hey!

I was wondering if anyone knew anything about 95% confidence limits from a 't' distribution?

..and if it is possible an example.

thanks.

dadon

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- Jan 13th 2007, 05:17 AMdadonconfidence limits
hey!

I was wondering if anyone knew anything about 95% confidence limits from a 't' distribution?

..and if it is possible an example.

thanks.

dadon - Jan 13th 2007, 06:26 AMCaptainBlack
The Wikipedia article on the t-distribution is very good and can be found here

A example is shown in the following code block showing a computer session

computing a 95% confidence interval for the mean:

Code:`>`

>N=10;

>x=normal(N,1)

-0.309911

-2.01066

-0.568246

-1.0841

-0.277172

-1.4568

0.658046

1.53204

-2.47296

-0.937381

>m=mean(x')

-0.692714

>

>s=sqrt(sum((x'-m)^2)/(N-1))

1.19313

>

>..95% region for T-distribution with 9 DF is +/-2.26 (looked up

>..in a table of the T-distribution)

>

>..so the 95% region for the sample mean is m+/-2.26*s/sqrt(N)

>

>[m-2.26*s/sqrt(N),m+2.26*s/sqrt(10)]

-1.54541 0.159986

>

>

- Jan 13th 2007, 07:08 AMdadon
thanks for that captain.

im abit confused:

s=sqrt(sum((x'-m)^2)/(N-1))

(could you please put in the values for x', m, and N and wot is s?)

also this line:

[m-2.26*s,m+2.26*s]

i cnt seem to get the same answers..

is this a general way of finding the confidence limits?

and also wots the difference in the the amount of degree of freedom you use and why is it 9 DF for this case.

thanks - Jan 13th 2007, 08:49 AMCaptainBlack
s is the sample stadard deviation, x is a array containing the sample

(from a standard normal population), m is the sample mean calculated

on the previous line by mean(x'), and N is the sample size set at the top

to 10.

The ' on the x's are transposition operators because the sum and mean

functions require row data vectors withe x is a column vector.

Quote:

also this line:

[m-2.26*s,m+2.26*s]

i cnt seem to get the same answers..

[m-2.26*s/sqrt(N),m+2.26*s/sqrt(N)]

Quote:

is this a general way of finding the confidence limits?

and also wots the difference in the the amount of degree of freedom you use and why is it 9 DF for this case.

thanks

I gave you a link for for futher explanation.

The DF are needed as we are doing small sample statistics, and the sample

size affects the distributions involved.

RonL - Jan 13th 2007, 11:28 AMdadon
hey thanks captain!

i checked the link you gave. quite good!

according to thier table 95% is 1.83 but you probably read the next coulmn for 97.5% which is 2.26 (for 9DF)

(still using 2.26) but i still can't get the answer for this line:

[m-2.26*s/sqrt(N),m+2.26*s/sqrt(10)]

-1.54541, 0.159986

i get:

-1.11406 and 0.59134

am I doing something wrong?

thanks

dadon - Jan 13th 2007, 12:19 PMCaptainBlack
- Jan 13th 2007, 03:10 PMdadon
do the same for positive.

thanks cheer captain

i was doing the sum in ms excel and left the brackets outs. :eek: