Confidence interval for median based on sign test

 The 100(1-α)% confidence interval of M consist of those values of 𝑀𝑜 for which it would not
reject the two sided null Hypothesis 𝐻𝑜 : 𝑀 = 𝑀𝑜 at the level of significance.(if we talking about
construction of confidence interval for median . it will be constructed for M.)
Where M is the population median.
 We designate the lower limit of confidance interval by 𝑀𝐿 and the upper limit of confidance
interval by 𝑀𝑈 .
 We use binomial table to determine the largest value of number of positive or negative signs
,i.e, for the value of 𝐾 ′ such that
𝛼
𝑃 𝐾 ≤ 𝐾 ′ |𝑛, 0.5 ≤
2
Procedure
 Arrange the order of data given according to the values.
 Find the cumulatives probabilities from binomial table .
 Find 𝐾 ′ .
 Calculate both confidence interval by using 100(1-2α)%.
 Determine the (𝐾 ′ + 1)𝑡ℎ value in the ordered array as 𝑀𝐿 and 𝑛 − 𝐾 ′ 𝑡ℎ
value in the orderd
array as 𝑀𝑈 .
 Make the conclusion.

Example 1

In a study of side effects of durg ,reported the data shown in table below .Let us construct a 95%
confidence interval for the median of the population from which these sample data have been drawn.
Percentage of patients who experienced side effect from a drug used to lower a person’s cholesterol
level.

4.0 3.0 7.0 5.4 3.8 7.3 10.0 7.5 2.6 1.8
Solution:
Step1
Arrange the data in ascending order.
1.8 2.6 3.0 3.8 4.0 5.4 7.0 7.3 7.5 10.0

Step2
Determine the amount of sample.
n=10 (small sample size)

Step3
When we refer to question , we want to construct a 95% confidence interval . Thus, we need to find the
value of 𝐾 ′ as observation value.
Value of 𝐾 ′ will be refer by cumulative of probability .
 𝑲′ Probabilities Cumulative Probabilities
0 0.0010 0.0010
1 0.0098 0.0108
2 0.0439 0.0547
3 0.1172
4 0.2051
5 0.2461
6 0.2051
7 0.1172
8 0.0439 0.0547
9 0.0098 0.0108
10 0.0010 0.0010
𝑃 𝐾 ≤ 1|10,0.5 = 0.0108
𝑃 𝐾 ≤ 2|10,0.5 = 0.0547
Now , we choose K’=1 and K’=2 as observation value .
Step4
First case: The wider interval and higher confidence .
Let , K’=1
When K’=1 cumulative probability is 0.0108.
Thus , 100 1 − 2(0.0108) = 97.84% of confidence interval.

Step 5
Second case: The narrower interval and lower confidence.
Let K’=2
When k’=2 cumulative probability is 0.0547.
Thus , , 100 1 − 2(0.0547) = 89.06%

Step6
We will find the upper and lower limit as well.
Case 1
𝑀𝐿 = 𝐾 ′ + 1 𝑡ℎ = 1 + 1 𝑡ℎ = 2𝑡ℎ
𝑀𝐿 = 2.6
𝑀𝑈 = 𝑛 − 𝐾′ 𝑡ℎ = 10 − 1 𝑡ℎ = 9𝑡ℎ
𝑀𝑈 = 7.5
97.84% 𝑐𝑜𝑛𝑓𝑖𝑑𝑒𝑛𝑐𝑒 𝑖𝑛𝑡𝑒𝑟𝑣𝑎𝑙 𝑡ℎ𝑎𝑡 𝑡ℎ𝑒 𝑝𝑜𝑝𝑢𝑙𝑎𝑡𝑖𝑜𝑛 𝑚𝑒𝑑𝑖𝑎𝑛 𝑖𝑠 𝑏𝑒𝑡𝑤𝑒𝑒𝑛 2.6 𝑎𝑛𝑑 7.5

Case 2
𝑀𝐿 = 𝐾 ′ + 1 𝑡ℎ = 2 + 1 𝑡ℎ = 3𝑡ℎ
𝑀𝐿 = 3.0
𝑀𝑈 = 𝑛 − 𝐾′ 𝑡ℎ = 10 − 2 𝑡ℎ = 8𝑡ℎ
𝑀𝑈 = 7.3
89.06% 𝑐𝑜𝑛𝑓𝑖𝑑𝑒𝑛𝑐𝑒 𝑖𝑛𝑡𝑒𝑟𝑣𝑎𝑙 𝑡ℎ𝑎𝑡 𝑡ℎ𝑒 𝑝𝑜𝑝𝑢𝑙𝑎𝑡𝑖𝑜𝑛 𝑚𝑒𝑑𝑖𝑎𝑛 𝑖𝑠 𝑏𝑒𝑡𝑤𝑒𝑒𝑛 3.0 𝑎𝑛𝑑 7.3
Large sample approximation n> 12

 Arrange the order of data given according to the values.

 Find K’+1 by using.
𝑛 𝑛
𝐾′ + 1 ≈ − 𝑍𝛼
2 2 4
 ′ 𝑡ℎ
Determine the 𝐾 + 1 value in the ordered array as 𝑀𝐿 and 𝑛 − 𝐾′ 𝑡ℎ
value in the ordered
array as 𝑀𝑈 .
 Make the conclusion.

Example 2
Percentage of total sleep time in stage 0 sleep by 16 months mentally and physically healthy
males between ages of 50 and 60.
1.90 3.08 9.10 3.53 1.99 3.10 10.16 0.69
1.74 2.41 4.01 3.71 8.11 8.23 0.07 3.07

Arrange in ascending order.

0.07 0.69 1.74 1.90 1.99 2.41 3.07 3.08
3.10 3.53 3.71 4.01 8.11 8.23 9.10 10.16

Sample size n=16

(large sample approximation)
𝑛 𝑛
𝐾′ + 1 ≈ − 𝑍𝛼
2 2 4

16 16
𝐾′ + 1 ≈ − 𝑍0.05
2 2 4
𝐾 ′ + 1 ≈ 8 − 1.96 2
𝐾′ + 1 ≈ 4
𝑀𝐿 = 1.90 , 𝑀𝑈 = 8.11