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Stat Prob Q3 Module 8
Stat Prob Q3 Module 8
STATISTICS
and PROBABILITY
Quarter 3 - Module 8
Confidence Interval
Statistics and Probability– Grade 11
Alternative Delivery Mode
Quarter 3 – Module 8: Confidence Interval
First Edition, 2020
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This learning resource hopes to engage the learners into guided and
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also aims to help learners acquire the needed 21st century skills while taking
into consideration their needs and circumstances.
In addition to the material in the main text, you will also see this box in the
body of the module:
As a facilitator, you are expected to orient the learners on how to use this
module. You also need to keep track of the learners' progress while allowing
them to manage their own learning. Furthermore, you are expected to
encourage and assist the learners as they do the tasks included in the module.
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For the learner:
Welcome to Grade 11-STATISTICS & PROBABILITY Alternative Delivery Mode
(ADM) Module on Confidence Interval!
This module was designed to provide you with fun and meaningful
opportunities for guided and independent learning at your own pace and time.
You will be enabled to process the contents of the learning resource while
being an active learner.
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This is a task which aims to evaluate your
Assessment level of mastery in achieving the learning
competency.
In this portion, another activity will be given
Additional Activities to you to enrich your knowledge or skill of the
lesson learned.
1. Use the module with care. Do not put unnecessary mark/s on any part
of the module. Use a separate sheet of paper in answering the exercises.
2. Don’t forget to answer What I Know before moving on to the other
activities included in the module.
3. Read the instruction carefully before doing each task.
4. Observe honesty and integrity in doing the tasks and checking your
answers.
5. Finish the task at hand before proceeding to the next.
6. Return this module to your teacher/facilitator once you are through
with it.
If you encounter any difficulty in answering the tasks in this module, do
not hesitate to consult your teacher or facilitator. Always bear in mind that
you are not alone.
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I
LEARNING COMPETENCIES:
▪ Identifies the length of a confidence interval (M11/12SP-IIIj-1)
▪ Computes for the length of the confidence interval
(M11/12SP-IIIj-2)
▪ Computes for an appropriate sample size using the length of the
interval (M11/12SP-IIIj-3)
▪ Solves problems involving sample size
determination(M11/12SP-IIIj-4)
OBJECTIVES:
K: Familiarize the concept of the length of a confidence
interval and the three parts;
S: Compute the length of the confidence interval
and an appropriate sample size using the length of
the interval;
A: Appreciate the use of the formulas of maximum error E,
limits of confidence interval and the estimated minimum
sample size n to solve problems involving sample size
determination.
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I
PRE-ASSESSMENT
Choose the letter that corresponds to the correct answer:
1. A/an ________________ of a population parameter is a single value of a statistic.
A. Interval estimate C. Good estimate
B. Point estimate D. Accurate estimate
2. A/an ________________ is defined by two numbers, between which a population
parameter is said to lie
A. Interval estimate C. Good estimate
B. Point estimate D. Accurate estimate
3. A confidence interval consists of three parts except
A. Parameter C. Statistic
B. Confidence level D. Margin of error
4. In a confidence interval, the range of values above and below the sample statistics is called
A. Outlier C. Margin of error
B. Extreme values D. Minimum and maximum values
5. The interval estimate of a confidence interval is defined by the sample statistic + margin
of error.
A. True B. False
6. The critical value is the same as the z-value. The value is found by first be given the
confidence level.
A. True ` B. False
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’s In
Confidence Interval
A confidence interval consists of three parts namely A statistic, A margin of error, and
A confidence level. But if we consider the confidence level as part of the margin of error,
then confidence interval consists only of two parts namely A statistic and A margin of error.
These parts help us compute the ends or confidence limit of an interval.
Example:
1. 4ft. 8in. to 5ft. 1in., the left end of the confidence interval is 4ft. 8in.
and 5ft. 1in is the right end.
