5/31/2020 7.
1 The Central Limit Theorem for Sample Means (Averages) | Introduction …
Introduction to Statistics
The Central Limit Theorem
7.1 The Central Limit Theorem for Sample
Means (Averages)
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Suppose X is a random variable with a distribution that may be known or
unknown (it can be any distribution).
Using a subscript that matches the random variable, suppose:
. μX = the mean of X
. σX = the standard deviation of X
If you draw random samples of size n, then as n increases, the random
samples which consists of sample means, tend to be normally
¯
¯¯¯¯
X
distributed.
σx
~ N (μ , )
¯
¯¯¯¯
X
x
√n
The central limit theorem for sample means says that if you keep
drawing larger and larger samples (such as rolling one, two, ve, and
nally, ten dice) and calculating their means, the sample means form
their own normal distribution (the sampling distribution). The normal
distribution has the same mean as the original distribution and a
variance that equals the original variance divided by, the sample size.
The variable n is the number of values that are averaged together, not
the number of times the experiment is done.
To put it more formally, if you draw random samples of size n, the
distribution of the random variable X , which consists of sample means,
¯
¯¯¯¯
is called the sampling distribution of the mean. The sampling
distribution of the mean approaches a normal distribution as the sample
size n increases.
The random variable X has a di erent z-score associated with it from
¯
¯¯¯¯
that of the random variable X. The mean x is the value of X in one
¯
¯¯¯¯
¯
¯¯
sample.
¯
¯¯
x − μ
z=
x
σx
√n
=μ (mean of X = mean of X . )
¯
¯¯¯¯
μ ¯
¯¯
x x
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σx
= standard deviation of X and is called the standard error of
¯
¯¯¯¯
σ¯x
¯¯ =
√n
the mean.
Guide for TI-Calculator:
To nd probabilities for means on the TI-calculator, follow these steps:
“2nd”
“DISTR”
“2: normalcdf”
standard deviation
normalcdf ( lower value, upper value, mean, )
√sample size
where: mean is the mean of the original distribution, standard
deviation is the standard deviation of the original distribution sample
size
Example 1
An unknown distribution has a mean of 90 and a standard deviation of
15. Samples of size n = 25 are drawn randomly from the population.
. Find the probability that the sample mean is between 85 and 92.
. Find the value that is two standard deviations above the expected
value, 90, of the sample mean.
Solution
lower value = 85, upper value = 92, mean μ = 90, std dev σ = 15, sample
size = 25.
. In this example, the probability that the sample mean is btw 85 and
92 = area btw 85 and 92.
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std dev
Since 25 samples are drawn, μ = mean = 90, σ =
x x =
sample size
15 15
.By using TI-83/84, normalcdf(85, 92, 90, ) = 0.0697
√25 √25
. To nd the value that is two standard deviations above the
expected value 90, use the formula:
σx
value = μ + (# of STD DEV)(
x
)
√n
Value that is 2 std dev above 90
15
= 90 + 2 ( )
√25
= 96
The value that is two standard deviations above the expected
value is 96.
σ 15
(Note: The standard error of the mean is = = 3. )
√n √25
σ
Recall that the standard error of the mean ( ) is a description of how
√n
far (on average) that the sample mean will be from the population mean
in repeated simple random samples of size n.
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standard deviation of 0.5 hours. A sample of size n = 50 is drawn
randomly from the population. Find the probability that the sample mean
is between 1.8 hours and 2.3 hours.
Solution:
In this example, mean μ = 2, std dev σ = 0.5, sample size n = 50
Let X = the mean time, in hours, it takes to play one soccer match.
¯
¯¯¯¯
We are looking for P(1.8 < x < 2.3).
¯
¯¯
0.5
TI-Calculator: normalcdf (1.8,2.3, 2, )
√50
The probability that the mean time is between 1.8 hours and 2.3 hours
= P(1.8 < x < 2.3)
¯
¯¯
= 0.9977.
TRY IT
The length of time taken on the SAT for a group of students is
normally distributed with a mean of 2.5 hours and a standard
deviation of 0.25 hours. A sample size of n = 60 is drawn
randomly from the population. Find the probability that the
sample mean is between two hours and three hours.
Show Answer
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Sampling distribution of the …
TRY IT
An unknown distribution has a mean of 45 and a standard
deviation of 8. Samples of size n = 30 are drawn randomly
from the population. Find the probability that the sample mean
is between 42 and 50.
Show Answer
Example 2
The length of time, in hours, it takes an “over 40” group of people to play
one soccer match is normally distributed with a mean of 2 hours and a
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Guide for TI-Calculator:
To nd percentiles for means on the calculator, follow these steps.
