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Confidence Intervals Based on Small Samples from
a Normal Distribution
Based upon a sample of size n (not necessarily a large one) and
sample mean and sample S.D. of 
and s respectively,
-
A 100(1-a)% Confidence Interval for m
is given by
Note that as the n becomes large, since ta/2,n-1
®za/2
the above formula becomes the same as the one for the large sample
case...
-
A 100(1-a)% Confidence Interval for the variance
s2 is given by
The limits of the 100(1-a)% Confidence Interval
for the Standard Deviation s have the square
roots of the two values above.
Next: Hypothesis Testing - Basic Concepts
Previous: Large Sample Confidence Intervals
Jayant Rajgopal
