Chapter 5
Random Sample
Central Limit Theorem
(Week 5)
2
Jan 2011
Week 5 :
Learning Outcomes:
At the end of the lesson student should be able to
- Describe the terms random sample, statistics
and sampling distribution.
- Understand the concept of central limit
theorem.
- Use central limit theorem to approximate
sampling distribution of the sample mean.
3
Jan 2011
DEFINITIONS
Parameters: a quantity of interest that is a property of
an unknown probability distribution. Example it may be
the mean or variance of the probability distribution.
Parameters are unknown but could be estimated.
Example:
Let p be the probability that a machine breakdown is
due to operator misuse.
p depends on the probability distribution that
represents the causes of the machine breakdown.
p is a parameter and unknown but can be estimated
from records of machine breakdown.
4
Jan 2011
DEFINITIONS
A statistic is a property of a sample from the population.
A function of a set of data observations. Example are the
sample mean or sample variance.
Statistics can be calculated from a set of observed data.
Statistics san be used to estimate unknown parameters.
Example:
( )
=
=
=
= =
n
i
i n
n
i
i n
X X X g
X
n
X X f X
1
2
1
1
1
,
1
) , (
5
Jan 2011
DEFINITIONS
Random Sample: Independent random variables
X
1
, X
2
, , X
n
with the same distribution and each
has the same chance of being selected.
Sampling Distribution: the probability
distribution of a statistic.
Example:
) , ( ~
2
X X
N X o
6
Jan 2011
Random Sample; Sampling Distribution
X V R : .
X V R : .
) , ( ~
2
X X
N X o
Population
X~ N(,
2
)
Random
sample of
size n
Random
sample of
size n
) , ( ~
2
X X
N X o
7
Jan 2011
Let X
1
, X
2
, ,X
n
be a random sample from a population with
mean and variance o
2
Definition and Properties (sampling distribution of ):
=
=
n
1 i
i
X
n
1
X
( ) ( )
n
X V , X E
2
o
= =
X
8
Jan 2011
=
=
n
1 i
i
X
n
1
X
( ) ( )
n
X V , X E
2
o
= =
) , (
2
n
N X
o
~
Let X
1
, X
2
, ,X
n
be a random sample from a population with
mean and variance o
2
If n is sufficiently large
Apply safely
if n 30
Central Limit Theorem
), 1 , 0 ( ~
/
N
n
X
Z
o
=
9
Jan 2008
Example 1
Suppose X
1
, X
2
, , X
20
is a sample from normal distribution
N (,o
2
) with = 5, o
2
= 4. Find
(a) Expectation and Variance of
(b) Distribution of
X
X
2 . 0 20 / 4 20 / ) ( , 5 ) ( ,
20
1
2
20
1
= = = = = =
=
o X V X E X X
k
k
) 2 . 0 , 5 ( ) 20 / , ( ~ ), 1 , 0 ( ~
20 / 2
5
/
2
N N N =
o
o
X or
X
n
X
8660 . 0 1314 . 0 9974 . 0 ) 12 . 1 ( ) 80 . 2 (
) 80 . 2 12 . 1 ( 80 . 2
20 / 2
5
12 . 1
20 / 2
5 25 . 6
20 / 2
5
20 / 2
5 5 . 4
) 25 . 6 5 . 4 (
= = u u =
s s =
|
|
.
|
\
|
s
s =
|
|
.
|
\
|
s
= s s
Z P
X
P
X
P X P
) 25 . 6 5 . 4 ( ) s s X P c
10
Jan 2008
0136 . 0 )
100 / 7242 . 0
66 . 0 5 . 0
( ) 5 . 0 ( =
< = < Z P X P
Solution:
Example 2:Let X denote the number of flaws in a 1 in length of
copper wire. The pmf of X is given in the following table
X =x 0 1 2 3
P(X= x) 0.48 0.39 0.12 0.01
100 wires are sampled from this population. What is the probability that
the average number of flaws per wire in this sample is less than 0.5?
100 , 5244 . 0 , 66 . 0
2
= = = n o
Let X
1
.. X
100
denote the number of flaws in the 100 wires sampled
from the population.
From CLT
) 005244 . 0 , 66 . 0 ( N X ~
) , (
2
n
N X
o
~
11
Jan 2008
Example 3:
At a large university, the mean age of the students is 22.3 years, and
the standard deviation is 4 years. A random sample of 64 students is
drawn. What is the probability that the average age of these students
is greater than 23 years?
Solution:
Let X
1
..X
64
be the ages of the 64 students in the sample
From CLT, n = 64
) 25 . 0 , 3 . 22 ( N X ~
0808 . 0
9192 . 0 1 ) 40 . 1 ( - 1
) 4 . 1 ( 1 )
64 / 4
3 . 22 23
( ) 23 (
=
= u =
< =
> = > z P z P X P
12
Jan 2008
Example 4:
The flexural strength (in MPa) of certain concrete beams is
X ~ N (8, 2.25). Find the probability that the sample mean of
strength of 16 concrete beams will belong to (7.55, 8.75)
Solution:
= 8, o
2
= 2.25
n = 16, o = 1.5
8621 . 0 1151 . 0 9772 . 0 ) 2 . 1 ( ) 2 (
) 2 2 . 1 ( 2
4 / 5 . 1
8
2 . 1
4 / 5 . 1
8 75 . 8
4 / 5 . 1
8
4 / 5 . 1
8 55 . 7
) 75 . 8 55 . 7 (
= = u u =
< < =
|
|
.
|
\
|
<
< =
|
|
.
|
\
|
<
<
= < <
Z P
X
P
X
P X P
