CONFIDENCE

INTERVALS

By: Asst. Prof. Xandro Alexi A. Nieto

UST Faculty of Pharmacy

BEFORE

DISCUSSING THE
CONFIDENCE INTERVAL, WE HAVE TO
CONSIDER WHAT WE CALL,
the STANDARD ERROR of THE
MEAN.

Standard Error of the Mean (SEX)

Suppose

that random samples are taken from a

normal distribution with mean and standard
deviation . Then the random samples x1, x2, x3,
, xk will have a mean x1. Then another set of
random samples are taken from the same
distribution, it will have a mean x2. If random
samples are drawn repeatedly from the same
distribution, then there will be a set of means. The
standard deviation of those set of means is called
the standard error of the mean (SEx).

Mathematically, standard error may be computed using and n.

SEx =

s
n

Standard error (example)

Suppose a researcher gathered 16 random samples from a

population with normal distribution whose standard
deviation is 8. The samples drawn have a mean of 35.
Then the standard error of the mean is computed as:

8
SEx =
=
=2
n
16
Meaning, if he get the 16 samples from a normal distribution
with standard deviation of 8, and the mean of the first set of
random samples is x1, and he get another set of samples and
got a mean of x2, and he get another set of samples and got a
mean of x3 and so on, then the standard deviation of 35, x2,
x3, , xk is 2.

TRY THIS!
A

researcher wants to determine the average IQ

of UST Faculty of Pharmacy students. Suppose
that the IQ of these students are normally
distributed with mean and standard deviation of
30. Due to time constraints, he collected 200
randomly selected students and found a mean of
115. What is the standard error of the mean?

30
SEx
2.12
200

What is the use of the standard error

of the mean?
The

standard error of the mean works like

the ordinary standard deviation. The
difference is that, the standard deviation (s
or ) came from a set of observations.
Whereas, the standard error of the mean
came from set of means (of a single
population). Thus, standard error of the
mean may give us the dispersion of the
normal distribution, just like the ordinary
standard deviation.

CONFIDENCE INTERVAL
OF SINGLE MEAN
In

research, it may be hard to get the exact

value of the population mean due
different constraints. However, it may be
estimated through the randomly selected
samples.
In statistical theory, x is an unbiased
estimate of .
Confidence

interval will, then, give us the

interval estimate for by setting a lower
bound and upper bound.

CONFIDENCE INTERVAL
OF SINGLE MEAN
From

the example given a while ago, if the

researcher wants to estimate the IQ of ALL
UST Faculty of Pharmacy students
through the randomly selected samples, he
must give a range of his estimate.

From

my randomly selected
samples, the mean IQ of ALL the
UST Faculty of Pharmacy
students is 110.85 to 119.16 at
95% confidence interval.

From my randomly selected samples, the mean IQ of ALL

the UST Faculty of Pharmacy students is 110.85 to
119.16 at 95% confidence interval.
- The Researcher

Note that the researchers estimate of the population mean has a lower
bound (110.85) and an upper bound (119.16). That is the confidence
interval!
The 95% in his statement, means that he is 95% confident of getting
the true value of the population mean. In other words, he has 0.95
probability of getting the exact value of the population mean. On the
contrary, it follows that he has 0.05 probability of not getting the exact
value of the population mean.

But how did he get 110.85 to 119.16?

Suppose the IQ of all the students are normally

distributed, with mean and standard deviation .

area = 0.95

z = - 1.96

z = 1.96

Based
the Areawants
Under
Normal
table,
Since
theon
researcher
tothe
make
a 0.95 Curve
probability
of
making
correct
statement,
estimate
be 95%
the area
between
z = -the
1.96
and zmust
= 1.96
is 0.95
around the mean.

 From

previous discussions we have learned that

Since we are concerned about how a population mean will be estimated by

getting sample means x1, x2,,xk we will replace x by x.
And since SE is the standard deviation of the means of randomly selected
samples, we may replace by SE. So,

x-m x-m
z=
=
SE x s
n

z = - 1.96

z = 1.96

back to the problem, a researcher wants to determine the average IQ of UST

Faculty of Pharmacy students. Suppose that the IQ of these students are normally
distributed with mean and standard deviation of 30. Due to time constraints, he collected
200 randomly selected students and found a mean of 115.
Going

a) What is the standard error

of the mean?

SEx =

s
n

30
2.12
200

z = - 1.96

z = 1.96

back to the problem, a researcher wants to determine the average IQ of UST

Faculty of Pharmacy students. Suppose that the IQ of these students are normally
distributed with mean and standard deviation of 30. Due to time constraints, he collected
200 randomly selected students and found a mean of 115.
Going

b) What is the confidence interval?