2. (5ft. 2in, 40kgs), 5ft. 2in is the left end while 40kgs is the right end.
Confidence Level
A confidence level is part of all possible samples (in percent) taken from the same
population that can be expected to include the true population parameter.
Example:
1. 95% confidence level means 95% of the intervals contain the true population
parameter.
2. 99% confidence level means 99% of the intervals contain the true population
parameter.
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Margin of Error
The margin of error is the maximum likely difference (in percent) between sample
mean and the real population value µ.
Example. A teacher conducts a survey from a group of senior high school learners whether
they love mathematics and found out that 60% love mathematics. The teacher states that
his/her findings had a margin of error of 5% and a confidence level of 95%. This means that
if we ask group of learners from the same group of senior high school learners we are 95%
confident that between 55% and 65% will respond they ‘Love mathematics’.
Let σ be the population standard deviation, n is the sample size and Z /2 is the
suitable z-value for the preferred level of confidence. So, the general formula for the margin
of error for the sample mean is
𝜎
𝐸 = 𝑧𝛼/2 ∙
√𝑛
However, when the population standard deviation is unknown the sample standard
deviation s is used to approximate σ. So,
𝜎 𝑠
𝐸 = 𝑧𝛼/2 ∙ ≈ 𝑧𝛼/2 ∙
√𝑛 √𝑛
1. Determine the population standard deviation σ, the sample size n and the suitable z
– value.
2. Multiply the z – value to the quotient of the population standard deviation σ and the
square root of the sample size n.
Solution:
𝜎
𝐸 = 𝑧𝛼/2 ∙ Formula
√𝑛
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𝐸 = 1.96( ) by substitution
√190
𝐸 = 0.71
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’s New
Let µs be the mean and σs be the standard deviation of the sampling distribution of a
statistics S. The sampling distribution S is approximately normal or n ≥ 30 (large). The
sample statistics S is expected to lie in the interval as shown in table 1.0 below.
TABLE 1.0
Confidence level 80% 90% 95% 98% 99%
Z /2 (Confidence 1.28 1.64 1.96 2.33 2.58
Coefficients)
𝜎 𝜎 𝜎 𝜎 𝜎
Confidence interval S±Z /2 S±Z /2 S±Z /2 S±Z /2 S±Z /2
√𝑛 √𝑛 √𝑛 √𝑛 √𝑛
formula for estimating
the sample mean µs.
or or or or or
𝜎 𝜎 𝜎 𝜎 𝜎
S ± 1.28 S ± 1.645 S ± 1.96 S ± 2.33 S± 2.58
√𝑛 √𝑛 √𝑛 √𝑛 √𝑛
Example 1. Identify the confidence interval in which the sample mean µs lies
at 98% confidence level.
Solution
𝜎
S±Z /2 = Formula
√𝑛
𝜎
= S ± 2.33 2.33 is the confidence coefficient at 98% confidence
√𝑛
level
So, at 98% confidence level the sample mean µs lies in the confidence level S ±
𝜎
2.33 .
√𝑛
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Computing the length of the Confidence Interval
• If 𝜎 is known and the sample mean is specified, the formula for Confidence Interval
𝜎
is ± 𝑧𝛼/2 ∙ 𝑛
√
• If 𝜎 is unknown and the sample mean is specified, the formula for Confidence Interval
𝑠
is ± 𝑧𝛼/2 ∙ 𝑛
√
Steps
Solution:
35 – E < µ < 35 + E
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Step 4. Describe the results.
We are 98% confident that the population mean µ lies in the interval
[30.34 , 39.66] in the sense that in repeated sampling 98% of all intervals constructed from
the sample data in this manner will contain µ.(Malate J.S., 2017)
i. Let p denote the proportion of the population that lean towards a specific
proportion.
ii. To estimate p, a random sample should be chosen, the then p should be
estimated by the proportion of the sample.
iii. We call this estimator 𝑝̂ , we can express it by
𝑋
𝑝̂ = 𝑛 , where X is the number of members in the sample who lean towards
a specific proposition and n is the sample size.
