Calculating a 95% confidence interval for the difference of two random variables












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Let $ x_1, ..., x_9 $ and $ y_1, ..., y_8 $ be two random samples of two populations.
$ bar x = 7 $ is the mean of the first and $ bar y = 11 $ the mean of the second sample. The sample standard deviations are $ s_x = 2 $ and $ s_y = 3.5 $. Now I want to calculate a 95% confidence interval for the difference of the mean of the two populations.
I know how to calculate a 95% confidence interval for the mean for the populations: $$ bar x -2*left(frac{s_x}{sqrt 9}right) $$ and $$ bar y -2*left(frac{s_y}{sqrt 8}right) $$ But don't know how to proceed from here.










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    $begingroup$


    Let $ x_1, ..., x_9 $ and $ y_1, ..., y_8 $ be two random samples of two populations.
    $ bar x = 7 $ is the mean of the first and $ bar y = 11 $ the mean of the second sample. The sample standard deviations are $ s_x = 2 $ and $ s_y = 3.5 $. Now I want to calculate a 95% confidence interval for the difference of the mean of the two populations.
    I know how to calculate a 95% confidence interval for the mean for the populations: $$ bar x -2*left(frac{s_x}{sqrt 9}right) $$ and $$ bar y -2*left(frac{s_y}{sqrt 8}right) $$ But don't know how to proceed from here.










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      0





      $begingroup$


      Let $ x_1, ..., x_9 $ and $ y_1, ..., y_8 $ be two random samples of two populations.
      $ bar x = 7 $ is the mean of the first and $ bar y = 11 $ the mean of the second sample. The sample standard deviations are $ s_x = 2 $ and $ s_y = 3.5 $. Now I want to calculate a 95% confidence interval for the difference of the mean of the two populations.
      I know how to calculate a 95% confidence interval for the mean for the populations: $$ bar x -2*left(frac{s_x}{sqrt 9}right) $$ and $$ bar y -2*left(frac{s_y}{sqrt 8}right) $$ But don't know how to proceed from here.










      share|cite|improve this question









      $endgroup$




      Let $ x_1, ..., x_9 $ and $ y_1, ..., y_8 $ be two random samples of two populations.
      $ bar x = 7 $ is the mean of the first and $ bar y = 11 $ the mean of the second sample. The sample standard deviations are $ s_x = 2 $ and $ s_y = 3.5 $. Now I want to calculate a 95% confidence interval for the difference of the mean of the two populations.
      I know how to calculate a 95% confidence interval for the mean for the populations: $$ bar x -2*left(frac{s_x}{sqrt 9}right) $$ and $$ bar y -2*left(frac{s_y}{sqrt 8}right) $$ But don't know how to proceed from here.







      probability statistics confidence-interval






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      asked Jan 29 at 13:49









      Luca9984Luca9984

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          1 Answer
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          $begingroup$

          HINT: You have shown that you know how to find a confidence interval for the mean of a population, but not for the difference of the means of two populations. However, if $X$ and $Y$ are two random variables and a large number of samples is taken, then the random variable $bar{X}-bar{Y}$ is approximately normally distributed, with a sample mean of $bar{x}-bar{y}=7-11=-4$ and a standard deviation approximately equal to
          $$s_{bar{x}-bar{y}}approx sqrt{frac{s_x^2}{n_x}+frac{s_y^2}{n_y}}$$
          Can you use this to construct a confidence interval?



          My only concern is that your sample sizes (of 8 and 9) are relatively small, so you may need to use the student’s t-distribution rather than the normal distribution.






          share|cite|improve this answer









          $endgroup$













          • $begingroup$
            How did you come up with the formular for $ s_{bar{x}-bar{y}} $?
            $endgroup$
            – Luca9984
            Jan 29 at 14:16










          • $begingroup$
            @Luca9984 It is just an approximation; like I said, you may have to use the t-distribution instead, since the approximation might not work as well with a small sample size.
            $endgroup$
            – Frpzzd
            Jan 29 at 14:22










          • $begingroup$
            The formula to calculate a 95% confidence interval for a random sample contains the size of the random sample. What would be the size n in this case? 2?
            $endgroup$
            – Luca9984
            Jan 29 at 14:33












          • $begingroup$
            $n_x$ is the size of the sample from $X$, and $n_y$ is the size of the sample from $Y$.
            $endgroup$
            – Frpzzd
            Jan 29 at 14:34












          Your Answer





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          1 Answer
          1






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          active

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          active

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          0












          $begingroup$

          HINT: You have shown that you know how to find a confidence interval for the mean of a population, but not for the difference of the means of two populations. However, if $X$ and $Y$ are two random variables and a large number of samples is taken, then the random variable $bar{X}-bar{Y}$ is approximately normally distributed, with a sample mean of $bar{x}-bar{y}=7-11=-4$ and a standard deviation approximately equal to
          $$s_{bar{x}-bar{y}}approx sqrt{frac{s_x^2}{n_x}+frac{s_y^2}{n_y}}$$
          Can you use this to construct a confidence interval?



          My only concern is that your sample sizes (of 8 and 9) are relatively small, so you may need to use the student’s t-distribution rather than the normal distribution.






          share|cite|improve this answer









          $endgroup$













          • $begingroup$
            How did you come up with the formular for $ s_{bar{x}-bar{y}} $?
            $endgroup$
            – Luca9984
            Jan 29 at 14:16










          • $begingroup$
            @Luca9984 It is just an approximation; like I said, you may have to use the t-distribution instead, since the approximation might not work as well with a small sample size.
            $endgroup$
            – Frpzzd
            Jan 29 at 14:22










          • $begingroup$
            The formula to calculate a 95% confidence interval for a random sample contains the size of the random sample. What would be the size n in this case? 2?
            $endgroup$
            – Luca9984
            Jan 29 at 14:33












          • $begingroup$
            $n_x$ is the size of the sample from $X$, and $n_y$ is the size of the sample from $Y$.
            $endgroup$
            – Frpzzd
            Jan 29 at 14:34
















          0












          $begingroup$

          HINT: You have shown that you know how to find a confidence interval for the mean of a population, but not for the difference of the means of two populations. However, if $X$ and $Y$ are two random variables and a large number of samples is taken, then the random variable $bar{X}-bar{Y}$ is approximately normally distributed, with a sample mean of $bar{x}-bar{y}=7-11=-4$ and a standard deviation approximately equal to
          $$s_{bar{x}-bar{y}}approx sqrt{frac{s_x^2}{n_x}+frac{s_y^2}{n_y}}$$
          Can you use this to construct a confidence interval?



          My only concern is that your sample sizes (of 8 and 9) are relatively small, so you may need to use the student’s t-distribution rather than the normal distribution.






          share|cite|improve this answer









          $endgroup$













          • $begingroup$
            How did you come up with the formular for $ s_{bar{x}-bar{y}} $?
            $endgroup$
            – Luca9984
            Jan 29 at 14:16










          • $begingroup$
            @Luca9984 It is just an approximation; like I said, you may have to use the t-distribution instead, since the approximation might not work as well with a small sample size.
            $endgroup$
            – Frpzzd
            Jan 29 at 14:22










          • $begingroup$
            The formula to calculate a 95% confidence interval for a random sample contains the size of the random sample. What would be the size n in this case? 2?
            $endgroup$
            – Luca9984
            Jan 29 at 14:33












          • $begingroup$
            $n_x$ is the size of the sample from $X$, and $n_y$ is the size of the sample from $Y$.
            $endgroup$
            – Frpzzd
            Jan 29 at 14:34














          0












          0








          0





          $begingroup$

          HINT: You have shown that you know how to find a confidence interval for the mean of a population, but not for the difference of the means of two populations. However, if $X$ and $Y$ are two random variables and a large number of samples is taken, then the random variable $bar{X}-bar{Y}$ is approximately normally distributed, with a sample mean of $bar{x}-bar{y}=7-11=-4$ and a standard deviation approximately equal to
          $$s_{bar{x}-bar{y}}approx sqrt{frac{s_x^2}{n_x}+frac{s_y^2}{n_y}}$$
          Can you use this to construct a confidence interval?



