of a particular motel for
those dates, finds a standard deviation of
5.86 rooms rented. If the number of rooms
rented is normally distributed, find the 95%
confidence interval for the population
standard deviation of the number of rooms
rented.
Advanced Statistics
Advanced Statistics
2. A large candy manufacturer produces,
packages, and sells packs of candy targeted to
weigh 52 grams. A quality control manager
working for the company was concerned that
the variation in the actual weights of the
targeted 52-gram packs was larger than
acceptable. That is, he was concerned that
some packs weighed significantly less than 52
grams and some weighed significantly more
than 52 grams. In an attempt to estimate, the
standard deviation of the weights of all of the
52-gram packs the manufacturer makes, he
took a random sample of n = 10 packs off of
the factory line. The random sample yielded a
sample variance of 4.2 grams. Use the random
Advanced Statistics
Advanced Statistics
3. Find the 95% confidence interval for the
variance and standard deviation of the
nicotine content of cigarettes manufactured if
a sample of 20 cigarettes has a standard
deviation of 1.6 milligrams.
Advanced Statistics
Advanced Statistics
4. Find the 90% confidence interval for the
variance and standard deviation for the price
in dollars of an adult single-day ski lift ticket.
The data represent a selected sample of
nationwide ski resorts. Assume the variable is
normally distributed.
59 54 53 52 51
39 49 46 49 48
Advanced Statistics
Advanced Statistics
5. In processing processing grain in the
brewing industry, the percentage of extract
recovered is measured. A particular brewery
introduces a new source of grain and the
percentage extract on eleven separate days is
as follows:
95.2 93.1 93.5 95.9 94.0 92.0
94.4 93.2 95.5 92.3 95.4
a)Regarding the sample as a random sample
from a normal population, calculate:
1) a 90% confidence interval for the
population variance
2) A 90% confidence interval for the
population mean.
Advanced Statistics
Advanced Statistics
b) The previous source of grain gave daily
percentage extract figures which were
normally distributed with a mean of 94.2 and
a standard deviation of 2.5. A high percentage
extract is desirable but the brewery manager
also requires as little day-to-day variation as
possible. Without the further calculation,
compare the two sources of grain.
Advanced Statistics
Advanced Statistics
End of Chapter 11
End of Chapter 11

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Q3W2_Chi-Square Distribution (1Q3W2_Chi-Square Distribution (1).ppt).ppt

  • 1. Advanced Statistics Advanced Statistics Quarter 3 Lesson 2 Confidence Intervals for Variances and Standard Deviation
  • 2. Advanced Statistics Advanced Statistics Chi-Squared Confidence Chi-Squared Confidence Intervals Intervals  Chi-Square Distribution Chi-Square Distribution  Interval Estimation Interval Estimation
  • 3. Advanced Statistics Advanced Statistics A manufacturing plant produces a A manufacturing plant produces a part whose length should be 1.2”. part whose length should be 1.2”. Some Some variation of length variation of length is is allowed. We want to determine allowed. We want to determine that the variation of length is no that the variation of length is no more than 0.05”. more than 0.05”.
  • 4. Advanced Statistics Advanced Statistics The amount of rainfall varies from state The amount of rainfall varies from state to state. A researcher wants to know if to state. A researcher wants to know if the the variation in the amount of rainfall variation in the amount of rainfall in in a specific state is less than 3”. a specific state is less than 3”.
  • 5. Advanced Statistics Advanced Statistics What is chi-square and what is a chi-squared distribution? A chi-squared distribution comes from the chi-square statistic, which measures how different are observed values are from the expected ones from a true hypothesis in a statistical test. The chi-square symbol is x squared, and this statistic is also called the goodness-of-fit statistic.
  • 6. Advanced Statistics Advanced Statistics What is chi-square distribution in statistics Chi-square goodness of fit test statistic is a measure of the difference between the observed values and the expected values squared from a sample obtained from a standard normal distribution.
  • 7. Advanced Statistics Advanced Statistics Does chi-square assume normal distribution? Is chi-square distribution symmetric then? No, the curve for the chi-square graph is skewed towards the right. A chi-square curve has no area associated with negative values and is asymmetric, with a longer tail on the right.
  • 8. Advanced Statistics Advanced Statistics Examples of Sampling Distribution of ( Examples of Sampling Distribution of (n n - 1) - 1)s s2 2 / / 2 2 0 With 2 degrees With 2 degrees of freedom of freedom 2 2 ( 1) n s   With 5 degrees With 5 degrees of freedom of freedom With 10 degrees With 10 degrees of freedom of freedom
  • 9. Advanced Statistics Advanced Statistics Inferences About a Population Variance Inferences About a Population Variance 2 2 2 2 (n – 1) s / (n – 1) s / σ σ This quantity follows a distribution that is called This quantity follows a distribution that is called chi- chi- square distribution square distribution (with n – 1 degree of freedom) (with n – 1 degree of freedom) As the degree of freedom increases with sample size, As the degree of freedom increases with sample size, the shape of the chi-square distribution resembles the shape of the chi-square distribution resembles that of a normal distribution that of a normal distribution. .
