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Let\({{\rm{\alpha }}_{\rm{1}}}{\rm{ > 0,}}{{\rm{\alpha }}_{\rm{2}}}{\rm{ > 0,}}\)with\({{\rm{\alpha }}_{\rm{1}}}{\rm{ + }}{{\rm{\alpha }}_{\rm{2}}}{\rm{ = 0}}\)

\({\rm{P}}\left( {{\rm{ - }}{{\rm{z}}_{{\alpha _{\rm{1}}}}}{\rm{ < }}\frac{{{\rm{\bar X - m}}}}{{{\rm{s/}}\sqrt {\rm{n}} }}{\rm{ < }}{{\rm{z}}_{{\alpha _{\rm{2}}}}}} \right){\rm{ = 1 - }}\alpha \)

a. Use this equation to derive a more general expression for a \({\rm{100(1 - \alpha )\% }}\)CI for \({\rm{\mu }}\)of which the interval (7.5) is a special case.

b. Let \({\rm{\alpha = 0}}{\rm{.5}}\)and \({{\rm{\alpha }}_{\rm{1}}}{\rm{ = \alpha /4,}}\)\({{\rm{\alpha }}_{\rm{2}}}{\rm{ = 3\alpha /4}}{\rm{.}}\)Does this result in a narrower or wider interval than the interval (7.5)?

Short Answer

Expert verified

(a) When the value of \({{\rm{\sigma }}^{\rm{2}}}\)is known \(\left( {{\rm{\bar x - }}{{\rm{z}}_{{\rm{\alpha /2}}}}{\rm{ \times }}\frac{{\rm{\sigma }}}{{\sqrt {\rm{n}} }}{\rm{,\bar x + }}{{\rm{z}}_{{\rm{\alpha /2}}}}{\rm{ \times }}\frac{{\rm{\sigma }}}{{\sqrt {\rm{n}} }}} \right){\rm{;}}\)

(b) The required result is wider interval.

Step by step solution

01

Concept Introduction

"A (p, 1) tolerance interval (TI) based on a sample is designed in such a way that it includes at least a proportion p of the sampled population with confidence 1; such a TI is sometimes referred to as p-content (1) coverage TI."

02

Finding part (a)

When a normal population is given,

(a)

From

\({\rm{P}}\left( {{\rm{ - }}{{\rm{z}}_{{{\rm{a}}_{\rm{1}}}}}{\rm{ < }}\frac{{{\rm{\bar X - m}}}}{{{\rm{s/}}\sqrt {\rm{n}} }}{\rm{ < }}{{\rm{z}}_{{{\rm{a}}_{\rm{2}}}}}} \right){\rm{ = 1 - a}}\)

By isolating \({\rm{\mu }}\)as follows, the more general expression for \({\rm{100(1 - \alpha )\% }}\)confidence interval for \({\rm{\mu }}\)can be produced.

\(\begin{array}{c} - {z_{{\alpha _1}}} < \frac{{\bar X - \mu }}{{\sigma /\sqrt n }} < {z_{{\alpha _2}}}\\ - {z_{{\alpha _1}}}\frac{\sigma }{{\sqrt n }} < \bar X - \mu < {z_{{\alpha _2}}}\frac{\sigma }{{\sqrt n }}\\\bar X - {z_{{\alpha _2}}}\frac{\sigma }{{\sqrt n }} < \mu < \bar X + {z_{{\alpha _1}}}\frac{\sigma }{{\sqrt n }}\end{array}\)

As a result, when a normal population is provided,

A more generic confidence interval of \({\rm{100(1 - \alpha )\% }}\)

for the mean is given by:

\(\left( {{\rm{\bar x - }}{{\rm{z}}_{{{\rm{\alpha }}_{\rm{2}}}}}{\rm{ \times }}\frac{{\rm{\sigma }}}{{\sqrt {\rm{n}} }}{\rm{,\bar x + }}{{\rm{z}}_{{{\rm{\alpha }}_{\rm{1}}}}}{\rm{ \times }}\frac{{\rm{\sigma }}}{{\sqrt {\rm{n}} }}} \right)\)

Thus , when the value of \({{\rm{\sigma }}^{\rm{2}}}\)is known.

03

  Does this result in a narrower or wider interval

(b)

When given a normal population,

A \({\rm{100(1 - \alpha )\% }}\)confidence interval

for the mean is given by

\(\left( {{\rm{\bar x - }}{{\rm{z}}_{{\rm{\alpha /2}}}}{\rm{ \times }}\frac{{\rm{\sigma }}}{{\sqrt {\rm{n}} }}{\rm{,\bar x + }}{{\rm{z}}_{{\rm{\alpha /2}}}}{\rm{ \times }}\frac{{\rm{\sigma }}}{{\sqrt {\rm{n}} }}} \right)\)

When the value of \({{\rm{\sigma }}^{\rm{2}}}\)is known.

