if $n \lt 30$ AND distribution is normal: $z = \frac{\bar X - \mu}{\sigma / \sqrt n}$ if $n \ge 30$ OR distribution is NOT normal: $z = \frac{\bar X - \mu}{s / \sqrt n}$
$P(z)$ is found from the Z - distribution table $P(z_1 \gt \bar X_1) = 0.5 - P(z_1)$ $P(z_2 \lt \bar X_2) = 0.5 - P(z_2)$ $P(\bar X_2 \lt z \lt \bar X_1) = P(z_1) + P(z_2)$
Remember: $\mu =\mu_{\bar X}$ if all possible samples can be selected from a population.
| - $\sigma$ is known
- population is normal | $\bar X \pm z \frac{\sigma}{\sqrt n}$ | $for\ 95\%, z = 1.96$$for\ 99\%, z = 2.58$ |
---|---|---|
- $\sigma$ is **unknown | ||
-** $n \ge 30$ |
NOTE: $\frac {s}{\sqrt n} = \sqrt {\frac{s^2}{n}}$
$\bar Y_i(w) = \begin{cases} \frac{\displaystyle\sum_{s=-(i-1)}^{(i-1)} \bar Y_{i+s}}{2i-1} &\text{if } i = 1,...,w \\ \frac{\displaystyle\sum_{s=-w}^{w} \bar Y_{i+s}}{2w+1} &\text{if } i = w+1, ... m-w \end{cases}$
Use first rule when $i \le w$ and the second rule when $i \gt w$