  • 10. Advanced Statistics Advanced Statistics What is the shape of the chi- square distribution? A chi square distribution graph looks similar to a normal distribution but is skewed towards the right and it has all positive numbers in its horizontal axis.
  • 11. Advanced Statistics Advanced Statistics What is chi-square critical value?
  • 15. Advanced Statistics Advanced Statistics What Does a Chi-Square Statistic Tell You? There are two main kinds of chi-square tests: the test of independence, which asks a question of relationship, such as, "Is there a relationship between student gender and course choice?“ "How well does the coin in my hand match a theoretically fair coin?"
  • 16. Advanced Statistics Advanced Statistics Chi-square analysis is applied to categorical variables and is especially useful when those variables are nominal (where order doesn't matter, like marital status or gender).
  • 17. Advanced Statistics Advanced Statistics What Is a Chi-square Test Used for? Chi-square is a statistical test used to examine the differences between categorical variables from a random sample in order to judge the goodness of fit between expected and observed results.
  • 18. Advanced Statistics Advanced Statistics What Is a Chi-square Test Used for? From the chi square formula we can solve for the value of the variance (the square of the populations standard deviation).
  • 19. Advanced Statistics Advanced Statistics What Is a Chi-square Test Used for? Another use for the chi-square distribution in statistics is when we are doing hypothesis testing, in this case, with the chi square test.
  • 20. Advanced Statistics Advanced Statistics Who Uses Chi-Square Analysis? Since chi-square applies to categorical variables, it is most used by researchers who are studying survey response data. This type of research can range from demography to consumer and marketing research to political
  • 21. Advanced Statistics Advanced Statistics Chi-Square Distribution Chi-Square Distribution The chi-square distribution can be used The chi-square distribution can be used o To estimate a population variance o To estimate a population variance o Perform hypothesis tests about population o Perform hypothesis tests about population variances variances
  • 22. Advanced Statistics Advanced Statistics 2 2 2 .975 .025      Chi-Square Distribution Chi-Square Distribution  For example, there is a .95 probability of obtaining a For example, there is a .95 probability of obtaining a  2 2 (chi-square) value such that (chi-square) value such that  We will use the notation to denote the value for We will use the notation to denote the value for the chi-square distribution that provides an area of the chi-square distribution that provides an area of   to the right of the stated value. to the right of the stated value. 2   2  
  • 23. Advanced Statistics Advanced Statistics 95% of the possible 2 values 2 0 .025 2 .025  .025 2 .975  Interval Estimation of Interval Estimation of  2 2 2 2 2 .975 .025 2 ( 1) n s      
  • 24. Advanced Statistics Advanced Statistics Chi-Square Distribution Chi-Square Distribution Example 1 Example 1 Find the values for Find the values for  2 2 left and left and  2 2 right right for a 95% confidence interval when for a 95% confidence interval when n=10. n=10.
  • 25. Advanced Statistics Advanced Statistics Degrees of Freedom .99 .975 .95 .90 .10 .05 .025 .01 5 0.554 0.831 1.145 1.610 9.236 11.070 12.832 15.086 6 0.872 1.237 1.635 2.204 10.645 12.592 14.449 16.812 7 1.239 1.690 2.167 2.833 12.017 14.067 16.013 18.475 8 1.647 2.180 2.733 3.490 13.362 15.507 17.535 20.090 9 2.088 2.700 3.325 4.168 14.684 16.919 19.023 21.666 10 2.558 3.247 3.940 4.865 15.987 18.307 20.483 23.209 Area in Upper Tail Chi-Square Chi-Square Selected Values from the Chi-Square Distribution Table Selected Values from the Chi-Square Distribution Table For For n n - 1 = 9 and d.f. and - 1 = 9 and d.f. and   /2= .025 /2= .025
  • 26. Advanced Statistics Advanced Statistics Degrees of Freedom .99 .975 .95 .90 .10 .05 .025 .01 5 0.554 0.831 1.145 1.610 9.236 11.070 12.832 15.086 6 0.872 1.237 1.635 2.204 10.645 12.592 14.449 16.812 7 1.239 1.690 2.167 2.833 12.017 14.067 16.013 18.475 8 1.647 2.180 2.733 3.490 13.362 15.507 17.535 20.090 9 2.088 2.700 3.325 4.168 14.684 16.919 19.023 21.666 10 2.558 3.247 3.940 4.865 15.987 18.307 20.483 23.209 Area in Upper Tail Chi-Square Chi-Square Selected Values from the Chi-Square Distribution Table Selected Values from the Chi-Square Distribution Table For For n n - 1 = 9 and d.f. and - 1 = 9 and d.f. and   /2= .025 /2= .025
  • 27. Advanced Statistics Advanced Statistics Chi-Square Distribution Chi-Square Distribution Example 2 Example 2 Find the values for Find the values for  2 2 left and left and  2 2 right right for a 90% confidence interval when for a 90% confidence interval when n=8. n=8.
