#--------------------------------------------------------- # File: MIT18_05S22_in-class22-script.txt # Author: Jeremy Orloff # # MIT OpenCourseWare: https://ocw.mit.edu # 18.05 Introduction to Probability and Statistics # Spring 2022 # For information about citing these materials or our Terms of Use, visit: # https://ocw.mit.edu/terms. # #--------------------------------------------------------- Class 22 Confidence intervals for normal data Jen Slide 1: Slide 2: Announcements/Agenda (3 minutes) Slide 3: Review of critical values (2 minutes) Quickly --done before, on pset, in reading Slide 4ab: Concept question critical values (6 minutes) This is review. Give the answer clearly but don't dwell on it. 1. Within 2 std dev = 95% --> 0.025 in each tail --> z_0.25 \approx 2 2. Within 1 std dev = 68% --> 0.16 in each tail --> -z_0.16 \approx -1 Slide 5: Formulas for confidence intervals (3 minutes) z, t, chisq for variance Tell them we will talk about the rationale later Key point: each gives a range of values for the unknown parameter Slide 6: Rule of thumb (95\% = 2 \sigma) (3 minutes) Enough to write down that alpha = 0.5 and Precise: z_0.25 = 1.96 rule of thumb z_0.25 = 2. Slide 7: Board question: computing confidence intervals (Work 12 minutes, discuss: 5 minutes) Reminder: \Chi^2 stat for variance is (n-1)s^2/sigma^2 --> CI is [(n-1)s^2/c_alpha/2, (n-1)s^2/c_{1-\alpha/2} DISCUSSION Avoid the temptation to rederive or explain formulas Go through each one using the formula. a-c quickly (d) X^2 CI for sigma: Reassure them that taking the square root of #3 is okay (e) rule of thumb: this is a z thing, but t(99)\approx z so can use t_{.25} \approx 2.(In fact it = 1.98) Jerry Slide 8: Conceptual view (4 minutes) Don't dwell on the connection to NHST. We will look more carefully at this in class 23. Suggest they look at the applet outside of class. --We won't look at it. Slide 9: Table discussion: what affects the width of the interval (4 minutes) Write down formula [xbar - z_alpha/2*sigma/\sqrt{n}, xbar + ...] on board Slide 10: Intervals and pivoting (5 minutes) --Key points --don't dwell --this is the next board question alpha non-rejection region and 1-alpha conf. interval have the same width. The confidence interval = all mu_0 so that we wouldn't reject H0: mu=mu_0 with the data xbar Slides 11: BOARD question non-rejection and CI (Work 8 minutes, discussion: 4 minutes, go over solution slide.) Slide 12: solution We want to help them get to the picture Again the key is both intervals have the same radius z_alpha/2 * sigma/sqrt(n) Slide 13 Polling CIs (3 minutes) Explain the term proportion: theta is the proportion, i.e. fraction, of trials that result in successes. 1/sqrt(n) is what the media call the margin of error in political polls Slide 14 BOARD question polling (Work 6 minutes. If 5 minutes left, we can discuss.)