Confidence Intervals: Comparing Systems Using Sample Data
See Jain, Chapter 13
What should I know?
Parameter vs. statistic
Central limit theorem.
If are independent
samples from a distribution with mean and standard deviation
Hence, a convidence interval for is given by
where is the -quantile of N(0,1). See Tables A..
For small sample size (e.g., n less than 30), the central limit
theorem does not hold. If the population is normally distributed,
one can still use the t-distribution to construct a confidence
interval for the mean, given the sample mean and sample standard
How to compare two alternatives:
If the samples are paired, just compute the pairwise differences
and test to see if the mean difference is significantly
different from zero.
If the samples are unpaired, we can
Compute confidence intervals for each sample and see if they
Use a t-test as described in Section 13.4.2.
Can you explain ...
all the examples in this chapter?
how to use Tables A.2, A.3, A.4?
why a confidence interval can be more useful than