  • 28. Advanced Statistics Advanced Statistics Degrees of Freedom .99 .975 .95 .90 .10 .05 .025 .01 5 0.554 0.831 1.145 1.610 9.236 11.070 12.832 15.086 6 0.872 1.237 1.635 2.204 10.645 12.592 14.449 16.812 7 1.239 1.690 2.167 2.833 12.017 14.067 16.013 18.475 8 1.647 2.180 2.733 3.490 13.362 15.507 17.535 20.090 9 2.088 2.700 3.325 4.168 14.684 16.919 19.023 21.666 10 2.558 3.247 3.940 4.865 15.987 18.307 20.483 23.209 Area in Upper Tail Chi-Square Chi-Square Selected Values from the Chi-Square Distribution Table Selected Values from the Chi-Square Distribution Table For For n n - 1 = 7 and d.f. and - 1 = 7 and d.f. and   /2= .05 /2= .05
  • 29. Advanced Statistics Advanced Statistics Degrees of Freedom .99 .975 .95 .90 .10 .05 .025 .01 5 0.554 0.831 1.145 1.610 9.236 11.070 12.832 15.086 6 0.872 1.237 1.635 2.204 10.645 12.592 14.449 16.812 7 1.239 1.690 2.167 2.833 12.017 14.067 16.013 18.475 8 1.647 2.180 2.733 3.490 13.362 15.507 17.535 20.090 9 2.088 2.700 3.325 4.168 14.684 16.919 19.023 21.666 10 2.558 3.247 3.940 4.865 15.987 18.307 20.483 23.209 Area in Upper Tail Chi-Square Chi-Square Selected Values from the Chi-Square Distribution Table Selected Values from the Chi-Square Distribution Table For For n n - 1 = 7 and d.f. and - 1 = 7 and d.f. and   /2= .05 /2= .05
  • 30. Advanced Statistics Advanced Statistics Chi-Square Distribution Chi-Square Distribution Example 3 Example 3 Find the values for Find the values for  2 2 left and left and  2 2 right right for a 99% confidence interval when for a 99% confidence interval when n=23. n=23.
  • 31. Advanced Statistics Advanced Statistics Lesson 2 Lesson 2 Activity 1 Activity 1 Lesson 2 Confidence Intervals for Variances and Standard Deviation
  • 32. Advanced Statistics Advanced Statistics Chi-Square Distribution Chi-Square Distribution 1. 1. a=0.05; n=20 a=0.05; n=20 2. 2. a=0.10; n=8 a=0.10; n=8 3. 3. a=0.01; n=15 a=0.01; n=15 4. 4. a=0.05; n=27 a=0.05; n=27 5. 5. a=0.10; n=14 a=0.10; n=14 A. A.
  • 33. Advanced Statistics Advanced Statistics Chi-Square Distribution Chi-Square Distribution B. B. 1. Find the critical values in the Χ2 1. Find the critical values in the Χ2 distribution which separate the distribution which separate the middle 95% from the 2.5% in each middle 95% from the 2.5% in each tail, assuming there are 12 degrees of tail, assuming there are 12 degrees of freedom. freedom.
  • 34. Advanced Statistics Advanced Statistics Chi-Square Distribution Chi-Square Distribution B. B. 2. Find the critical values in the Χ2 2. Find the critical values in the Χ2 distribution which separate the distribution which separate the middle 90% from the 5% in each tail, middle 90% from the 5% in each tail, assuming there are 8 degrees of assuming there are 8 degrees of freedom. freedom.
  • 35. Advanced Statistics Advanced Statistics Quarter 3 Lesson 2 Confidence Intervals for Variances and Standard Deviation
  • 36. Advanced Statistics Advanced Statistics Interval Estimation of Interval Estimation of  2 2 ( ) ( ) / ( / ) n s n s      1 1 2 2 2 2 2 1 2 2      ( ) ( ) / ( / ) n s n s      1 1 2 2 2 2 2 1 2 2      2 2 2 (1 / 2) / 2         2 2 2 (1 / 2) / 2 2 ( 1) n s           Substituting ( Substituting (n n – 1) – 1)s s2 2 / / 2 2 for the for the  2 2 we get we get  Performing algebraic manipulation we get Performing algebraic manipulation we get  There is a (1 – There is a (1 –  ) probability of obtaining a ) probability of obtaining a  2 2 value value such that such that
  • 37. Advanced Statistics Advanced Statistics  Interval Estimate of a Population Variance Interval Estimate of a Population Variance Interval Estimation of Interval Estimation of  2 2 ( ) ( ) / ( / ) n s n s      1 1 2 2 2 2 2 1 2 2      ( ) ( ) / ( / ) n s n s      1 1 2 2 2 2 2 1 2 2      where the where the     values are based on a chi-square values are based on a chi-square distribution with distribution with n n - 1 degrees of freedom and - 1 degrees of freedom and where 1 - where 1 -   is the confidence coefficient. is the confidence coefficient.
