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x
=
NOTATION NOTATION
the mean of the sample means
the standard deviation of sample mean
x
=
o
x
=
o
n
NOTATION
the mean of the sample means
the standard deviation of sample mean
(often called standard error of the mean)
x
=
o
x
=
o
n
Distribution of 200 digits from
Social Security Numbers
(Last 4 digits from 50 students)
Figure 5-19
Distribution of 50 Sample Means
for 50 Students
Figure 5-20
As the sample size increases, the
sampling distribution of sample
means approaches a normal
distribution.
EXAMPLE 1
GIVEN THE POPULATION OF MEN HAS NORMALLY DISTRIBUTED
WEIGHTS WITH A MEAN OF 172 LB AND A STANDARD DEVIATION OF 29
LB,
A) IF ONE MAN IS RANDOMLY SELECTED, FIND THE PROBABILITY
THAT HIS WEIGHT IS GREATER THAN 167 LB.
B) IF 12 DIFFERENT MEN ARE RANDOMLY SELECTED, FIND THE
PROBABILITY THAT THEIR MEAN WEIGHT IS GREATER THAN 167 LB.
EXAMPLE 1: GIVEN THE POPULATION OF MEN HAS NORMALLY
DISTRIBUTED WEIGHTS WITH A MEAN OF 172 LB AND A STANDARD
DEVIATION OF 29 LB,
A) IF ONE MAN IS RANDOMLY SELECTED, FIND THE PROBABILITY
THAT HIS WEIGHT IS GREATER THAN 167 LB.
z = 167 172 = 0.17
29
EXAMPLE: GIVEN THE POPULATION OF MEN HAS NORMALLY
DISTRIBUTED WEIGHTS WITH A MEAN OF 172 LB AND A STANDARD
DEVIATION OF 29 LB,
A) IF ONE MAN IS RANDOMLY SELECTED, THE PROBABILITY THAT HIS
WEIGHT IS GREATER THAN 167 LB. IS 0.5675.
EXAMPLE: GIVEN THE POPULATION OF MEN HAS NORMALLY
DISTRIBUTED WEIGHTS WITH A MEAN OF 172 LB AND A STANDARD
DEVIATION OF 29 LB,
B) IF 12 DIFFERENT MEN ARE RANDOMLY SELECTED, FIND THE
PROBABILITY THAT THEIR MEAN WEIGHT IS GREATER THAN 167 LB.
EXAMPLE: GIVEN THE POPULATION OF MEN HAS NORMALLY
DISTRIBUTED WEIGHTS WITH A MEAN OF 172 LB AND A STANDARD
DEVIATION OF 29 LB,
B) IF 12 DIFFERENT MEN ARE RANDOMLY SELECTED, FIND THE
PROBABILITY THAT THEIR MEAN WEIGHT IS GREATER THAN 167 LB.
EXAMPLE: GIVEN THE POPULATION OF MEN HAS NORMALLY
DISTRIBUTED WEIGHTS WITH A MEAN OF 172 LB AND A STANDARD
DEVIATION OF 29 LB,
B) IF 12 DIFFERENT MEN ARE RANDOMLY SELECTED, FIND THE
PROBABILITY THAT THEIR MEAN WEIGHT IS GREATER THAN 167 LB.
z = 167 172 = 0.60
29
36
z = 167 172 = 0.60
29
36
EXAMPLE: GIVEN THE POPULATION OF MEN HAS NORMALLY
DISTRIBUTED WEIGHTS WITH A MEAN OF 143 LB AND A STANDARD
DEVIATION OF 29 LB,
B.) IF 12 DIFFERENT MEN ARE RANDOMLY SELECTED, THE
PROBABILITY THAT THEIR MEAN WEIGHT IS GREATER THAN 167 LB IS
0.7257.
EXAMPLE: GIVEN THE POPULATION OF MEN HAS NORMALLY
DISTRIBUTED WEIGHTS WITH A MEAN OF 172 LB AND A STANDARD
DEVIATION OF 29 LB,
b) if 12 different men are randomly selected, their mean
weight is greater than 167 lb.
P(x > 167) = 0.7257
It is much easier for an individual to deviate from the
mean than it is for a group of 12 to deviate from the mean.
a) if one man is randomly selected, find the probability
that his weight is greater than 167 lb.
P(x > 167) = 0.5675
NON-NORMAL POPULATIONS
What can we say about the shape of the sampling
distribution of x when the population from which the
sample is selected is not normal?
53
490
102
72
35
21 26
17
8 10 2 3 1 0 0 1
0
100
200
300
400
500
600
F
r
e
q
u
e
n
c
y
Salary ($1,000's)
BaseballSalaries
THE IMPORTANCE OF THE CENTRAL
LIMIT THEOREM
When we select simple random samples of
size n, the sample means we find will vary
from sample to sample. We can model the
distribution of these sample means with a
probability model that is
, N
n
o | |
|
\ .
HOW LARGE SHOULD N BE?
For the purpose of applying the central limit
theorem, we will consider a sample size to be
large when n > 30.
