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Week 5 Stats Lecture

The document explains the Central Limit Theorem, which states that the sample mean of a population will equal the population mean, the sample standard deviation will be the population standard deviation divided by the square root of the sample size, and the distribution of sample means will tend to be normally distributed. It provides examples of calculating means, variances, and probabilities using the theorem with specific population parameters. Additionally, it includes problems demonstrating how to find probabilities for sample means using z-scores.

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Aliki Mae Guardiano
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23 views3 pages

Week 5 Stats Lecture

The document explains the Central Limit Theorem, which states that the sample mean of a population will equal the population mean, the sample standard deviation will be the population standard deviation divided by the square root of the sample size, and the distribution of sample means will tend to be normally distributed. It provides examples of calculating means, variances, and probabilities using the theorem with specific population parameters. Additionally, it includes problems demonstrating how to find probabilities for sample means using z-scores.

Uploaded by

Aliki Mae Guardiano
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

STATISTICS AND PROBABILITY

WEEK 5: CENTRAL LIMIT THEOREM

The Central Limit Theorem


If all possible samples of size n are drawn from a population of mean µ and standard
deviation 𝜎, and the samples mean, and the sample mean, and sample mean x is calculated from
each sample: then the frequency distribution of x has the following properties:
1. Sample mean is equal to the population mean.
𝜇𝑥̅ = µ
2. Sample standard deviation is equal to the standard deviation of the population divided by
the square root of the sample size.
𝜎
𝜎𝑥̅ =
√𝑛
3. It will tend to have a normal distribution, regardless of the shape of the population.

Example: The given table shows the monthly income (in thousands of pesos) of the officers in a
government office. Suppose that the sample size is 3, find the mean, variance, and standard
deviation of the sampling distribution of the sample mean.

X X2
8 64
12 144
16 256
20 400
24 576
ΣX = 80 Σ X2 = 1440

Population
Population Mean (𝒖) Population Variance ( 𝝈𝟐 ) Population Standard
Deviation
∑𝑥 𝛴𝑥 2 𝜎 = √𝜎 2
𝜇= 𝜎2 = − 𝜇2
𝑁 𝑁
80 𝜎 = √32
1440
𝜇= 𝜎2 = − 162
5 5 𝜎 = 5.65685
𝜇 = 16 𝜎 2 = 288 − 2562

𝜎 2 = 32

Sample
Sample Mean ( 𝝁𝒙̅ ) Sample Standard Sample Variance (𝝈𝟐 𝒙
̅)
Deviation (𝝈𝒙̅ )
𝜇𝑥̅ = µ 𝜎 2 𝑥̅ = (𝜎𝑥̅ )2
𝜎 𝑁−𝑛
𝜎𝑥̅ = ∗√
𝜇𝑥̅ = 16 √𝑛 𝑁−1 𝜎 2 𝑥̅ = (2.30940)2

𝜎 2 𝑥̅ = 5.33332
5.65685 5−3
𝜎𝑥̅ = ∗√
√3 5−1

𝜎𝑥̅ = 2.30940
PROBLEMS INVOLVING SAMPLING DISTRIBUTION OF THE SAMPLE MEAN USING
CENTRAL LIMIT THEOREM

Example: A population of size N = 200 has mean µ= 76 and standard deviation of 𝜎 = 14. What
is the probability that a random sample of size n= 35 will have a 79 or more?
Given: N = 200, µ= 76, 𝜎 = 14, n= 35, probability of 79 or more P(X>79) so X = 79
Sample Standard Deviation:
𝜎 𝑁−𝑛
𝜎𝑥̅ = ∗√
√𝑛 𝑁−1

14 200 − 35
𝜎𝑥̅ = ∗√
√35 200 − 1

𝜎𝑥̅ = 2.15481
Z-score:
𝑥−𝜇
𝑧=
𝜎𝑥̅

79 − 76
𝑧=
2.15481

z = 1.39223
z = 1.39
P(X>79) → P (z >1.39)
z = 1.9 → 0.91774
1 – 0.91774 = 0.08226
0.08226 x 100= 8.226%

Therefore, the probability that a random sample of size n= 35 will have a 79 or more is
8.226%

Example: A variable is normally distributed with µ= 100 and standard deviation of 𝜎 = 10. If a
sample of n = 16 is selected, what is the probability that the mean is less than 95?
Given: µ= 100, 𝜎 = 10, n= 16, probability less than 95 P(X<95) so X = 95
Sample Standard Deviation:
𝜎
𝜎𝑥̅ =
√𝑛

10
𝜎𝑥̅ =
√16

𝜎𝑥̅ = 2.5
Z-score:
𝑥−𝜇
𝑧=
𝜎𝑥̅

95 − 100
𝑧=
2.5

z = -2
z = -2.00
P(X<95) → P (z <-2.00)
z = -2.00 → 0.02275
0.02275 x 100= 2.275%

Therefore, the probability that the mean is less than 95 is 2.275%

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