  • 38. Advanced Statistics Advanced Statistics Interval Estimation of Interval Estimation of    Interval Estimate of a Population Standard Deviation Interval Estimate of a Population Standard Deviation Taking the square root of the upper and lower Taking the square root of the upper and lower limits of the variance interval provides the confidence limits of the variance interval provides the confidence interval for the population standard deviation. interval for the population standard deviation. 2 2 2 2 /2 (1 /2) ( 1) ( 1) n s n s          
  • 39. Advanced Statistics Advanced Statistics Buyer’s Digest rates thermostats Buyer’s Digest rates thermostats manufactured for home temperature manufactured for home temperature control. In a recent test, 10 thermostats control. In a recent test, 10 thermostats manufactured by ThermoRite were manufactured by ThermoRite were selected and placed in a test room that selected and placed in a test room that was maintained at a temperature of 68 was maintained at a temperature of 68o o F. F. Interval Estimation of Interval Estimation of  2 2  Example 1: Buyer’s Digest (A) Example 1: Buyer’s Digest (A)
  • 40. Advanced Statistics Advanced Statistics Interval Estimation of Interval Estimation of  2 2 We will use the 10 readings below to We will use the 10 readings below to develop a 95% confidence interval develop a 95% confidence interval estimate of the population variance. estimate of the population variance.  Example 1: Buyer’s Digest (A) Example 1: Buyer’s Digest (A) Temperature Temperature 67.4 67.8 68.2 69.3 69.5 67.0 68.1 68.6 67.9 67.2 67.4 67.8 68.2 69.3 69.5 67.0 68.1 68.6 67.9 67.2 Thermostat Thermostat 1 2 3 4 5 6 7 8 9 10 1 2 3 4 5 6 7 8 9 10
  • 41. Advanced Statistics Advanced Statistics Degrees of Freedom .99 .975 .95 .90 .10 .05 .025 .01 5 0.554 0.831 1.145 1.610 9.236 11.070 12.832 15.086 6 0.872 1.237 1.635 2.204 10.645 12.592 14.449 16.812 7 1.239 1.690 2.167 2.833 12.017 14.067 16.013 18.475 8 1.647 2.180 2.733 3.490 13.362 15.507 17.535 20.090 9 2.088 2.700 3.325 4.168 14.684 16.919 19.023 21.666 10 2.558 3.247 3.940 4.865 15.987 18.307 20.483 23.209 Area in Upper Tail Interval Estimation of Interval Estimation of  2 2 Selected Values from the Chi-Square Distribution Table Selected Values from the Chi-Square Distribution Table Our Our value value 2 .975  For For n n - 1 = 10 - 1 = 9 d.f. and - 1 = 10 - 1 = 9 d.f. and   = .05 = .05
  • 42. Advanced Statistics Advanced Statistics Interval Estimation of Interval Estimation of  2 2 2 0 .025      2 2 .025 2 ( 1) 2.700 n s Area in Area in Upper Tail Upper Tail = .975 = .975 2.700 For For n n - 1 = 10 - 1 = 9 d.f. and - 1 = 10 - 1 = 9 d.f. and   = .05 = .05
  • 43. Advanced Statistics Advanced Statistics Degrees of Freedom .99 .975 .95 .90 .10 .05 .025 .01 5 0.554 0.831 1.145 1.610 9.236 11.070 12.832 15.086 6 0.872 1.237 1.635 2.204 10.645 12.592 14.449 16.812 7 1.239 1.690 2.167 2.833 12.017 14.067 16.013 18.475 8 1.647 2.180 2.733 3.490 13.362 15.507 17.535 20.090 9 2.088 2.700 3.325 4.168 14.684 16.919 19.023 21.666 10 2.558 3.247 3.940 4.865 15.987 18.307 20.483 23.209 Area in Upper Tail Interval Estimation of Interval Estimation of  2 2 Selected Values from the Chi-Square Distribution Table Selected Values from the Chi-Square Distribution Table For For n n - 1 = 10 - 1 = 9 d.f. and - 1 = 10 - 1 = 9 d.f. and   = .05 = .05 Our Our value value  2 .025
  • 44. Advanced Statistics Advanced Statistics 2 0 .025 2.700 Interval Estimation of Interval Estimation of  2 2 n n - 1 = 10 - 1 = 9 degrees of freedom and - 1 = 10 - 1 = 9 degrees of freedom and   = .05 = .05     2 2 ( 1) 2.700 19.023 n s 19.023 Area in Upper Area in Upper Tail = .025 Tail = .025
  • 45. Advanced Statistics Advanced Statistics  Sample variance Sample variance s s2 2 provides a point estimate of provides a point estimate of  2 2 . . s x x n i 2 2 1 6 3 9 70       ( ) . . s x x n i 2 2 1 6 3 9 70       ( ) . . ( ). . ( ). . 10 1 70 19 02 10 1 70 2 70 2      ( ). . ( ). . 10 1 70 19 02 10 1 70 2 70 2      Interval Estimation of Interval Estimation of  2 2 .33 .33 < <  2 2 < < 2.33 2.33  A 95% confidence interval for the population variance A 95% confidence interval for the population variance is given by: is given by:
