Normal distribution, the mean and the standard deviation

The sample
Showing the normal distribution of age, if the mean age is 28 and the
standard deviation is 3 (we will cover how to work this out in a later session)

mean

19

22

25

28

31

34

37

68%
95%
99%
NOTE:
The actual values are not 2 and 3 sd deviation above and below the mean but
we round them up for ease. You may see the true values in some books.
The actual values are 1=1, 2= 1.96, and 3 = 2.58. This is important for
working out the standard error.

Confidence intervals
How confident can we be that our sample mean (our observed statistic) is
representative of the population mean?
There is always room for error, to accommodate this instead of offering one
value, i.e. the mean (28 in our example) we offer a range of values in which
we would expect the mean to fall if we have normal distribution.
This is referred to as the confidence interval; we need to use an equation to
work out what this is.
First we need to understand some key issues and identify some figures to
slot into the equation
The sampling distribution
If we draw many samples from the same population and find the mean ages
they will more than likely differ from each other and from our (example)
sample mean of 28. However if we plot these means onto a graph we would
find that they fall under the normal distribution curve.
In the textbooks you may see sampling error referred to as the difference
between the probability distribution and the sampling distribution
The standard error
The standard deviation of all these sample means is referred to as the
standard error and this is a figure we need to know in order to work out our
confidence interval.
We need to use an equation to work out the standard error
Divide the sample standard deviation (in our example =3) by the square route
of the sample size (in our example = 30)
The square route of 30 = 5.48
3/5.48 = 0.55
The standard error of the mean = 0.55
Confidence level value
Another piece of information that we need to solve the confidence interval
equation is to determine our confidence level value.
To determine this we go back to the normal distribution curve. We saw that
95% of values should fall with +/- 2 standard deviations of the sample mean.
Remember I mentioned that this is a rounded up figure and the true value is
1.96, this is the time when you need to use the precise value.
If we want to say that we are 95% confident in regards the accuracy of our
mean value then 1.96 is the confidence level value.
If we want to say that we are 99% confident then the confidence level value is
2.58.

If we are not sure if the sample or population is normally distributed there are
tables to use to look up these figures in most research method text books.
We now have all the information we need to work out the confidence interval
(CI) of the observed statistic (in this example the mean)
CI = observed statistic +/- ( standard error x confidence level value)
In our example the observed statistic is the mean which we have identified as
28, we have found that the standard error is 0.55, and that the confidence
level value is 1.96
CI = 28 +/- (0.55 X 1.96)
CI = 28 +/- 1.08
We are 95% confident that the population mean will fall between 26.9 and
29.8