𝑞̂ = 1 − 𝑝̂
Example: In a survey of 150 households, 60 have air conditioner. Find the estimator
𝑝̂ 𝑎𝑛𝑑 𝑞̂.
Solutions:
n = 150 X = 60
𝑋 60
𝑝̂ = = = 0.4
𝑛 150
𝑞̂ = 1 − 𝑝̂ = 1 − 0.4 = 0.6
𝑝̂ ∙𝑞̂
• The error of an estimate is 𝐸 = 𝑧 ∙ √ 𝑛
• The confidence interval is: 𝑝̂ − 𝐸 < 𝑝 < 𝑝̂ + 𝐸
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Example:
A sample poll of 100 voters chosen at random from all voters in a given district
indicated that 55% of them were in favor of a particular candidate. Find 98% confidence
limits for the proportion of all the voters in favor of this candidate.
Solution:
Step 2.
𝑝̂ ∙𝑞̂ (0.55)∙(0.45)
𝐸 = 𝑧∙√ = (2.33) ∙ √ = (2.33)√0.002475 = (2.33)(0.05) = 0.12
𝑛 100
𝑝̂ − 𝐸 < 𝑝 < 𝑝̂ + 𝐸
0.43 < p < 0.67 , 0.43 and 0.67 are the 98% confidence limits.
Step 4. We are 98% confident that the interval 43% to 67% contains the
true proportion of all the voters in favor of this candidate.
The confidence interval formulas in the previous examples are based on the
Central Limit Theorem, the statement that for large samples is normally distributed
𝜎
with mean µ and standard deviation . According to the Central Limit Theorem, the
√𝑛
sampling distribution of a statistic (like a sample mean) will follow a normal
distribution as long as the sample size is sufficiently large. Therefore, when we
know the standard deviation of the population, we can compute a z-score, and use the
normal distribution to evaluate probabilities with the sample mean.
But sample sizes are sometimes small, and often we do not know the standard
deviation of the population. When either of these problems occur, we use t score
whose formula is given as:
𝑥̅ −𝜇
𝑡= 𝑠
√𝑛
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Where is the sample mean, 𝜇 is the population mean, s is the standard
deviation of the sample, and n is the sample size. The distribution of the
t statistic is called the t distribution or the Student t distribution.
(Malate J.S., 2017)
The maximum error of the estimate is given by the formula for E as:
𝑠
𝐸 = 𝑡𝛼/2
√𝑛
– E<µ< +E
Example:
A sample of size 15 drawn from a normally distributed population has a sample mean
of 35 and a sample standard deviation of 14. Construct a 95% confidence interval for the
population mean and interpret its meaning.
Solution:
Given: n = 15 = 35 s = 14
Step 2: To find E,
𝑠 14
𝐸 = 𝑡𝛼/2 = (2.145) = (2.145)(3.61478) = 7.75 ≈ 7.
√𝑛 √15
– E<µ< +E
35 – 7.8 < µ < 35 + 7.8
27.2 < µ < 42.8 Confidence Interval
Step 4. We are 95% confident that the interval 27.2 to 42.8 contains the true population
mean.
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Sample Size Considerations
14
Minimum Sample Size for Estimating a Population Mean
𝑧𝛼/2 σ 2
𝑛=( )
𝐸
Solution.
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Steps in Solving the Sample Size Involving Proportions
Example: Find the necessary minimum sample size to construct a 98% confidence interval
for p with a margin of error E = 0.05,
Solutions:
2
(𝑧𝛼/2 ) ∙ 𝑝̂ (1 − 𝑝̂ ) (2.33)2 ∙ (0.1)(1 − 0.1 ) 5.4289 ∙ (0.1)(0.9 )
𝑛= = = = 195.44
𝐸2 0.052 0.0025
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is It
4. The mean, median, and mode of the t-distribution are equal to zero.
Degrees of Freedom
A degree of freedom occurs for every data value which is allowed to vary
once a statistic has been fixed. For a single mean, there are n – 1 degrees of
freedom. This value will change depending on the statistic being used.