The \({\rm{100(1 - \alpha )\% = 95\% }}\)confidence interval is

\(\begin{array}{l}\left( {{\rm{\bar x - }}{{\rm{z}}_{{\rm{\alpha /2}}}}{\rm{ \times }}\frac{{\rm{\sigma }}}{{\sqrt {\rm{n}} }}{\rm{,\bar x + }}{{\rm{z}}_{{\rm{\alpha /2}}}}{\rm{ \times }}\frac{{\rm{\sigma }}}{{\sqrt {\rm{n}} }}} \right)\\{\rm{ = }}\left( {{\rm{\bar x - 1}}{\rm{.96 \times }}\frac{{\rm{\sigma }}}{{\sqrt {\rm{n}} }}{\rm{,\bar x + 1}}{\rm{.96 \times }}\frac{{\rm{\sigma }}}{{\sqrt {\rm{n}} }}} \right)\end{array}\)

Where,

\(\begin{array}{l}{{\rm{z}}_{{\rm{\alpha /2}}}}{\rm{ = }}{{\rm{z}}_{{\rm{0}}{\rm{.05/2}}}}\\{\rm{ = }}{{\rm{z}}_{{\rm{0}}{\rm{.025}}}}\mathop {\rm{ = }}\limits^{{\rm{(1)}}} {\rm{1}}{\rm{.96}}\end{array}\)

(1): this is obtained from

\({\rm{P}}\left( {{\rm{Z > }}{{\rm{z}}_{{\rm{0}}{\rm{.025}}}}} \right){\rm{ = 0}}{\rm{.025}}\)

And from the appendix's normal probability table A software can also be used to calculate the probability.

The length of such an interval is its width.

\({\rm{L = \bar x + 1}}{\rm{.96 \times }}\frac{{\rm{\sigma }}}{{\sqrt {\rm{n}} }}{\rm{ - \bar x + 1}}{\rm{.96 \times }}\frac{{\rm{\sigma }}}{{\sqrt {\rm{n}} }}{\rm{ = 3}}{\rm{.92 \times }}\frac{{\rm{\sigma }}}{{\sqrt {\rm{n}} }}\)

The more general \({\rm{100(1 - \alpha )\% = 95\% }}\)confidence interval for \({\rm{\mu }}\)is,

\(\begin{array}{c}\left( {{\rm{\bar x - }}{{\rm{z}}_{{{\rm{\alpha }}_{\rm{2}}}}}{\rm{ \times }}\frac{{\rm{\sigma }}}{{\sqrt {\rm{n}} }}{\rm{,\bar x + }}{{\rm{z}}_{{{\rm{\alpha }}_{\rm{1}}}}}{\rm{ \times }}\frac{{\rm{\sigma }}}{{\sqrt {\rm{n}} }}} \right)\\{\rm{ = }}\left( {{\rm{\bar x - }}{{\rm{z}}_{\scriptstyle{\rm{3}}\atop\scriptstyle{\rm{ \times 0}}{\rm{.05/4}}}}{\rm{ \times }}\frac{{\rm{\sigma }}}{{\sqrt {\rm{n}} }}{\rm{,\bar x + }}{{\rm{z}}_{{\rm{0}}{\rm{.05/4}}}}{\rm{ \times }}\frac{{\rm{\sigma }}}{{\sqrt {\rm{n}} }}} \right)\\{\rm{ = }}\left( {{\rm{\bar x - }}{{\rm{z}}_{{\rm{0}}{\rm{.0375}}}}{\rm{ \times }}\frac{{\rm{\sigma }}}{{\sqrt {\rm{n}} }}{\rm{,\bar x + }}{{\rm{z}}_{{\rm{0}}{\rm{.0125}}}}{\rm{ \times }}\frac{{\rm{\sigma }}}{{\sqrt {\rm{n}} }}} \right)\\{\rm{ = }}\left( {{\rm{\bar x - 1}}{\rm{.78 \times }}\frac{{\rm{\sigma }}}{{\sqrt {\rm{n}} }}{\rm{,\bar x + 2}}{\rm{.24 \times }}\frac{{\rm{\sigma }}}{{\sqrt {\rm{n}} }}} \right)\end{array}\)

Where,

\(\begin{array}{l}{{\rm{z}}_{{\rm{0}}{\rm{.0375}}}}\mathop {\rm{ = }}\limits^{{\rm{(1)}}} {\rm{1}}{\rm{.78}}\\{{\rm{z}}_{{\rm{0}}{\rm{.0125}}}}\mathop {\rm{ = }}\limits^{{\rm{(1)}}} {\rm{2}}{\rm{.24}}\end{array}\)

(1) : this is obtained from

\(\begin{array}{l}{\rm{P}}\left( {{\rm{Z > }}{{\rm{z}}_{{\rm{0}}{\rm{.0375}}}}} \right){\rm{ = 0}}{\rm{.0375;}}\\{\rm{P}}\left( {{\rm{Z > }}{{\rm{z}}_{{\rm{0}}{\rm{.0125}}}}} \right){\rm{ = 0}}{\rm{.0125;}}\end{array}\)

And from the appendix's normal probability table A software can also be used to calculate the probability.

