BATAAN PENINSULA STATE UNIVERSITY

College of Engineering and Architecture

EMAT0302  Engineering Data Analysis

Engr. HANZ ANDREI C. SIASAT, CE

Instructor, Department of Civil Engineering
[email protected]
 Learning Module 03

Course Packet 01 Types of Estimate

Course Packet 02 Confidence Interval for Sample

Mean using Z-statistics

Course Packet 03 Confidence Interval for Sample

Mean using t-statistics

Course Packet 04 Confidence Interval for Variance

and Standard Deviation using
Chi-Squared Distribution

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 TYPE OF ESTIMATE

Point Estimate • Interval Estimate

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 POINT ESTIMATE

POINT ESTIMATE is a single value computed from a

random sample which represents a plausible value of the
parameter. It pinpoints a location or a point in the distributions of
possible values of the random variable.

Sample Mean Sample Variance

σ𝒏𝒊=𝟏 𝑿𝒊 σ𝒏 ഥ 𝟐
𝒊=𝟏(𝑿𝒊 − 𝑿)
ഥ=
𝑿 𝟐
𝒔 =
𝒏 𝒏−𝟏

College of Engineering and Architecture Department of Civil Engineering

 INTERVAL ESTIMATE

INTERVAL ESTIMATE is a range of values within which,

we believe, the true parameter lies with high probability. An interval
estimator of a population parameter is a rule that tells us how to
calculate two numbers based on a sample data, forming an
interval within which the parameter is expected to lie. This pair of
numbers ( 𝑋ത + 𝑑 , 𝑋ത − 𝑑 ) is called an interval estimate or
confidence interval.

College of Engineering and Architecture Department of Civil Engineering

 EXAMPLE

The content of 10 similar sample containers of a

commercial liquid soap are as follows:

10.2 9.7 10.0 10.2 9.7

9.9 10.1 10.4 10.4 9.6

Compute for the sample mean and sample variance.

College of Engineering and Architecture Department of Civil Engineering

 10.2 9.7 10.0 10.2 9.7
9.9 10.1 10.4 10.4 9.6

Compute for the sample mean and sample variance.

σ𝑛𝑖=1 𝑋𝑖 10.2 + 9.7 + 10 + 10.2 + 9.7 + 9.9 + 10.1 + 10.4 + 10.4 + 9.6
𝑋ത = =
𝑛 10

ഥ = 𝟏𝟎. 𝟎𝟐
𝑿

σ𝑛 ത 2 2 2 2 2
2 𝑖=1(𝑋𝑖 − 𝑋) 10.2 − 10.02 + 9.7 − 10.02 + ⋯ + 10.4 − 10.02 + 9.6 − 10.02
𝑠 = =
𝑛−1 10 − 1

𝒔𝟐 = 𝟎. 𝟎𝟖𝟒

𝒔 = 𝟎. 𝟐𝟗𝟎

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 QUESTION?

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 CONFIDENCE INTERVAL
USING Z-STATISTICS

College of Engineering and Architecture Department of Civil Engineering

 CONFIDENCE INTERVAL

Confidence level, 1 – α. It is the measure of confidence

that the estimate obtained is near or the same as the true value of
the parameter. This is also referred to as the confidence
coefficient. (α is the complement of a confidence level)

Variability of the population being studied, σ2. It is a

measure of how dispersed the population observations are from
each other. A large sample is needed when the population is widely
dispersed or has a large σ.

College of Engineering and Architecture Department of Civil Engineering

 CONFIDENCE INTERVAL

Maximum allowable error, d. It is the specified

acceptable difference of the estimate and the parameter of
confidence. This is also referred as tolerable error or margin of
error.

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 EXAMPLE

In the report of the Municipal Health worker of San Rafael, it is

stated that the average man in San Rafael weighs 81.18 kg with
standard deviation of 13.54 kg. The average weight is between
79.30 kg to 83.06 kg at 95% confidence level with 5% error margin.

Point Estimate : 81.18 kg

Confidence Level : 95% or 0.95
Confidence Interval : 79.30 kg to 83.06 kg
Margin of error, e : 5% or 0.05

College of Engineering and Architecture Department of Civil Engineering

 CONFIDENCE INTERVAL
(Z-STATISTICS)

Requirements: 1. Random sampling was used.

2. Standard deviation of the population is known.
3. n ≥ 30
Step 1. Check if the requirements are satisfied.
Step 2. Determine the critical value for the given confidence level.
Step 3. Solve for the maximum allowable error, d.
Step 4. Construct the confidence interval.

