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Population mean (bc)
The true (unknown) average of a population; the parameter a confidence interval for a mean aims to estimate.
Sample mean (xˉ)
The average computed from sample data; used as the point estimate for the population mean bc.
Population standard deviation (σ)
The true (usually unknown) standard deviation of a population; if known, z procedures for means can be used.
Sample standard deviation (s)
The standard deviation computed from sample data; used to estimate σ when σ is unknown.
z statistic (for a mean)
Standardized statistic z = \frac{\bar{x} - bc}{\frac{c3}{\sqrt{n}}}, which follows the standard normal distribution when c3 is known and conditions are met.
t-distribution
A family of symmetric, bell-shaped distributions (centered at 0) used for inference about a mean when σ is unknown and replaced by s; has heavier tails than the normal.
t statistic
Standardized statistic t = \frac{\bar{x} - bc}{\frac{s}{\sqrt{n}}}, used when c3 is unknown; follows a t-distribution if conditions are met.
Degrees of freedom (df)
A value that determines the exact shape of a t-distribution; reflects how much independent information is available to estimate variability.
One-sample degrees of freedom (df=n−1)
For one-sample t procedures, df equals n−1 because estimating s uses the sample mean xˉ, costing one degree of freedom.
Heavier tails
A feature of t-distributions (especially with small df) meaning more probability in the extremes than the standard normal, leading to larger critical values and wider intervals.
t approaches normal as df increases
As sample size (and df) get larger, the t-distribution becomes closer to the standard normal, so t critical values get closer to z critical values.
Critical value (t*)
The t value (based on df and confidence level C) that captures the middle C of the t-distribution; used to build a t confidence interval.
Confidence interval for a population mean
A range of plausible values for bc constructed from a point estimate (typically xˉ) plus/minus a margin of error.
Point estimate
A single best guess for a parameter based on sample data (e.g., x̄ estimates μ; x̄1 − x̄2 estimates μ1 − μ2).
Standard error (SE) of xˉ
The estimated standard deviation of the sampling distribution of xˉ when c3 is unknown: SE=ns.
One-sample t confidence interval formula
xˉ ± t∗(ns), where t∗ comes from the t-distribution with df=n−1.
Margin of error (ME)
The amount added/subtracted from the point estimate in a confidence interval; for a t interval, ME=t∗×ns.
Correct meaning of a 95% confidence interval
In the long run, about 95% of intervals made by the method will capture μ; a specific computed interval either contains μ or it does not.
Random condition (for t intervals)
Requirement that data come from a random sample or randomized experiment to justify inference.
Normal/Approximately Normal condition
Requirement that the sampling distribution of the mean is approximately normal (population roughly normal, or large n via CLT; for small n, sample should be roughly symmetric with no strong outliers).
Independence condition
Requirement that observations are independent; commonly supported in sampling without replacement by the 10% condition.
10% condition
Check for independence when sampling without replacement: n ≤ 0.10N (sample size is at most 10% of the population).
Two-sample t confidence interval (independent groups)
Interval for bc_1 - bc_2: (xˉ1−xˉ2) \boldsymbol{\pm} t^* \times \sqrt\bigg(\frac{s_1^2}{n_1} + \frac{s_2^2}{n_2}\bigg), used when comparing two independent groups with unknown c3_1 and c3_2.
Standard error for difference of two means
SE = \sqrt\bigg(\frac{s_1^2}{n_1} + \frac{s_2^2}{n_2}\bigg), combining variability from both samples when estimating bc_1 - bc_2.
Paired vs. independent samples
Paired data are matched (same individuals before/after or matched pairs) and should use a one-sample t interval on the differences; independent groups use the two-sample t interval for bc_1 - bc_2.