MTHE 224 Lecture Notes - Statistical Parameter, Null Hypothesis, Statistical Inference
28 Nov 2012
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Goals: study con dence intervals based on a normal population distribution, study large-sample con dence intervals, study hypothesis testing. Suggested textbook readings: chapter 7: 7. 1 - 7. 2, chapter 8: 8. 1, 8. 2. It is important not to think of a con dence interval as the probability the true mean lies inside x 1. 96 n is 0. 95. Con dence interval meaning: the long run proportion of random samples of size n from a normal ( , ) population that have true mean inside the calculated con dence interval is 0. 95. De nition: the expression n in the ci expression is called the standard error (syn- onomous with the standard deviation of the sample mean of a random sample of size n) Similar to 95% ci, other level of con dence, for example 100(1 ) ci, can be achieved by replacing 1. 96 with the appropriate standard normal critical value z /2, that is.
