In: Statistics and Probability
Let X ∼ N(µ, σ) and X¯ be sample mean from a random sample of 9.
Suppose you draw a random sample of 9, calculate an interval ¯x ± 0.5σ where σ is the population standard deviation of X, and then check whether µ, the population mean, is contained in the interval or not.
If you repeat this process 100 times, about how many time do you think µ is contained in X¯ ± 0.5σ. Explain why. (Hint: What is the value of z-multiplier of x¯ ± 0.5σ?)
Explanation:-
a)
Step(i):-
Given X¯ be sample mean from a random sample
Given random sample size 'n' =9
Given data the confidence intervals are
...(a)
Confidence intervals
The condition of confidence intervals for 'µ' is given by

..(b)
Comparing (a) and (b) equations


Given sample size 'n' =9



The value of z- multiplier = 1.5
The confidence intervals for 'µ'
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Step(ii) :-
b) Given the sample size is n=100
Given data the confidence intervals are
...(a)
The condition of confidence intervals for the Population mean 'µ' is given by

..(b)
Comparing (a) and (b) equations

cancellation'
' on both sides
, we get

Given sample size 'n' =100


The value of z- multiplier is 5 of sample size n=100
The confidence intervals are
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Step(iii):-
The standard error of the mean

Given sample size 'n' = 9
Given the repeated this process is 100 times so 
If n =9 is incresed to 
Again the standard error of the mean


Now From (ii)
Here multiply Z multipliers of



Conclusion:-
The standard error of the mean

Therfore the sample size is increased from 9 to 100 times then the standard error of mean will be multiplied by

Hence 3.33 times of Population mean is contained in X¯ ± 0.5σ.