# Estimation and confidence intervals

#### Objectives

At the end of the lecture and having completed the exercises students should be able to:

- Describe the characteristics of the normal distribution in statistical terms previously encountered
- Explain the concept of a confidence interval and how it relates to an estimated parameter

### Bibliography

Gardner, M.J. & D.G. Altman, 1989. **Statistics with confidence**. The Universities Press, Belfast.

This gives a very thorough introduction to the calculation and use of confidence intervals for those who wish to read further.

Altman, D.G., 1991. **Practical Statistics for Medical Research**. Chapman & Hall, London. pp. 51-59; 133-143.

These two passages provide more information on the normal distribution and how to test distributions for normality.

## The normal distribution

*The normal distribution*

Sometimes called a Gaussian distribution

### Key features

- Symmetric
- Not skewed
- Unimodal
- Described by two parameters

### Parameters of normal distribution

*The equation of the normal distribution. Do not memorise this!*

#### Explanation of equation

- and are
*parameters* - is the mean
- is the standard deviation
- and π are
*constants*

#### z-scores

To transform data from a normally distributed data set to a z-score (*standard normal deviate*, *normal score*):

- Subtract the mean
- Divide by the standard deviation

Transforms data to a normal distribution with = 0 and = 1. This particular normal distribution is known as the *standard normal distribution*.

### The standard normal distribution

*The standard normal distribution*

The interval

*'population mean - 1·96 standard deviations' to 'population mean + 1·96 standard deviations'*

Contains 95% of the population

The interval

*'population mean - 2·58 standard deviations' to 'population mean + 2·58 standard deviations'*

Contains 99% of the population

### Why do we use the normal distribution?

- Many biological variables follow a normal distribution
- The normal distribution is well-understood, mathematically

## Estimation

What factors will make our estimate of a mean better?

- A large sample size
- A homogenous population (small standard deviation

When we have taken a sample we want to use it to get information about the population from which it is drawn e.g. we want to know the population mean so we take a sample. The sample mean is taken as our *best guess* at the population mean. The same applies to other parameters - parameters here can mean *a feature of a population we are interested in*.

We also want to know: *how good is the guess?*

NB: use Latin letters for sample estimates and Greek letters for population parameters.

### Standard error

Standard error is a measure of how good our *best guess* is.

We have a simple formula to give us the standard error:

*standard error = (standard deviation)/(square root of number of observations)*

i.e. the *bigger* the sample, the **smaller** the standard error

If we repeat the sampling and estimation process many times we get a distribution of estimates.

For a normal population the distribution of estimates of the mean is itself a normal distribution with a standard deviation equal to the standard error.

The standard error is always *smaller* than the standard deviation

The distribution of sample means will be nearly normal whatever the underlying distribution (the central limit theorem) if the sample sizes are large.

### Confidence intervals

The interval:

*'sample mean - 1·96 standard errors' to 'sample mean + 1·96 standard errors'*

is the 95% confidence interval.

(Using 2·58 instead of 1·96 will give us the 99% confidence interval)

If we take a sample from a population and calculate the mean of that sample and its associated 95% confidence intervals, there is a 95% probability that the confidence interval will include the true mean of the population

A confidence interval gives us a *plausible* range of values for an estimate, usually on a clinically useful scale.

Confidence intervals can be calculated for other quantities e.g. medians, proportions (see *Gardner & Altman*)

### Example

Number of teeth of nine patients attending a clinic:

32, 32, 31, 30, 28, 28, 27, 25, 18

Mean = 27·9

Standard deviation = 4·4

What is the confidence interval of the mean?

The number of patients is 9. We can use the formula to calculate the standard error:

This becomes:

*s.e. = 4·4/3 = 1·467*

The 95% confidence interval for the mean is:

*'sample mean - 1·96 standard errors' to 'sample mean + 1·96 standard errors'*

or:

*27·9 - 1·96x1·467 to 27·9 + 1·96x1·467*

So, the 95% confidence interval of the mean is:

*From 25·0 to 30·8*

Note that we do not write 25·0 - 30·8, because the hyphen can become confused with a minus sign in some circumstances always use *From ... to ...*. Also note that the answer was rounded to the appropriate number of decimal places at the *final* step and not before. This is necessary to avoid errors creeping in.