  • 46. Advanced Statistics Advanced Statistics Buyer’s Digest rates thermostats Buyer’s Digest rates thermostats manufactured for home temperature manufactured for home temperature control. In a recent test, 10 thermostats control. In a recent test, 10 thermostats manufactured by ThermoRite were manufactured by ThermoRite were selected and placed in a test room that selected and placed in a test room that was maintained at a temperature of 68 was maintained at a temperature of 68o o F. F. Develop a 90% confidence interval Develop a 90% confidence interval estimate of the population variance. estimate of the population variance. Interval Estimation of Interval Estimation of  2 2  Example 2: Buyer’s Digest (A) Example 2: Buyer’s Digest (A) Temperature Temperature 67.4 67.8 68.2 69.3 69.5 67.0 68.1 68.6 67.9 67.2 67.4 67.8 68.2 69.3 69.5 67.0 68.1 68.6 67.9 67.2 Thermostat Thermostat 1 2 3 4 5 6 7 8 9 10 1 2 3 4 5 6 7 8 9 10
  • 47. Advanced Statistics Advanced Statistics Degrees of Freedom .99 .975 .95 .90 .10 .05 .025 .01 5 0.554 0.831 1.145 1.610 9.236 11.070 12.832 15.086 6 0.872 1.237 1.635 2.204 10.645 12.592 14.449 16.812 7 1.239 1.690 2.167 2.833 12.017 14.067 16.013 18.475 8 1.647 2.180 2.733 3.490 13.362 15.507 17.535 20.090 9 2.088 2.700 3.325 4.168 14.684 16.919 19.023 21.666 10 2.558 3.247 3.940 4.865 15.987 18.307 20.483 23.209 Area in Upper Tail Interval Estimation of Interval Estimation of  2 2 Selected Values from the Chi-Square Distribution Table Selected Values from the Chi-Square Distribution Table For For n n - 1 = 10 - 1 = 9 d.f. and - 1 = 10 - 1 = 9 d.f. and   = .10 = .10
  • 48. Advanced Statistics Advanced Statistics Interval Estimation of Interval Estimation of  2 2 2 0 .05 Area in Area in Upper Tail Upper Tail = .95 = .95 3.325 For For n n - 1 = 10 - 1 = 9 d.f. and - 1 = 10 - 1 = 9 d.f. and   = .05 = .05
  • 49. Advanced Statistics Advanced Statistics Degrees of Freedom .99 .975 .95 .90 .10 .05 .025 .01 5 0.554 0.831 1.145 1.610 9.236 11.070 12.832 15.086 6 0.872 1.237 1.635 2.204 10.645 12.592 14.449 16.812 7 1.239 1.690 2.167 2.833 12.017 14.067 16.013 18.475 8 1.647 2.180 2.733 3.490 13.362 15.507 17.535 20.090 9 2.088 2.700 3.325 4.168 14.684 16.919 19.023 21.666 10 2.558 3.247 3.940 4.865 15.987 18.307 20.483 23.209 Area in Upper Tail Selected Values from the Chi-Square Distribution Table Selected Values from the Chi-Square Distribution Table For For n n - 1 = 10 - 1 = 9 d.f. and - 1 = 10 - 1 = 9 d.f. and   = .10 = .10 Interval Estimation of Interval Estimation of  2 2
  • 50. Advanced Statistics Advanced Statistics 2 0 .05 3.325 Interval Estimation of Interval Estimation of  2 2 n n - 1 = 10 - 1 = 9 degrees of freedom and - 1 = 10 - 1 = 9 degrees of freedom and   = .05 = .05 16.919 Area in Upper Area in Upper Tail = .95 Tail = .95
  • 51. Advanced Statistics Advanced Statistics  Sample variance Sample variance s s2 2 provides a point estimate of provides a point estimate of  2 2 . . s x x n i 2 2 1 6 3 9 70       ( ) . . s x x n i 2 2 1 6 3 9 70       ( ) . . Interval Estimation of Interval Estimation of  2 2 .37 .37 < <  2 2 < < 1.89 1.89  A 95% confidence interval for the population variance A 95% confidence interval for the population variance is given by: is given by:
  • 52. Advanced Statistics Advanced Statistics Interval Estimation of Interval Estimation of  2 2 Example 3. Find the 99% confidence Example 3. Find the 99% confidence interval for the variance and interval for the variance and standard deviation for the lifetime of standard deviation for the lifetime of batteries if a sample of 20 batteries batteries if a sample of 20 batteries has a standard deviation of 1.7 has a standard deviation of 1.7 months. Assume that the variable is months. Assume that the variable is normally distributed. normally distributed. Rounding Rule Rounding Rule: Round off to the same number of decimal places as given : Round off to the same number of decimal places as given for the sample variances or standard deviation. for the sample variances or standard deviation.