2nd DIStR
3:invNorm
standard deviation
k = invNorm (area to the LEFT of k, mean,
√sample size
)
where: k = the kth percentile, mean is the mean of the original
distribution, standard deviation is the standard deviation of the
original distribution, sample size = n
Example 3
In a recent study reported Oct. 29, 2012 on the Flurry Blog, the mean
age of tablet users is 34 years. Suppose the standard deviation is 15
years. Take a sample of size n = 100.
. What are the mean and standard deviation for the sample mean
ages of tablet users?
. What does the distribution look like?
. Find the probability that the sample mean age is more than 30
years (the reported mean age of tablet users in this particular
study).
. Find the 95th percentile for the sample mean age (to one decimal
place).
Solution
In this example, mean μ = 34 years, std dev σ = 15 years, sample size n =
100
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. Since the sample mean tends to target the population mean, the
mean for the sample mean ages of tablet users μX = μ = 34.
The sample standard deviation for the sample mean ages is given
σ 15 15
by = = = 1.5
√n √100 10
. The central limit theorem states that for large sample sizes(n), the
sampling distribution will be approximately normal.
. TI-Calculator: normalcdf(30,1E99,34,1.5)
The probability that the sample mean age is more than 30 = P(Χ >
30) = 0.9962
. Let k = the 95th percentile.
15
TI-Calculator: invNorm(0.95, 34, )
√100
k = 95th percentile = 36.5.
TRY IT
In an article on Flurry Blog, a gaming marketing gap for men
between the ages of 30 and 40 is identi ed. You are
researching a startup game targeted at the 35-year-old
demographic. Your idea is to develop a strategy game that can
be played by men from their late 20s through their late 30s.
Based on the article’s data, industry research shows that the
average strategy player is 28 years old with a standard
deviation of 4.8 years. You take a sample of 100 randomly
selected gamers. If your target market is 29- to 35-year-olds,
should you continue with your development strategy?
Show Answer
Example 4
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The mean number of minutes for app engagement by a tablet user is 8.2
minutes. Suppose the standard deviation is one minute. Take a sample
of 60.
. What are the mean and standard deviation for the sample mean
number of app engagement by a tablet user?
. What is the standard error of the mean?
. Find the 90th percentile for the sample mean time for app
engagement for a tablet user. Interpret this value in a complete
sentence.
. Find the probability that the sample mean is between eight
minutes and 8.5 minutes.
Solution
In this example, mean μ = 8.2, std dev σ = 1, sample size n = 60
. The mean for the sample mean number of app engagement by a
tablet user = μ ¯
¯¯
x
= μ = 8.2 .
. The std dev for the sample mean number of app engagement by a
σ 1
tablet user = σ ¯
¯¯
x
= = = 0.13
√n √60
**************************************************************************************
*************************
This allows us to calculate the probability of sample means of a
particular distance from the mean, in repeated samples of size 60.
**************************************************************************************
*************************
. Let k = the 90th percentile.
1
TI-Calculator: invNorm(0.9, 8.2, )
√60
k = the 90th percentile = 8.37.
90 percent of the average app engagement time for table users is
less than 8.37 minutes.
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5/31/2020 7.1 The Central Limit Theorem for Sample Means (Averages) | Introduction …
1
. TI-Calculator: normalcdf(8, 8.5, 8.2 )
√60
P(8 < x < 8.5) = 0.9293
¯
¯¯
Standard error of the mean | …
TRY IT
Cans of a cola beverage claim to contain 16 ounces. The
amounts in a sample are measured and the statistics are n =
34,x = 16.01 ounces. If the cans are lled so that μ = 16.00
¯
¯¯
ounces (as labeled) and σ= 0.143 ounces, nd the probability
that a sample of 34 cans will have an average amount greater
than 16.01 ounces. Do the results suggest that cans are lled
with an amount greater than 16 ounces?
Show Answer
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References
Baran, Daya. “20 Percent of Americans Have Never Used
Email.”WebGuild, 2010. Available online at
http://www.webguild.org/20080519/20-percent-of-americans-have-
never-used-email (accessed May 17, 2013).
Data from The Flurry Blog, 2013. Available online at http://blog. urry.com
(accessed May 17, 2013).
Data from the United States Department of Agriculture.
Concept Review
In a population whose distribution may be known or unknown, if the size
( n) of samples is su ciently large, the distribution of the sample means
will be approximately normal. The mean of the sample means will equal
the population mean. The standard deviation of the distribution of the
sample means, called the standard error of the mean, is equal to the
population standard deviation divided by the square root of the sample
size (n).
Formula Review
σx
The Central Limit Theorem for Sample Means:X ∼N (μ
¯
¯¯¯¯
x
, )
√n
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