𝝈 where 𝜎 = standard deviation of the population

𝒅 = 𝒁𝜶/𝟐 𝑛 = sample size
𝒏
𝑍𝛼/2 = critical value

College of Engineering and Architecture Department of Civil Engineering

 CONFIDENCE INTERVAL
(Z-STATISTICS)

The most common use critical values are the following:

1- α α 𝒁𝜶 Illustration
𝟐

0.99 0.01 2.575

0.95 0.05 1.960

0.90 0.10 1.645

College of Engineering and Architecture Department of Civil Engineering

 EXAMPLE

From a large population of assembly workers, a random

sample of 100 is taken to study the effects of a new
training program on worker’s productivity. At the end of the
program, a mean productivity score was 95. Similar
studies have shown that productivity has a standard
deviation of 25. Find a 90% confidence interval for the
true mean productivity score of the workers.

College of Engineering and Architecture Department of Civil Engineering

 From a large population of assembly workers, a random sample of 100 is taken to study the
effects of a new training program on worker’s productivity. At the end of the program, a mean
productivity score was 95. Similar studies have shown that productivity has a standard deviation
of 25. Find a 90% confidence interval for the true mean productivity score of the workers.

0.90 = 1 -   = 0.10 𝑍𝛼/2 = 1.645

𝝈 𝟐𝟓
𝒅 = 𝒁𝜶/𝟐 = 𝟏. 𝟔𝟒𝟓 = 𝟒. 𝟏𝟏𝟑
𝒏 𝟏𝟎𝟎

Confidence Interval:
𝝁 − 𝒅, 𝝁 + 𝒅

95 − 4.113, 95 + 4.1123 = 90.887, 99.113

∴ The true mean productivity score of the workers is

(90.887, 99.113) with 90% confidence interval.

College of Engineering and Architecture Department of Civil Engineering

 QUESTION?

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 CONFIDENCE INTERVAL
USING T-STATISTICS

College of Engineering and Architecture Department of Civil Engineering

 CONFIDENCE INTERVAL
(T-STATISTICS)

Requirements: 1. Random sampling was used.

2. Standard deviation of the population is unknown.
3. n < 30 (sample is from population which is
normally distributed.
Step 1. Check if the requirements are satisfied.
Step 2. Determine the critical value for the given confidence level.
Step 3. Solve for the maximum allowable error, d.
Step 4. Construct the confidence interval.

𝒔 For t-test, the critical value is 𝑇𝛼 (use two-tails T- table)

𝒅 = 𝑻𝜶 First row : α
𝒏 First column: degree of freedom, DF,
which is defined as DF = n – 1.

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 EXAMPLE

Construct a 99% confidence interval about the true

mean grade point average (GPA) of EMAT0503 students
using a random sample of 20 students. Use sample
mean of 1.98 and sample standard deviation of 0.38
and assume a normal distribution.

College of Engineering and Architecture Department of Civil Engineering

 Construct a 99% confidence interval about the true mean grade point average (GPA) of
EMAT0503 students using a random sample of 20 students. Use sample mean of 1.98 and
sample standard deviation of 0.38 and assume a normal distribution.

0.99 = 1 -   = 0.01 DF = 20 – 1 = 19 𝑇𝛼 = 2.861 (two-tails test)

𝒔 𝟎. 𝟑𝟖
𝒅 = 𝑻𝜶 = 𝟐. 𝟖𝟔𝟏 = 𝟎. 𝟐𝟒𝟑𝟏𝟎
𝒏 𝟐𝟎

Confidence Interval:
𝝁 − 𝒅, 𝝁 + 𝒅

1.98 − 0.24310, 1.98 + 0.24310 = 1.7369, 2.2231

∴ The true GPA of EMAT0503 students is (1.7369, 2.2231)

with 99% confidence interval.

College of Engineering and Architecture Department of Civil Engineering

College of Engineering and Architecture Department of Civil Engineering
 QUESTION?

College of Engineering and Architecture Department of Civil Engineering

 CONFIDENCE INTERVAL
USING CHI-SQUARED

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 CONFIDENCE INTERVAL
(CHI-SQUARED)

Step 1. Determine the critical value (X2) for the given confidence
level. In chi-squared distribution table, the first row shows the
complement of the confidence level (α) while the first column shows
the degree of freedom which is defined as DF = n – 1.

For χRIGHT2, look for the intersection of α/2 and DF

For χLEFT2, look for the intersection of 1– α/2 and DF

Step 2. Construct the confidence interval.

