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Central Limit Theorem

The document discusses the normal distribution and central limit theorem. It provides examples of using the normal distribution to calculate probabilities related to sample means and individual values. Specific examples include calculating probabilities for battery life and sample means of disc weights.

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Naitik Jain
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31 views3 pages

Central Limit Theorem

The document discusses the normal distribution and central limit theorem. It provides examples of using the normal distribution to calculate probabilities related to sample means and individual values. Specific examples include calculating probabilities for battery life and sample means of disc weights.

Uploaded by

Naitik Jain
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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The distribution of SAMPLE MEAN

Case 1: Normal Population Distribution


Let X1, X2, X3 ….., Xn be a random sample from a normal distribution
with mean µ and standard deviation σ. Then for any n, X̅ is normally
distributed (with mean µ and standard deviation σ/√ n ).
i.e X̅ ̴ N( µ, σ/√ n )
Similarly T = X1 + X2 + …. + Xn is also normally distributed with mean
nµ and standard deviation √ nσ.
i.e T ̴ N( nµ, √ nσ)
Ques 1. The lives of a certain brand of batteries are known to be normally
distributed with a mean of 415 hours and a standard deviation of 20 hours.
Calculate the probability that :
(a) A randomly selected battery will have a life of 412 hours or more.
(b) A random sample of 10 batteries will have a mean life of 412 hours or
greater.
(c) A sample of 100 batteries selected randomly will have a mean life of
atleast 412 hours.
Solution: Mean of X = 415
Std deviation of X = 20
a) X = Life of a battery
We have to obtain P(X> 412). Converting X to standard normal (z)
Z = (X - µ)/σ
For x= 412, Z= (412-415)/20
= -0.15
P(z> -0.15) = 0.5 + 0.0596 = 0.5596 (using the normal table)

b)
X̅ is normally distributed with mean 415 and standard deviation (20/√ 10)
= 6.32
X̅ is normally distributed
Now we have to find out, P(X̅ > 412) . Converting X̅ into standard normal,
Z = (412-415)/6.32 = -0.47
P(z > -0.47) = 0.5 + 0.1808 = 0.6808 (using the normal table)

Case 2: Central limit theorem


Let X1, X2, X3, …. Xn be a random sample from a distribution with
mean µ and standard deviation σ. Then if n is sufficiently large, X̅
(sample mean) has approximately a normal distribution with mean
as µ and standard deviation as (σ/√ n).
Similarly, T = X1 + X2 + ……+ Xn will be approximately normally
distributed with mean nµ and standard deviation√ nσ.
Rule of thumb : If n>30 we apply CLT

Ques 2. Based on CLT : A random sample of 100 discs is taken from a


production line which produces discs having mean = 120 gm and standard
deviation = 16 gm. Find the probability that the sample mean will be
A) Greater than 124 gm
B) Between 118 and 121.6 gm

Solution: X̅ approximately follows normal distribution with mean = 120 gm


and standard deviation = 1.6 gm by CLT ,since n is large enough.
(a) We have to find P(X̅ >124) . Converting X̅ into standard normal,
z = (124 – 120)/ 1.6 = 2.5
P(z > 2.5) = 0.5 – 0.4938 = 0.0062 (using the normal table)
(b) We have to calculate P(118< X̅ < 121.6). Thus,
Z1 = (118-120)/1.6 = -1.25
Z2 = (121.6-120)/1.6 = 1
From the normal area table, we find the area between z = -1.25 and z = 1.
P(-1.25<z<1) = 0.3944 + 0.3413
= 0.7357 (using the normal table)

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