Question 6.1: Given a sample of size n = 51 yielding a sample variance s² ...

Given a sample of size n = 51 yielding a sample variance s² = 81, we may calculate the 95% confidence interval for the population variance as follows.

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Since we are using the 95% confidence level the critical values cutting off the extreme 5% of the distribution are 32.36 and 71.42, from Table A4. We can therefore use equation (6.3) to find the interval

\left[\frac{(n-1)s^{2}}{32.85}\leqslant\sigma^{2}\leqslant\frac{(n-1)s^{2}}{8.91}\right]                                (6.3)

\left[\frac{(n-1)\times s^{2}}{71.42}\leqslant\sigma^{2}\frac{(n-1)\times s^{2}}{32.36}\right]

Substituting in the values gives

\left[\frac{(51-1)\times81}{71.42}\leqslant\sigma^{2}\frac{(51-1)\times81}{32.36}\right]

yielding a confidence interval of [56.71, 125.15].

Note that if we wished to find a 95% confidence interval for the standard deviation we can simply take the square root of the result to obtain [7.53, 11.19].
The 99% CI for the variance can be obtained by altering the critical values.
The values cutting off 0.5% in each tail of the distribution are (again from Table A4) 27.99 and 79.49. Using these critical values results in an interval [50.95, 144.69]. Note that, as expected, the 99% CI is wider than the 95% interval.