SUMMARY
Population: mean ; stand dev. o; shape of
population dist. is unknown; value of is
unknown; select random sample of size n;
Sampling distribution of x:
mean ; stand. dev. o/\n;
always true!
By the Central Limit Theorem:
the shape of the sampling distribution is
approx normal, that is
x ~ N(, o/\n)
EXAMPLE
( )
4
8
A random sample of =64 observations is
drawn from a population with mean =15
and standard deviation =4.
a. ( ) 15; ( ) .5
b. The shape of the sampling distribution model for
is approx. no
SD X
n
n
E X SD X
x
o
= = = = =
( )
rmal (by the CLT) with
mean E(X) 15 and ( ) .5. The answer
depends on the sample size since ( ) .
SD X
n
SD X
SD X
= =
=
GRAPHICALLY
Shape of population
dist. not known
EXAMPLE (CONT.)
15.5 15 .5
.5 .5 ( )
c. 15.5;
1
This means that =15.5 is one standard
deviation above the mean ( ) 15
x
SD X
x
z
x
E X
=
= = = =
=
EXAMPLE 2
The probability distribution of 6-month
incomes of account executives has mean
$20,000 and standard deviation $5,000.
a) A single executives income is $20,000.
Can it be said that this executives income
exceeds 50% of all account executive
incomes?
ANSWER No. P(X<$20,000)=? No information
given about shape of distribution of X; we do
not know the median of 6-mo incomes.
EXAMPLE 2(CONT.)
b) n=64 account executives are randomly
selected. What is the probability that the
sample mean exceeds $20,500?
( )
( ) 5,000
64
20,000 20,500 20,000
625 625
( ) $20,000, ( ) 625
By CLT, ~ (20,000,625)
( 20,500)
( .8) 1 .7881 .2119
SD x
n
X
E x SD x
X N
P X P
P z
= = = =
> = > =
> = =
answer E(x) = $20, 000, SD(x) = $5, 000
EXAMPLE 3
A sample of size n=16 is drawn from a
normally distributed population with mean
E(x)=20 and SD(x)=8.
( )
8
16
20 24 20
2 2
16 20 24 20
2 2
~ (20,8); ~ (20, )
) ( 24) ( ) ( 2)
1 .9772 .0228
) (16 24)
( 2 2) .9772 .0228 .9544
X
X N X N
a P X P P z
b P X P z
P z
> = > = > =
=
s s = s s =
s s = =
EXAMPLE 3 (CONT.)
c. Do we need the Central Limit Theorem to
solve part a or part b?
NO. We are given that the population is
normal, so the sampling distribution of the
mean will also be normal for any sample size n.
The CLT is not needed.
EXAMPLE 4
Battery life X~N(20, 10). Guarantee: avg.
battery life in a case of 24 exceeds 16 hrs.
Find the probability that a randomly
selected case meets the guarantee.
10
24
20 16 20
2.04 2.04
( ) 20; ( ) 2.04. ~ (20,2.04)
( 16) ( ) ( 1.96)
.1 .0250 .9750
X
E x SD x X N
P X P P z
= = =
> = > = > =
=
EXAMPLE 5
Cans of salmon are supposed to have a net
weight of 6 oz. The canner says that the
net weight is a random variable with
mean =6.05 oz. and stand. dev. o=.18
oz.
Suppose you take a random sample of 36
cans and calculate the sample mean
weight to be 5.97 oz.
Find the probability that the mean weight
of the sample is less than or equal to 5.97
oz.
POPULATION X: AMOUNT OF SALMON
IN A CAN
E(X)=6.05 OZ, SD(X) = .18 OZ
X sampling dist: E(x)=6.05 SD(x)=.18/6=.03
By the CLT, X sampling dist is approx. normal
P(X s 5.97) = P(z s [5.97-6.05]/.03)
=P(z s -.08/.03)=P(z s -2.67)= .0038
How could you use this answer?
Suppose you work for a consumer
watchdog group
If you sampled the weights of 36 cans and
obtained a sample mean x s 5.97 oz., what
would you think?
Since P( x s 5.97) = .0038, either
you observed a rare event (recall: 5.97 oz is
2.67 stand. dev. below the mean) and the mean
fill E(x) is in fact 6.05 oz. (the value claimed by
the canner)
the true mean fill is less than 6.05 oz., (the
canner is lying ).
EXAMPLE 6
X: weekly income. E(x)=600, SD(x) = 100
n=25; X sampling dist: E(x)=600
SD(x)=100/5=20
P(X s 550)=P(z s [550-600]/20)
=P(z s -50/20)=P(z s -2.50) = .0062
Suspicious of claim that average is $600;
evidence is that average income is less.
EXAMPLE 7
12% of students at NCSU are left-handed. What
is the probability that in a sample of 50
students, the sample proportion that are left-
handed is less than 11%?
.12*.88
( ) .12; ( ) .046
50
E p p SD p = = = =
.12 .11 .12
( .11)
.046 .046
( .22) .4129
p
P p P
P z
| |
< = <
|
\ .
= < =
By the CLT, ~ (.12,.046) p N