If the population standard deviation, sigma is unknown, then the mean has
a student t distribution and the sample standard deviation and the sample
standard deviation is used instead of the population standard deviation.
What is ta/2, and why must we use it when n < 30 and 𝜎 is unknown?
When n < 30, the quantity does not have an approximately standard
normal distribution, even though we assume here that the population is normal.
Instead, t has a “Student’s t distribution with n- 1 degrees of freedom”.
There is a different t distribution for each value for the degrees of freedom
(df). These distributions are not normal, although they are symmetrical around
zero, and mound shaped.
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The quantity 𝑡𝛼/2 denotes the t-value such that the area to its right under
the Student’s t distribution (with df = n-1) is 𝛼/2.
Example No. 1
1. Find the 𝑡𝛼/2 for a 99% confidence interval when the sample size is 20.
Solution:
𝑑𝑓 = 𝑛 − 1
= 20-1 = 19
Find 19 in the left column and 99% in the row labeled confidence
intervals. The intersection where the two meets gives the value for 𝑡𝛼/2 which is
2.861.
19 2.861
Example No. 2
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Suppose you have a sample size 10 and you want to find the 95 th
percentile of its corresponding t-distribution. You have n – 1 = 9. The 95 th
percentile is the number where 95% of the values lie below it and 5% lie above
it, so you want the right-tail area to be 0.05. Move across the row, find the
column for 0.05, and you get 1.8331. This is the 95 th percentile of the t-
distribution with 9 degrees of freedom.
Now, if you increase the sample size to n = 20, the value of the 95 th
percentile decreases; look at the row for 20 – 1 =19 degrees of freedom, and in
the column for 0.05 (a right-tail probability of 0.05) you find 1.7291.
The t-distribution
9. The mean, median, and mode of the t-distribution are equal to zero.
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Degrees of Freedom
A degree of freedom occurs for every data value which is allowed t o vary
once a statistic has been fixed. For a single mean, there are n – 1 degrees of
freedom. This value will change depending on the statistic being used.
If the population standard deviation, sigma is unknown, then the mean has
a student t distribution and the sample standard deviation and the sample standard
deviation is used instead of the population standard deviation.
What is t a/2, and why must we use it when n < 30 and 𝜎 is unknown?
When n < 30, the quantity does not have an approximately standard normal
distribution, even though we assume here that the population is normal. Instead, t
has a “Student’s t distribution with n- 1 degrees of freedom”.
There is a different t distribution for each value for the degrees of freedom
(df). These distributions are not normal, although they are symmetrical around
zero, and mound shaped.
The quantity 𝑡𝛼/2 denotes the t-value such that the area to its right under the
Student’s t distribution (with df = n-1) is 𝛼/2.
Example No. 1
2. Find the 𝑡𝛼/2 for a 99% confidence interval when the sample size is 20.
Solution:
𝑑𝑓 = 𝑛 − 1
= 20-1 = 19
Find 19 in the left column and 99% in the row labeled confidence intervals.
The intersection where the two meets gives the value for 𝑡𝛼/2 which is 2.861.
20
Confidence 0.800 0.900 0.950 0.980 0.990 0.998 0.999
interval
d.f. 0.100 0.050 0.025 0.010 0.005 0.001 0.0005
1
2
3
19 2.861
Example No. 2
Suppose you have a sample size 10 and you want to find the 95 th percentile
of its corresponding t-distribution. You have n – 1 = 9. The 95 th percentile is the
number where 95% of the values lie below it and 5% lie above it, so you want the
right-tail area to be 0.05. Move across the row, find the column for 0.05, and you
get 1.8331. This is the 95 th percentile of the t-distribution with 9 degrees of
freedom.
