Confidence Intervals for large samples

Parameter Estimator Assumptions Bilateral confidence interval

2
Normal distribution and known 𝜎 𝜎
Mean Sample mean
Sample size greater or equal to 30 (known or 𝑥̅ ± 𝑧𝛼/2 ( )
𝜇 𝑥̅ √𝑛
unknown 𝜎 2 )
Difference between Difference between Normal distributions and known 𝜎12 , 𝜎22
𝜎2 𝜎2
means sample means Sample sizes greater or equal to 30 (known or (𝑥̅1 − 𝑥̅2 ) ± 𝑧𝛼/2 √ 1 + 2
𝜇1 − 𝜇2 𝑥̅1 − 𝑥̅2 unknown 𝜎12 , 𝜎22 ) 𝑛1 𝑛2
Binomial population.
Proportion Sample proportion Sample size greater or equal to 30. 𝑝̂ 𝑞̂
𝑝 𝑝̂ Sampling with replacement or infinite 𝑝̂ ± 𝑧𝛼/2 √
𝑛
population.

Confidence Intervals for variance and ratio of variances

Parameter Estimator Assumptions Bilateral confidence interval
(𝑛 − 1)𝑆 2 2
(𝑛 − 1)𝑆 2
( 2 ≤𝜎 ≤ 2 )
Variance Sample variance Normal population 𝜒𝛼/2 𝜒1−𝛼/2
𝜎2 𝑆2 Sample size 𝑛 Using a right tail distribution
With 𝜈 = 𝑛 − 1

Confidence Intervals for small samples

Parameter Estimator Assumptions Bilateral confidence interval
𝑠
Mean Sample mean Normal population and unknown 𝜎 2 𝑥̅ ± 𝑡𝛼/2 ( )
𝜇 𝑥̅ Sample size less than 30 √𝑛
with 𝜈 = 𝑛 − 1