  • 53. Advanced Statistics Advanced Statistics Lesson 2 Lesson 2 Activity 2 Activity 2 Lesson 2 Confidence Intervals for Variances and Standard Deviation
  • 54. Advanced Statistics Advanced Statistics Chi-Square Distribution and Confidence Chi-Square Distribution and Confidence Interval Interval 1. Find the 95% confidence interval 1. Find the 95% confidence interval for the variance and standard for the variance and standard deviation of the nicotine content of deviation of the nicotine content of cigarettes manufactured if a sample cigarettes manufactured if a sample of 20 cigarettes has a standard of 20 cigarettes has a standard deviation of 1.6 milligrams. deviation of 1.6 milligrams.
  • 55. Advanced Statistics Advanced Statistics Chi-Square Distribution and Confidence Chi-Square Distribution and Confidence Interval Interval 2. Find the 99% confidence interval 2. Find the 99% confidence interval for the variance and standard for the variance and standard deviation of the weights of 25-gallon deviation of the weights of 25-gallon containers of motor oil if a sample of containers of motor oil if a sample of 14 containers has a variance of 3.2. 14 containers has a variance of 3.2.
  • 56. Advanced Statistics Advanced Statistics Chi-Square Distribution and Confidence Chi-Square Distribution and Confidence Interval Interval 3. Find the 95% confidence interval 3. Find the 95% confidence interval for the variance and standard for the variance and standard deviation for the sugar content in ice deviation for the sugar content in ice cream (in mg) if a sample of nine cream (in mg) if a sample of nine servings has a variance of 36. servings has a variance of 36.
  • 57. Advanced Statistics Advanced Statistics QUIZ 2 Confidence Intervals for Variances and Standard Deviation
  • 58. Advanced Statistics Advanced Statistics Chi-Square Distribution and Confidence Chi-Square Distribution and Confidence Interval Interval 1. Find the 90% confidence interval 1. Find the 90% confidence interval for the variance and standard for the variance and standard deviation of the ages of senior deviation of the ages of senior students at Caloocan National students at Caloocan National Science and Technology High School Science and Technology High School if a sample of 24 students has a if a sample of 24 students has a standard deviation of 2.3 years. standard deviation of 2.3 years.
  • 59. Advanced Statistics Advanced Statistics Chi-Square Distribution and Confidence Chi-Square Distribution and Confidence Interval Interval 2. Road and racing bicycles have an 2. Road and racing bicycles have an average wheel diameter of 622mm. average wheel diameter of 622mm. From a sample of 15 bicycles it was From a sample of 15 bicycles it was found that the wheel diameters have found that the wheel diameters have a variance of 10mm. With a 90% a variance of 10mm. With a 90% confidence level give a range where confidence level give a range where the variance of all road and racing the variance of all road and racing bicycle wheels lie. bicycle wheels lie.
  • 60. Advanced Statistics Advanced Statistics Chi-Square Distribution and Confidence Chi-Square Distribution and Confidence Interval Interval 3. A Soda-pop company "Jim's Old 3. A Soda-pop company "Jim's Old Fashion Soda" is designing their Fashion Soda" is designing their bottling machine. After making 41 bottling machine. After making 41 bottles they find that their bottles bottles they find that their bottles have an average of 335mL of liquid have an average of 335mL of liquid with a standard deviation of 3mL. with a standard deviation of 3mL. With a 99% confidence level what is With a 99% confidence level what is the range of standard deviation that the range of standard deviation that this machine will output per bottle? this machine will output per bottle?
  • 61. Advanced Statistics Advanced Statistics Chi-Square Distribution and Confidence Chi-Square Distribution and Confidence Interval Interval 4. Find the 99% confidence interval 4. Find the 99% confidence interval for the variance and standard for the variance and standard deviation of the sodium content of deviation of the sodium content of the following 20 sardines in a can. the following 20 sardines in a can.
  • 62. Advanced Statistics Advanced Statistics Sardines Sodium content in mg 1 427 2 250 3 325 4 235 5 282 6 167 7 190 8 424 9 158 10 263 Sardines Sodium content in mg 11 127 12 205 13 315 14 225 15 288 16 167 17 180 18 421 19 123 20 251
  • 63. Advanced Statistics Advanced Statistics Chi-Square Distribution and Confidence Chi-Square Distribution and Confidence Interval Interval 5. Find the 95% confidence interval 5. Find the 95% confidence interval for the variance and standard for the variance and standard deviation of the sugar content of the deviation of the sugar content of the following 15 yoghurts. following 15 yoghurts.