Now, if you increase the sample size to n = 20, the value of the 95 th
percentile decreases; look at the row for 20 – 1 =19 degrees of freedom, and in
the column for 0.05 (a right-tail probability of 0.05) you find 1.7291.
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’s More
I Have Learned
Activity 2
A. Find the values for each of the following degree of freedom and t-values with
the given percentile. Write your answer on the space provided.
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B. Summarize the lesson by completing the sentences below:
1. When asked of an estimation of population mean but population standard
deviation is unknown, the _______________can be used.
2. The t-distribution is similar to the standard normal distribution in the
following ways:
2.1 __________________________________________
2.2 __________________________________________
2.3 __________________________________________
2.4 __________________________________________
I Can Do
Activity 3
Use of Microsoft Excel in finding the t-value given degrees of freedom and
level of significance.
A. Finding the t-value given level significance (alpha) and degrees of freedom
v(nu)
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I. Multiple Choice:
Direction: Read each item carefully. Write only the letter of the correct
answer on your activity notebook/activity sheets.
Confidence interval 0.800 0.900 0.950 0.980 0.990 0.998 0.999
d.f. 0.100 0.050 0.025 0.010 0.005 0.001 0.0005
1
2
3
19 2.861
a. 1.476 c. 2.015
b. 2.571 d. 3.365
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5. As the degrees of freedom increase, the t-distribution approaches the
normal distribution. After 30 df the t-distribution is very far to the standard
normal z-distribution.
a. 16 b. 27 c. 26 d. 15
Use the link on Stattrek.com and statistics fun (video on How to calculate
t-distributions) for enrichment activity and write your learning insights in your
math journal.
25
26
PRE-ASSESSMENT:
A. 1. e 2. a 3. a 4. a 5. d
B. a. At df=16 t0.05 = 1.7459
b. At df=7 t0.05 = 1.7033
WHAT’S MORE
Activity 1
1. a) 0.10
b) 1.383
c) 9
2. a) n = 25
b) df = 24
c) 𝜶 = 0.01
d) 𝟗𝟗𝒕𝒉 𝒑𝒆𝒓𝒄𝒆𝒏𝒕𝒊𝒍𝒆
ASSESSMENT
I.
1. c 2. a 3. b 4. a 5. b
II.
a) 1.746
b) 1.703
c) 1.706
d) 1.753
References
Malate, Jose S. 2017. "Confidence Interval." In Statistics and Probability, by Jose S. Malate,
102-110. Purelybooks Trading, Inc.
Millard R. Mamhot, et al. n.d. "Statistics for General Education." 79-97. Purelybooks Trading
& Publishing Corporation.
Rene Belecina, et al. n.d. "T-Distribution." In Statistics and Probability, by Rene Belecina. Rex
Bookstore.
Agnes Ogee, Bruno Scibilia. n.d. surveymonkey.com/mp/t-tests-explained. Accessed January
2021.
https://www.google.com/search?q=t+statistic+formula&rlz=1C1CHWL_enPH920PH
920&source=lnms&tbm=isch&sa=X&ved=2ahUKEwinqLvbxrjuAhXewosBHcH3Ar
QQ_AUoAXoECBgQAw&biw=1036&bih=573#imgrc=WS6tG4qtTcwyVM.
2020. www.geeksforgeeks.org/students-t-distribution-in-statistics/. Jul 09. Accessed January
2021.
https://www.google.com/search?q=normal+curve+t+distribution&tbm=isch&ved=2ah
UKEwjE9qj9xrjuAhVG-pQKHQOcDA8Q2-
cCegQIABAA&oq=normal+curve+t+distribution&gs_lcp=CgNpbWcQAzoICAAQC
BAHEB5Q1-YLWMToC2C--
wtoAHAAeACAAaoBiAHDApIBAzAuMpgBAKABAaoBC2d3cy13aXotaW1nwAE
B&s.
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