𝒏 − 𝟏 𝒔𝟐 𝟐
𝒏 − 𝟏 𝒔 𝟐

𝟐 < 𝝈 <
𝑿𝑹 𝑿𝟐𝑳

College of Engineering and Architecture Department of Civil Engineering

 EXAMPLE

Sample of 20 appliances has standard deviation of

0.15. Construct a 99% confidence level for the variance
and standard deviation of the population.

College of Engineering and Architecture Department of Civil Engineering

 Sample of 20 appliances has standard deviation of 0.15. Construct a 99% confidence
level for the variance and standard deviation of the population.

0.99 = 1 -   = 0.01 DF = 20 – 1 = 19

/2 = 0.005 1 - /2 = 0.995

𝑋𝑅2 = 38.582 𝑋𝐿2 = 6.844

𝒏 − 𝟏 𝒔𝟐 𝟐 <
𝒏 − 𝟏 𝒔 𝟐
< 𝝈
𝑿𝟐𝑹 𝑿𝟐𝑳
𝟐𝟎 − 𝟏 𝟎. 𝟏𝟓 𝟐 𝟐𝟎 − 𝟏 𝟎. 𝟏𝟓 𝟐
𝟐
<𝝈 <
𝟑𝟖. 𝟓𝟖𝟐 𝟔. 𝟖𝟒𝟒
Variance: 𝟎. 𝟎𝟏𝟏𝟎𝟖 < 𝝈𝟐 < 𝟎. 𝟎𝟔𝟐𝟒𝟔
Standard Deviation: 𝟎. 𝟏𝟎𝟓𝟐𝟔 < 𝝈 < 𝟎. 𝟐𝟒𝟗𝟗𝟑

∴ The variance and standard deviation of the population is (0.01108, 0.06246)

and (0.10526, 0.24993), respectively, with confidence level of 99%.

College of Engineering and Architecture Department of Civil Engineering

 P
DF 0.995 0.975 0.2 0.1 0.05 0.025 0.02 0.01 0.005 0.002 0.001
1 0.000 0.001 1.642 2.706 3.841 5.024 5.412 6.635 7.879 9.550 10.828
2 0.010 0.051 3.219 4.605 5.991 7.378 7.824 9.210 10.597 12.429 13.816
3 0.072 0.216 4.642 6.251 7.815 9.348 9.837 11.345 12.838 14.796 16.266
4 0.207 0.484 5.989 7.779 9.488 11.143 11.668 13.277 14.860 16.924 18.467
5 0.412 0.831 7.289 9.236 11.070 12.833 13.388 15.086 16.750 18.907 20.515
6 0.676 1.237 8.558 10.645 12.592 14.449 15.033 16.812 18.548 20.791 22.458
7 0.989 1.690 9.803 12.017 14.067 16.013 16.622 18.475 20.278 22.601 24.322
8 1.344 2.180 11.030 13.362 15.507 17.535 18.168 20.090 21.955 24.352 26.124
9 1.735 2.700 12.242 14.684 16.919 19.023 19.679 21.666 23.589 26.056 27.877
10 2.156 3.247 13.442 15.987 18.307 20.483 21.161 23.209 25.188 27.722 29.588
11 2.603 3.816 14.631 17.275 19.675 21.920 22.618 24.725 26.757 29.354 31.264
12 3.074 4.404 15.812 18.549 21.026 23.337 24.054 26.217 28.300 30.957 32.909
13 3.565 5.009 16.985 19.812 22.362 24.736 25.472 27.688 29.819 32.535 34.528
14 4.075 5.629 18.151 21.064 23.685 26.119 26.873 29.141 31.319 34.091 36.123
15 4.601 6.262 19.311 22.307 24.996 27.488 28.259 30.578 32.801 35.628 37.697
16 5.142 6.908 20.465 23.542 26.296 28.845 29.633 32.000 34.267 37.146 39.252
17 5.697 7.564 21.615 24.769 27.587 30.191 30.995 33.409 35.718 38.648 40.790
18 6.265 8.231 22.760 25.989 28.869 31.526 32.346 34.805 37.156 40.136 42.312
19 6.844 8.907 23.900 27.204 30.144 32.852 33.687 36.191 38.582 41.610 43.820
20 7.434 9.591 25.038 28.412 31.410 34.170 35.020 37.566 39.997 43.072 45.315
21 8.034 10.283 26.171 29.615 32.671 35.479 36.343 38.932 41.401 44.522 46.797
22 8.643 10.982 27.301 30.813 33.924 36.781 37.659 40.289 42.796 45.962 48.268
23 9.260 11.689 28.429 32.007 35.172 38.076 38.968 41.638 44.181 47.391 49.728
College of24Engineering
9.886 and
12.401Architecture
29.553 33.196 36.415 39.364 40.270 42.980 45.559 48.812 51.179 Department of Civil Engineering
 QUESTION?

College of Engineering and Architecture Department of Civil Engineering