  • 64. Advanced Statistics Advanced Statistics Yoghurt Sugar content in g 1 32 2 52 3 100 4 56 5 51 6 50 7 45 8 54 9 75 10 85 Yoghurt Sugar content in g 11 46 12 15 13 7 14 25 15 26
  • 65. Advanced Statistics Advanced Statistics 1. A statistician chooses 27 randomly selected dates, and when examining the occupancy records of a particular motel for those dates, finds a standard deviation of 5.86 rooms rented. If the number of rooms rented is normally distributed, find the 95% confidence interval for the population standard deviation of the number of rooms rented.
  • 66. Advanced Statistics Advanced Statistics 2. A large candy manufacturer produces, packages, and sells packs of candy targeted to weigh 52 grams. A quality control manager working for the company was concerned that the variation in the actual weights of the targeted 52-gram packs was larger than acceptable. That is, he was concerned that some packs weighed significantly less than 52 grams and some weighed significantly more than 52 grams. In an attempt to estimate, the standard deviation of the weights of all of the 52-gram packs the manufacturer makes, he took a random sample of n = 10 packs off of the factory line. The random sample yielded a sample variance of 4.2 grams. Use the random
  • 67. Advanced Statistics Advanced Statistics 3. Find the 95% confidence interval for the variance and standard deviation of the nicotine content of cigarettes manufactured if a sample of 20 cigarettes has a standard deviation of 1.6 milligrams.
  • 68. Advanced Statistics Advanced Statistics 4. Find the 90% confidence interval for the variance and standard deviation for the price in dollars of an adult single-day ski lift ticket. The data represent a selected sample of nationwide ski resorts. Assume the variable is normally distributed. 59 54 53 52 51 39 49 46 49 48
  • 69. Advanced Statistics Advanced Statistics 5. In processing processing grain in the brewing industry, the percentage of extract recovered is measured. A particular brewery introduces a new source of grain and the percentage extract on eleven separate days is as follows: 95.2 93.1 93.5 95.9 94.0 92.0 94.4 93.2 95.5 92.3 95.4 a)Regarding the sample as a random sample from a normal population, calculate: 1) a 90% confidence interval for the population variance 2) A 90% confidence interval for the population mean.
  • 70. Advanced Statistics Advanced Statistics b) The previous source of grain gave daily percentage extract figures which were normally distributed with a mean of 94.2 and a standard deviation of 2.5. A high percentage extract is desirable but the brewery manager also requires as little day-to-day variation as possible. Without the further calculation, compare the two sources of grain.
  • 71. Advanced Statistics Advanced Statistics End of Chapter 11 End of Chapter 11

Editor's Notes

  • #3: Previously, we have made inferences about population means and proportions. We can make similar inferences about population variances.
  • #4: In these cases, we are dealing with population variances (not means or proportions)
  • #9: In studying population variances, the following quantity is important
  • #10: Is there a relationship between student gender and course choice?"; and the goodness-of-fit test, which asks something like "How well does the coin in my hand match a theoretically fair coin?"
  • #11: Notice in the graph below how the confidence level, the significance level and the critical values ��2XR2​ and ��2XL2​ are shown. The R and L subindexes denote the sides right and leftsince we are looking at a two tailed distribution, and notice the significance level is still evenly divided in halves (one for each side) even if the distribution is not symmetrical.
  • #12: Notice in the graph below how the confidence level, the significance level and the critical values ��2XR2​ and ��2XL2​ are shown. The R and L subindexes denote the sides right and leftsince we are looking at a two tailed distribution, and notice the significance level is still evenly divided in halves (one for each side) even if the distribution is not symmetrical.
  • #13: Notice in the graph below how the confidence level, the significance level and the critical values ��2XR2​ and ��2XL2​ are shown. The R and L subindexes denote the sides right and leftsince we are looking at a two tailed distribution, and notice the significance level is still evenly divided in halves (one for each side) even if the distribution is not symmetrical.
  • #14: From the chi square formula we can solve for the value of the variance (the square of the populations standard deviation). With this we can calculate the confidence interval for that variance too, similarly to how we have used the t-distribution and the margin of error before to calculate the confidence interval for a population mean. The confidence interval, in this case for the variance or standard deviation squared, is given by: In this last formula, the chi square values in the denominators of each side refers to the chi square critical values defining the edges between the confidence level and the significance level on the distribution graph, and denoting that we have a two tailed significance level because we have a right side (��2XR2​) and a left side (��2XL2​) as shown below:
  • #15: Is there a relationship between student gender and course choice?"; and the goodness-of-fit test, which asks something like "How well does the coin in my hand match a theoretically fair coin?"
  • #20: Demographics are statistics that describe populations and their characteristics. Demographic analysis is the study of a population-based on factors such as age, race, and sex.
  • #24: A=0.05 A/2=0.025 X right = 32.852 Xleft = 8.907
  • #27: A=0.10 A/2=0.05 X right = 23.685 Xleft = 6.571
  • #30: A=0.01 A/2=0.005 X right = 42.796 Xleft = 8.643
  • #31: A=0.01 A/2=0.005 X right = 38.582 Xleft = 6.844 Variance = 1.4 and 8.02 Sd=1.2 and 2.83
  • #32: X right = 32.852 Xleft = 8.907 X right = 32.852 Xleft = 8.907 X right = 32.852 Xleft = 8.907 X right = 32.852 Xleft = 8.907 X right = 32.852 Xleft = 8.907
  • #33: We can see form the table that the two critical values are 4.404 and 23.337.