          My only concern is that your sample sizes (of 8 and 9) are relatively small, so you may need to use the student’s t-distribution rather than the normal distribution.






          share|cite|improve this answer









          $endgroup$



          HINT: You have shown that you know how to find a confidence interval for the mean of a population, but not for the difference of the means of two populations. However, if $X$ and $Y$ are two random variables and a large number of samples is taken, then the random variable $bar{X}-bar{Y}$ is approximately normally distributed, with a sample mean of $bar{x}-bar{y}=7-11=-4$ and a standard deviation approximately equal to
          $$s_{bar{x}-bar{y}}approx sqrt{frac{s_x^2}{n_x}+frac{s_y^2}{n_y}}$$
          Can you use this to construct a confidence interval?



          My only concern is that your sample sizes (of 8 and 9) are relatively small, so you may need to use the student’s t-distribution rather than the normal distribution.







          share|cite|improve this answer












          share|cite|improve this answer



          share|cite|improve this answer










          answered Jan 29 at 13:55









          FrpzzdFrpzzd

          23k841110




          23k841110












          • $begingroup$
            How did you come up with the formular for $ s_{bar{x}-bar{y}} $?
            $endgroup$
            – Luca9984
            Jan 29 at 14:16










          • $begingroup$
            @Luca9984 It is just an approximation; like I said, you may have to use the t-distribution instead, since the approximation might not work as well with a small sample size.
            $endgroup$
            – Frpzzd
            Jan 29 at 14:22










          • $begingroup$
            The formula to calculate a 95% confidence interval for a random sample contains the size of the random sample. What would be the size n in this case? 2?
            $endgroup$
            – Luca9984
            Jan 29 at 14:33












          • $begingroup$
            $n_x$ is the size of the sample from $X$, and $n_y$ is the size of the sample from $Y$.
            $endgroup$
            – Frpzzd
            Jan 29 at 14:34


















          • $begingroup$
            How did you come up with the formular for $ s_{bar{x}-bar{y}} $?
            $endgroup$
            – Luca9984
            Jan 29 at 14:16










          • $begingroup$
            @Luca9984 It is just an approximation; like I said, you may have to use the t-distribution instead, since the approximation might not work as well with a small sample size.
            $endgroup$
            – Frpzzd
            Jan 29 at 14:22










          • $begingroup$
            The formula to calculate a 95% confidence interval for a random sample contains the size of the random sample. What would be the size n in this case? 2?
            $endgroup$
            – Luca9984
            Jan 29 at 14:33












          • $begingroup$
            $n_x$ is the size of the sample from $X$, and $n_y$ is the size of the sample from $Y$.
            $endgroup$
            – Frpzzd
            Jan 29 at 14:34
















          $begingroup$
          How did you come up with the formular for $ s_{bar{x}-bar{y}} $?
          $endgroup$
          – Luca9984
          Jan 29 at 14:16




          $begingroup$
          How did you come up with the formular for $ s_{bar{x}-bar{y}} $?
          $endgroup$
          – Luca9984
          Jan 29 at 14:16












          $begingroup$
          @Luca9984 It is just an approximation; like I said, you may have to use the t-distribution instead, since the approximation might not work as well with a small sample size.
          $endgroup$
          – Frpzzd
          Jan 29 at 14:22




          $begingroup$
          @Luca9984 It is just an approximation; like I said, you may have to use the t-distribution instead, since the approximation might not work as well with a small sample size.
          $endgroup$
          – Frpzzd
          Jan 29 at 14:22












          $begingroup$
          The formula to calculate a 95% confidence interval for a random sample contains the size of the random sample. What would be the size n in this case? 2?
          $endgroup$
          – Luca9984
          Jan 29 at 14:33






          $begingroup$
          The formula to calculate a 95% confidence interval for a random sample contains the size of the random sample. What would be the size n in this case? 2?
          $endgroup$
          – Luca9984
          Jan 29 at 14:33














          $begingroup$
          $n_x$ is the size of the sample from $X$, and $n_y$ is the size of the sample from $Y$.
          $endgroup$
          – Frpzzd
          Jan 29 at 14:34




          $begingroup$
          $n_x$ is the size of the sample from $X$, and $n_y$ is the size of the sample from $Y$.
          $endgroup$
          – Frpzzd
          Jan 29 at 14:34


















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