CI for difference between two population means (variances are unknown and unequal)
Let $X_1, X_2, \cdots, X_{n_1}$
be a random sample of size $n_1$
from a population with mean $\mu_1$
and standard deviation $\sigma_1$
.
Let $Y_1, Y_2, \cdots, Y_{n_2}$
be a random sample of size $n_2$
from a population with mean $\mu_2$
and standard deviation $\sigma_2$
. And the two sample are independent.
Formula
$100(1-\alpha)$ % confidence interval estimate for the difference $(\mu_1-\mu_2)$ is
$(\overline{X} -\overline{Y})- E \leq (\mu_1-\mu_2) \leq (\overline{X} -\overline{Y}) + E$
where,
$1-\alpha$
is the confidence coefficient,$\overline{X} = \dfrac{1}{n_1}\sum X_i$
is the sample mean of first sample,$\overline{Y} = \dfrac{1}{n_2}\sum Y_i$
is the sample mean second sample,$E = t_{\alpha/2,n_1+n_2-2} \sqrt{\dfrac{s_1^2}{n_1}+\dfrac{s_2^2}{n_2}}$
is the margin of error,$t_{\alpha/2,n_1+n_2-2}$
is the critical value of $t$,$s_1^2 = \dfrac{1}{n_1-1}\sum (X_i -\overline{X})^2$
is the sample variance of first sample,$s_2^2 = \dfrac{1}{n_2-1}\sum (Y_i -\overline{Y})^2$
is the the sample variance of second sample,