Given that x = 115, SE = 2.12, then at

z = -1.96, find .

z=

x-m
SE x

115 - m
2.12
m = 115 - (1.96)(2.12)
= 100.85 to 119.16

1.96 =

z = - 1.96

z = 1.96

back to the problem, a researcher wants to determine the average IQ of UST

Faculty of Pharmacy students. Suppose that the IQ of these students are normally
distributed with mean and standard deviation of 30. Due to time constraints, he collected
200 randomly selected students and found a mean of 115.
Going

So,

at 95% confidence interval, the population mean

is 110.85 to 119.16.

In general,
To

estimate of a normal distribution,

s
m = x z ,
n

where x is the mean of the n

randomly selected samples from a
normal distribution with standard
deviation .

at 90% confidence interval, use z = 1.645

at 95% confidence interval, use z = 1.96
at 99% confidence interval, use z = 2.575

NOW TRY THESE PROBLEMS!

John wanted to estimate the mean daily allowances (in

Philippine peso) of all the UST students. The daily
allowances are normally distributed with standard
deviation of 30 pesos. He performed a multi-stage
random sampling technique to gather 500 samples and
found that the mean is 125 pesos.
At 95% confidence
interval, estimate the
mean of all
the UST students.

 From

the given, x =125, = 30, n = 500.

Since the problem asks for 95% confidence
interval, use z = 1.96.

s
m = x 1.96
n
30
125 1.96

500
125 2.63

Thus at 95% confidence

interval, the mean allowance of
the UST students is 122.37 to
127.63 pesos.

Another one!
The

viscosity of a liquid detergent is

normally distributed, with = 45, when
measured at 25C. A random sample of 36
batches of detergent is collected, and found
that the mean viscosity is 812 centistokes.
At 90% confidence interval, estimate
the mean viscosity of all the
liquid detergents.

 From

the given, x =812, = 45, n = 36.

Since the problem asks for 90% confidence
interval, use z = 1.645.
s Thus at 90% confidence
m = x 1.645 interval, the mean viscosity of
n
45
m = 812 1.645

36
m = 812 12.38

m = 799.62 to 824.38

the liquid
detergents
at 25C is
799.62 to
824.38
centistokes.

Another one!
Suppose

that the density of a brick is normally distributed with = 0.19

g/cm3. Densities were measured at a specific firing temperature. Twenty
(20) samples were taken and found a mean of 21.3 g/cm3. At 99%
confidence interval, estimate the density of all the bricks at that firing
temperature.

If you got 21.19 to 21.41 g/cm3, then you are correct!

What is the use of confidence

interval?
Knowing

the confidence interval will determine whether a

hypothesis is correct or incorrect. Going back to the previous
problems,
a researcher found, from randomly selected samples, that
the mean IQ of ALL the UST Faculty of Pharmacy
students is 110.85 to 119.16 at 95% confidence interval.
If that researcher hypothesized that the mean IQ of UST Faculty of
Pharmacy students is 112? Is he correct?
Since at 95% confidence interval, we know that 110.85 to 119.16
is the mean IQ of all UST Faculty of Pharmacy students, and
his hypothesized value (112) is within the confidence interval,
then most probably he is correct.

What is the use of confidence

interval?
Knowing

the confidence interval will determine whether a

hypothesis is correct or incorrect. Going back to the previous
problems,
a researcher found, from randomly selected samples, that
the mean IQ of ALL the UST Faculty of Pharmacy
students is 110.85 to 119.16 at 95% confidence interval.
However, if that researcher hypothesized that the mean IQ of UST Faculty
of Pharmacy students is 120? Is he correct?
Since at 95% confidence interval, we know that 110.85 to 119.16
is the mean IQ of all UST Faculty of Pharmacy students, and his
hypothesized value (120) is NOT within the confidence interval,
then most probably he is incorrect.

At 95% confidence interval, John

estimated that the mean allowance
of the UST students is 122.37 to
127.63 pesos.
If prior to his data gathering, he hypothesized that the mean allowance of
the UST students is 125 pesos, was he correct?
Since at 95% confidence interval, he estimated that the mean allowance of
the UST students is 122.37 to 127.63 pesos, then most probably he is
correct.
However, if he hypothesized that the mean allowance of the UST
students is 150 pesos, then most probably he is incorrect.

Note that out of the samples, we are

we are just estimating on
the best way we can.
It is only upon getting the exact
value of will a researcher be sure if
his hypothesis is correct or not.

This is the reason why in the previous examples, we are using most probably
to set a probable error of, still, making wrong conclusions.