This preview shows pages 1–9. Sign up to view the full content.
This preview has intentionally blurred sections. Sign up to view the full version.
View Full DocumentThis preview has intentionally blurred sections. Sign up to view the full version.
View Full DocumentThis preview has intentionally blurred sections. Sign up to view the full version.
View Full DocumentThis preview has intentionally blurred sections. Sign up to view the full version.
View Full Document
Unformatted text preview: Outline CIs Based on the TDistribution Prediction Intervals Lecture 24 Chapter 8: Confidence and Prediction Intervals Michael Akritas Michael Akritas Lecture 24 Chapter 8: Confidence and Prediction Intervals Outline CIs Based on the TDistribution Prediction Intervals CIs Based on the TDistribution Introduction Confidence Intervals for a Normal Mean CIs for the Slope of a Regression Line CIs for the Regression Line Prediction Intervals Prediction Based on a Univariate Sample PIs for the Normal Simple Linear Regression Model Michael Akritas Lecture 24 Chapter 8: Confidence and Prediction Intervals Outline CIs Based on the TDistribution Prediction Intervals Introduction Confidence Intervals for a Normal Mean CIs for the Slope of a Regression Line CIs for the Regression Line When sampling from normal populations, an estimator b of some parameter often satisfies b  b t , where b is the estimated s.e. , and t stands for tdistribution with degrees of freedom. Michael Akritas Lecture 24 Chapter 8: Confidence and Prediction Intervals Outline CIs Based on the TDistribution Prediction Intervals Introduction Confidence Intervals for a Normal Mean CIs for the Slope of a Regression Line CIs for the Regression Line When sampling from normal populations, an estimator b of some parameter often satisfies b  b t , where b is the estimated s.e. , and t stands for tdistribution with degrees of freedom. , t p.d.f of the tdistr. with area= degrees of freedom Figure: PDF and Percentile of a tdistribution Michael Akritas Lecture 24 Chapter 8: Confidence and Prediction Intervals Outline CIs Based on the TDistribution Prediction Intervals Introduction Confidence Intervals for a Normal Mean CIs for the Slope of a Regression Line CIs for the Regression Line Three Specific Examples Michael Akritas Lecture 24 Chapter 8: Confidence and Prediction Intervals Outline CIs Based on the TDistribution Prediction Intervals Introduction Confidence Intervals for a Normal Mean CIs for the Slope of a Regression Line CIs for the Regression Line Three Specific Examples 1. If X 1 , X 2 , . . . , X n are iid N ( , 2 ), then X S / n t n 1 Michael Akritas Lecture 24 Chapter 8: Confidence and Prediction Intervals Outline CIs Based on the TDistribution Prediction Intervals Introduction Confidence Intervals for a Normal Mean CIs for the Slope of a Regression Line CIs for the Regression Line Three Specific Examples 1. If X 1 , X 2 , . . . , X n are iid N ( , 2 ), then X S / n t n 1 2. If ( X i , Y i ), i = 1 , . . . , n , are iid satisfying the normal simple linear regression model, i.e. Y i  X i N ( a 1 + 1 X i , 2 ), then Michael Akritas Lecture 24 Chapter 8: Confidence and Prediction Intervals Outline CIs Based on the TDistribution Prediction Intervals Introduction Confidence Intervals for a Normal Mean CIs for the Slope of a Regression Line...
View
Full
Document
This note was uploaded on 03/19/2009 for the course STAT 401 taught by Professor Akritas during the Spring '00 term at Pennsylvania State University, University Park.
 Spring '00
 Akritas
 TDistribution

Click to edit the document details