  • #34: We can see form the table that the two critical values are 4.404 and 23.337.
  • #39: The temperature readings of the ten thermostats are shown on the next slide.
  • #46: The temperature readings of the ten thermostats are shown on the next slide.
  • #52: A=0.01 A/2=0.005 X right = 38.582 Xleft = 6.844 Variance = 1.4 and 8.02 Sd=1.2 and 2.83
  • #53: A=0.01 A/2=0.005 X right = 38.582 Xleft = 6.844 Variance = 1.4 and 8.02 Sd=1.2 and 2.83
  • #54: A=0.05 A/2=0.025 X right = 32.852 Xleft = 8.907
  • #55: A=0.05 A/2=0.025 X right = 32.852 Xleft = 8.907
  • #56: A=0.05 A/2=0.025 X right = 32.852 Xleft = 8.907
  • #58: A=0.05 A/2=0.025 X right = 32.852 Xleft = 8.907
  • #59: herefore the right critical value is ��2XR2​ = 23.685 . Therefore the right critical value is ��2XL2​ = 6.571 . Therefore: 5.911<  �2  <21.306 5.911<σ2<21.306
  • #60: Therefore the right critical value is ��2XR2​ = 66.766 . Therefore the right critical value is ��2XL2​ = 20.707. Therefore: 2.322<  �  <4.169 2.322<σ<4.169
  • #61: Therefore the right critical value is ��2XR2​ = 66.766 . Therefore the right critical value is ��2XL2​ = 20.707. Therefore: 2.322<  �  <4.169 2.322<σ<4.169
  • #62: Therefore the right critical value is ��2XR2​ = 66.766 . Therefore the right critical value is ��2XL2​ = 20.707. Therefore: 2.322<  �  <4.169 2.322<σ<4.169
  • #63: Therefore the right critical value is ��2XR2​ = 66.766 . Therefore the right critical value is ��2XL2​ = 20.707. Therefore: 2.322<  �  <4.169 2.322<σ<4.169
  • #64: Therefore the right critical value is ��2XR2​ = 66.766 . Therefore the right critical value is ��2XL2​ = 20.707. Therefore: 2.322<  �  <4.169 2.322<σ<4.169
  • #65: For a sample size of   n=27�=27,   we will have   df=n−1=26��=�−1=26   degrees of freedom. For a 95% confidence interval, we have   α=0.05�=0.05,   which gives 2.5% of the area at each end of the chi-square distribution. We find values of   χ20.975=13.844�0.9752=13.844   and   χ20.025=41.923�0.0252=41.923.   Evaluating (n−1)s2χ2(�−1)�2�2, we obtain 21.297 and 64.492. This leads to the inequalities   21.297≤σ2≤64.49221.297≤�2≤64.492   for the variance, and taking square roots,   4.615≤σ≤8.0314.615≤�≤8.031   for the standard deviation.
  • #66: First, we need to determine the two chi-square values with (n−1) = 9 degrees of freedom. Using the table in the back of the textbook, we see that they are: �=�1−�/2,�−12=�0.975,92=2.7 and �=��/2,�−12=�0.025,92=19.02 Now, it's just a matter of substituting in what we know into the formula for the confidence interval for the population variance. Doing so, we get: (9(4.2)19.02≤�2≤9(4.2)2.7) Simplifying, we get: (1.99≤�2≤14.0) We can be 95% confident that the variance of the weights of all of the packs of candy coming off of the factory line is between 1.99 and 14.0 grams-squared. Taking the square root of the confidence limits, we get the 95% confidence interval for the population standard deviation �: (1.41≤�≤3.74) That is, we can be 95% confident that the standard deviation of the weights of all of the packs of candy coming off of the factory line is between 1.41 and 3.74 grams.
  • #67: 0.025 32.852 8.907 1.5<o<5.5 1.2<o<2.3
  • #68: Df=9 S=5.31 S2=28.22 Right=16.919 Left=3.325 15.0 o276.3 3.87 0 8.73
  • #69: Df=10 S2=1.3412 Right=18.307 Left=3.940 02=0.9826, 4.5655 0=.9913, 2.1367 Mean=94.0455 Cv=+-1.812 Sd=1.3412 Df=10 N=11 Ci=93.3128, 94.7782
  • #70: The mean of the previous source of grain was 94.2. This lies in the middle of the confidence interval calculated for the mean of the new source of grain. There is therefore no evidence that the means differ. The sd of the previous source of grain was 2.5 and hence the variance is 6.25. This is above the upper limit of the confidence interval for the variance of the new source of grain. This suggests that the new source gives less variability Combining these two conclusions suggests that the new sources is preferable to the previous source.