The length of such an interval is its width

\({L^\prime }{\rm{ = \bar x + 2}}{\rm{.24 \times }}\frac{{\rm{\sigma }}}{{\sqrt {\rm{n}} }}{\rm{ - \bar x + 1}}{\rm{.78 \times }}\frac{{\rm{\sigma }}}{{\sqrt {\rm{n}} }}{\rm{ = (2}}{\rm{.24 + 1}}{\rm{.78) \times }}\frac{{\rm{\sigma }}}{{\sqrt {\rm{n}} }}{\rm{ = 4}}{\rm{.02 \times }}\frac{{\rm{\sigma }}}{{\sqrt {\rm{n}} }}\)

Obviously,

\({L^\prime }{\rm{ = 4}}{\rm{.02 \times }}\frac{{\rm{\sigma }}}{{\sqrt {\rm{n}} }}{\rm{ > 3}}{\rm{.92 \times }}\frac{{\rm{\sigma }}}{{\sqrt {\rm{n}} }}{\rm{ = L}}\)

Conclusion: A broader interval is obtained using the more generic equation for a \({\rm{95\% }}\) confidence interval.

The two graphs below show the visual difference.

The 95% confidence interval is as follows:

The 95 percent general confidence interval is as follows:

Thus, the required result is wider interval.

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Most popular questions from this chapter

Example 1.11 introduced the accompanying observations on bond strength.

11.5 12.1 9.9 9.3 7.8 6.2 6.6 7.0

13.4 17.1 9.3 5.6 5.7 5.4 5.2 5.1

4.9 10.7 15.2 8.5 4.2 4.0 3.9 3.8

3.6 3.4 20.6 25.5 13.8 12.6 13.1 8.9

8.2 10.7 14.2 7.6 5.2 5.5 5.1 5.0

5.2 4.8 4.1 3.8 3.7 3.6 3.6 3.6

a.Estimate true average bond strength in a way that conveys information about precision and reliability.

(Hint: \(\sum {{{\bf{x}}_{\bf{i}}}} {\bf{ = 387}}{\bf{.8}}\) and \(\sum {{{\bf{x}}^{\bf{2}}}_{\bf{i}}} {\bf{ = 4247}}{\bf{.08}}\).)

b. Calculate a 95% CI for the proportion of all such bonds whose strength values would exceed 10.

By how much must the sample size n be increased if the width of the CI (7.5) is to be halved? If the sample size is increased by a factor of 25, what effect will this have on the width of the interval? Justify your assertions.

The alternating current (AC) breakdown voltage of an insulating liquid indicates its dielectric strength. The article “Testing Practices for the AC Breakdown Voltage Testing of Insulation Liquids'' (IEEE)gave the accompanying sample observations on breakdown voltage (kV) of a particular circuit under certain conditions.

\(\begin{array}{l}{\rm{62\;50\;53\;57\;41\;53\;55\;61\;59\;64\;50\;53\;64\;62}}\\{\rm{\;50\;68 54\;55\;57\;50\;55\;50\;56\;55\;46\;55\;53\;54\;}}\\{\rm{52\;47\;47\;55 57\;48\;63\;57\;57\;55\;53\;59\;53\;52\;}}\\{\rm{50\;55\;60\;50\;56\;58}}\end{array}\)

a. Construct a boxplot of the data and comment on interesting features.

b. Calculate and interpret a \({\rm{95\% }}\)CI for true average breakdown voltage m. Does it appear that m has been precisely estimated? Explain.

c. Suppose the investigator believes that virtually all values of breakdown voltage are between \({\rm{40 and 70}}\). What sample size would be appropriate for the \({\rm{95\% }}\)CI to have a width of 2 kV (so that m is estimated to within 1 kV with \({\rm{95\% }}\)confidence)

Determine the confidence level for each of the following large-sample one-sided confidence bounds:

\(\begin{array}{l}{\rm{a}}{\rm{.Upperbound:\bar x + }}{\rm{.84s/}}\sqrt {\rm{n}} \\{\rm{b}}{\rm{.Lowerbound:\bar x - 2}}{\rm{.05s/}}\sqrt {\rm{n}} \\{\rm{c}}{\rm{.Upperbound:\bar x + }}{\rm{.67\;s/}}\sqrt {\rm{n}} \end{array}\)

A sample of 14 joint specimens of a particular type gave a sample mean proportional limit stress of \({\rm{8}}{\rm{.48}}\)MPa and a sample standard deviation of . \({\rm{79}}\)MPa a. Calculate and interpret a \({\rm{95\% }}\)lower confidence bound for the true average proportional limit stress of all such joints. What, if any, assumptions did you make about the distribution of proportional limit stress?

b. Calculate and interpret a \({\rm{95\% }}\)lower prediction bound for the proportional limit stress of a single joint of this type.

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