Example: Confidence Interval for the Mean

Functions > Statistics > Descriptive Statistics > Example: Confidence Interval for the Mean

Calculate a confidence interval for an estimate of the mean of a normal population when the population variance is unknown.

1. Define a sample data set.

2. Use functions length, mean and stdev to collect the sample statistics.

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Sample mean	<region id="ID0EAC6AB" top="960.00000000000011" left="288.00000000000006" height="27.791200000000003" width="125.12333333333334" xmlns="http://schemas.mathsoft.com/worksheet50"> <math resultRef="91"> <define xmlns="http://schemas.mathsoft.com/math50"> <id labels="*" xml:space="preserve"> <Span xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation">m<Subscript xmlns="clr-namespace:Ptc.Wpf;assembly=Ptc.Core">s</Subscript></Span> </id> <apply> <id labels="FUNCTION" xml:space="preserve" label-is-contextual="true">mean</id> <id labels="VARIABLE" xml:space="preserve" label-is-contextual="true">data</id> </apply> </define> <resultFormat> <matrix size="12,12" offset="0,0" show-indices="false" expand-nested-arrays="false" /> </resultFormat> </math> </region>	<region id="ID0EUC6AB" top="960.00000000000011" left="499.20000000000005" height="27.791200000000003" width="86.673333333333346" xmlns="http://schemas.mathsoft.com/worksheet50"> <math resultRef="93"> <eval xmlns="http://schemas.mathsoft.com/math50"> <id labels="VARIABLE" xml:space="preserve" label-is-contextual="true"> <Span xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation">m<Subscript xmlns="clr-namespace:Ptc.Wpf;assembly=Ptc.Core">s</Subscript></Span> </id> <unitOverride> <placeholder /> </unitOverride> </eval> <resultFormat> <matrix size="12,12" offset="0,0" show-indices="false" expand-nested-arrays="false" /> </resultFormat> </math> </region>
Sample standard deviation	<region id="ID0EXD6AB" top="1017.6000000000001" left="288.00000000000006" height="50.065333527326587" width="176.1426666369041" xmlns="http://schemas.mathsoft.com/worksheet50"> <math resultRef="95"> <define xmlns="http://schemas.mathsoft.com/math50"> <id labels="*" xml:space="preserve">s</id> <apply> <mult /> <apply> <id labels="FUNCTION" xml:space="preserve" label-is-contextual="true">stdev</id> <id labels="VARIABLE" xml:space="preserve" label-is-contextual="true">data</id> </apply> <apply> <nthRoot /> <placeholder /> <apply> <div /> <id labels="VARIABLE" xml:space="preserve" label-is-contextual="true">N</id> <apply> <minus /> <id labels="VARIABLE" xml:space="preserve" label-is-contextual="true">N</id> <real>1</real> </apply> </apply> </apply> </apply> </define> <resultFormat> <matrix size="12,12" offset="0,0" show-indices="false" expand-nested-arrays="false" /> </resultFormat> </math> </region>	<region id="ID0ELE6AB" top="1017.6000000000001" left="499.20000000000005" height="25.6" width="74.916666666666671" xmlns="http://schemas.mathsoft.com/worksheet50"> <math resultRef="97"> <eval xmlns="http://schemas.mathsoft.com/math50"> <id labels="VARIABLE" xml:space="preserve" label-is-contextual="true">s</id> <unitOverride> <placeholder /> </unitOverride> </eval> <resultFormat> <matrix size="12,12" offset="0,0" show-indices="false" expand-nested-arrays="false" /> </resultFormat> </math> </region>
Degrees of freedom	<region id="ID0EOF6AB" top="1075.2000000000003" left="288.00000000000006" height="25.6" width="68.183333333333337" xmlns="http://schemas.mathsoft.com/worksheet50"> <math resultRef="99"> <define xmlns="http://schemas.mathsoft.com/math50"> <id labels="*" xml:space="preserve">ν</id> <apply> <minus /> <id labels="VARIABLE" xml:space="preserve" label-is-contextual="true">N</id> <real>1</real> </apply> </define> <resultFormat> <matrix size="12,12" offset="0,0" show-indices="false" expand-nested-arrays="false" /> </resultFormat> </math> </region>	<region id="ID0ECG6AB" top="1075.2000000000003" left="499.20000000000005" height="25.6" width="56.493333333333339" xmlns="http://schemas.mathsoft.com/worksheet50"> <math resultRef="101"> <eval xmlns="http://schemas.mathsoft.com/math50"> <id labels="VARIABLE" xml:space="preserve" label-is-contextual="true">ν</id> <unitOverride> <placeholder /> </unitOverride> </eval> <resultFormat> <matrix size="12,12" offset="0,0" show-indices="false" expand-nested-arrays="false" /> </resultFormat> </math> </region>

3. Enter the two-tailed significance level:

This is equivalent to a 95% confidence interval.

4. Use function qt to calculate the 95th percentile of the Student t-distribution for a two-tailed test.

5. Calculate the lower and upper limits of the confidence interval.

6. Plot the sample data, its mean and confidence interval.

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7. Use function pt to calculate the cumulative probability distribution for the confidence interval:

8. Use function rt to create a vector of random numbers having a Student's t-distribution:

Recalculating the worksheet causes function rt to return a different set of random numbers.