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When the population standard deviation is unknown and the sample size is large, the sample standard deviation s is commonly used as a point estimate of σ. However, it can sometimes under or overestimate the population standard deviation. To overcome this drawback, confidence intervals are determined to estimate population parameters and eliminate any calculation bias accurately. However, this only applies to random samples from normally distributed populations. Knowing the sample mean and standard deviation, one can construct confidence intervals for the population standard deviations at a suitable significance level, such as 95%. A confidence interval is an interval of numbers. It provides a range of reasonable values in which we expect the population parameter to fall. There is no guarantee that a given confidence interval does capture the population standard deviation, but there is a predictable probability of success. The critical values in the right and left tails of the distribution curve provide the confidence intervals of the population standard deviation.

This text is adapted from Openstax, Introductory Statistics, Section 8, Confidence Interval

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Population Standard DeviationSample Standard DeviationPoint EstimateConfidence IntervalsRandom SamplesNormally Distributed PopulationsSample MeanSignificance Level95 Confidence LevelCalculation BiasDistribution CurveCritical Values

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8.7 : Estimating Population Standard Deviation

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8.1 : 母集団パラメータを推定する分布

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8.2 : 自由度

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8.3 : 学生tの配布

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8.4 : z分布とt分布の選択

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8.5 : カイ二乗分布

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8.6 : カイ 2 乗の臨界値を求める

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8.8 : 適合度検定

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8.9 : 適合度検定の期待度数

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8.10 : コンティンジェンシーテーブル

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8.11 : Test of Independenceの紹介

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8.12 : 独立性テストの仮説検定

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8.13 : 予想頻度の決定

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8.14 : 均質性のテスト

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8.15 : F ディストリビューション

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