Table A4 Critical values of the \chi^{2} distribution
The values in the table give the critical values of \chi^{2} which cut off the area in the
right-hand tail given at the top of the column.
Area in right-hand tail
v 0.995 0.990 0.975 0.950 0.900 0.750 0.500
1 392   704.10^{−10} 157   088.10^{−9} 982   069.10^{−9} 393   214.10^{−8} 0.0157908 0.1015308 0.454936
2 0.0100251 0.0201007 0.0506356 0.102587 0.210721 0.575364 1.38629
3 0.0717218 0.114832 0.215795 0.351846 0.584374 1.212534 2.36597
4 0.206989 0.297109 0.484419 0.710723 1.063623 1.92256 3.35669
5 0.411742 0.554298 0.831212 1.145476 1.61031 2.67460 4.35146
6 0.675727 0.872090 1.23734 1.63538 2.20413 3.45460 5.34812
7 0.989256 1.239043 1.68987 2.16735 2.83311 4.25485 6.34581
8 1.34441 1.64650 2.17973 2.73264 3.48954 5.07064 7.34412
9 1.73493 2.08790 2.70039 3.32511 4.16816 5.89883 8.34283
10 2.15586 2.55821 3.24697 3.94030 4.86518 6.73720 9.34182
11 2.60322 3.05348 3.81575 4.57481 5.57778 7.58414 10.3410
12 3.07382 3.57057 4.40379 5.22603 6.30380 8.43842 11.3403
13 3.56503 4.10692 5.00875 5.89186 7.04150 9.29907 12.3398
14 4.07467 4.66043 5.62873 6.57063 7.78953 10.1653 13.3393
15 4.60092 5.22935 6.26214 7.26094 8.54676 11.0365 14.3389
16 5.14221 5.81221 6.90766 7.96165 9.31224 11.9122 15.3385
17 5.69722 6.40776 7.56419 8.67176 10.0852 12.7919 16.3382
18 6.26480 7.01491 8.23075 9.39046 10.8649 13.6753 17.3379
19 6.84397 7.63273 8.90652 10.1170 11.6509 14.5620 18.3377
20 7.43384 8.26040 9.59078 10.8508 12.4426 15.4518 19.3374
21 8.03365 8.89720 10.28293 11.5913 13.2396 16.3444 20.3372
22 8.64272 9.54249 10.9823 12.3380 14.0415 17.2396 21.3370
23 9.26043 10.19567 11.6886 13.0905 14.8480 18.1373 22.3369
24 9.88623 10.8564 12.4012 13.8484 15.6587 19.0373 23.3367
25 10.5197 11.5240 13.1197 14.6114 16.4734 19.9393 24.3266
26 11.1602 12.1981 13.8439 15.3792 17.2919 20.8434 25.3365
27 11.8076 12.8785 14.5734 16.1514 18.1139 21.7494 26.3363
28 12.4613 13.5647 15.3079 16.9279 18.9392 22.6572 27.3362
29 13.1211 14.2565 16.0471 17.7084 19.7677 23.5666 28.3361
30 13.7867 14.9535 16.7908 18.4927 20.5992 24.4776 29.3360
40 20.7065 22.1643 24.4330 26.5093 29.0505 33.6603 39.3353
50 27.9907 29.7067 32.3574 34.7643 37.6886 42.9421 49.3349
60 35.5345 37.4849 40.4817 43.1880 46.4589 52.2938 59.3347
70 43.2752 45.4417 48.7576 51.7393 55.3289 61.6983 69.3345
80 51.1719 53.5401 57.1532 60.3915 64.2778 71.1445 79.3343
90 59.1963 61.7541 65.6466 69.1260 73.2911 80.6247 89.3342
100 67.3276 70.0649 74.2219 77.9295 82.3581 90.1332 99.3341
v 0.250 0.100 0.050 0.025 0.010 0.005 0.001
1 1.32330 2.70554 003.84146 5.02389 6.63490 7.87944 10.828
2 2.77259 4.60517 5.99146 7.37776 9.21034 10.5966 13.816
3 4.10834 6.25139 7.81473 9.34840 11.3449 12.8382 16.266
4 5.38527 7.77944 9.48773 11.1433 13.2767 14.8603 18.467
5 6.62568 9.23636 11.0705 12.8325 15.0863 16.7496 20.515
6 7.84080 10.6446 12.5916 14.4494 16.8119 18.5476 22.458
7 9.03715 12.0170 14.0671 16.0128 18.4753 20.2777 24.322
8 10.2189 13.3616 15.5073 17.5345 20.0902 21.9550 26.125
9 11.3888 14.6837 16.9190 19.0228 21.6660 23.5894 27.877
10 12.5489 15.9872 18.3070 20.4832 23.2093 25.1882 29.588
11 13.7007 17.2750 19.6751 21.9200 24.7250 26.7568 31.264
12 14.8454 18.5493 21.0261 23.3367 26.2170 28.2995 32.909
13 15.9839 19.8119 22.3620 24.7356 27.6882 29.8195 34.528
14 17.1169 21.0641 23.6848 26.1189 29.1412 31.3194 36.123
15 18.2451 22.3071 24.9958 27.4884 30.5779 32.8013 37.697
16 19.3689 23.5418 26.2962 28.8454 31.9999 34.2672 29.252
17 20.4887 24.7690 27.5871 30.1910 33.4087 35.7185 40.790
18 21.6049 25.9894 28.8693 31.5264 34.8053 37.1565 42.312
19 22.7178 27.2036 30.1435 32.8523 36.1909 38.5823 43.820
20 23.8277 28.4120 31.4104 34.1696 37.5662 39.9968 45.315
21 24.9348 29.6151 32.6706 35.4789 38.9322 41.4011 46.797
22 26.40393 30.8133 33.9244 36.7807 40.2894 42.7957 48.268
23 27.1413 32.0069 35.1725 38.0756 41.6384 44.1813 49.728
24 28.2412 33.1962 36.4150 39.3641 42.9798 45.5585 51.179
25 29.3389 34.3816 37.6525 40.6465 44.3141 46.9279 52.618
26 30.4346 35.5632 38.8851 41.9232 45.6417 48.2899 54.052
27 31.5284 36.7412 40.1133 43.1945 46.9629 49.6449 55.476
28 32.6205 37.9150 41.3371 44.4608 48.2782 50.9934 56.892
29 33.7109 39.0875 42.5570 45.7223 49.5879 52.3356 58.301
30 34.7997 40.2560 43.7730 46.9792 50.8922 53.6720 59.703
40 45.6160 51.8051 55.7585 59.3417 63.6907 66.7660 73.402
50 56.3336 63.1671 67.5048 71.4202 76.1539 79.4900 86.661
60 66.9815 74.3970 79.0819 83.2977 88.3794 91.9517 99.607
70 77.5767 85.5270 90.5312 95.0232 100.425 104.215 112.317
80 88.1303 96.5782 101.879 106.629 112.329 116.321 124.839
90 98.6499 107.565 113.145 118.136 124.116 128.299 137.208
100 109.141 118.498 124.342 129.561 135.807 140.169 149.449

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