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CLT Cheat Sheet

This document provides a cheat sheet on the central limit theorem for different probability distributions. It shows the population parameters and standard deviations for each distribution, as well as how the sampling distribution of the sample mean converges to a normal distribution with specific means and standard deviations as the sample size increases.

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highkidarc
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860 views1 page

CLT Cheat Sheet

This document provides a cheat sheet on the central limit theorem for different probability distributions. It shows the population parameters and standard deviations for each distribution, as well as how the sampling distribution of the sample mean converges to a normal distribution with specific means and standard deviations as the sample size increases.

Uploaded by

highkidarc
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
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CLT Cheat Sheet

For Sample Means of Samples of Size 𝒏


Distribution of 𝑿 𝝁𝑿 𝝈𝑿 ̅
Distribution of 𝒙 𝝁𝑿̅ 𝝈𝑿̅
(general)
𝑿 ~ a distribution 𝑆𝐷(𝑿)
with expected value 𝜇𝑋 = 𝐸(𝑿) 𝜎𝑋 = 𝑆𝐷(𝑿) 𝑥̅ ~ normal(𝜇𝑋̅ , 𝜎𝑋̅ ) 𝜇𝑋̅ = 𝐸(𝑿) 𝜎𝑋̅ =
E(X) and standard √𝑛
deviation SD(X)
𝜎
𝑿 ~ normal(𝜇, 𝜎) 𝜇𝑋 = 𝜇 𝜎𝑋 = 𝜎 𝑥̅ ~ normal(𝜇𝑋̅ , 𝜎𝑋̅ ) 𝜇𝑋̅ = 𝜇 𝜎𝑋̅ =
√𝑛

𝛽
𝑿 ~ exponential(𝛽) 𝜇𝑋 = 𝛽 𝜎𝑋 = 𝛽 𝑥̅ ~ normal(𝜇𝑋̅ , 𝜎𝑋̅ ) 𝜇𝑋̅ = 𝛽 𝜎𝑋̅ =
√𝑛

√𝜆
𝑿 ~ Poisson(𝜆) 𝜇𝑋 = 𝜆 𝜎𝑋 = √𝜆 𝑥̅ ~ normal(𝜇𝑋̅ , 𝜎𝑋̅ ) 𝜇𝑋̅ = 𝜆 𝜎𝑋̅ =
√𝑛
𝑘𝑚 𝑚 𝑛 𝑚+𝑛−𝑘 𝑘𝑚 𝜎𝑋
𝑿 ~ hyper.(𝑚, 𝑛, 𝑘) 𝜇𝑋 = 𝜎𝑋 = √𝑘 ( )( )( ) 𝑥̅ ~ normal(𝜇𝑋̅ , 𝜎𝑋̅ ) 𝜇𝑋̅ = 𝜎𝑋̅ =
𝑚+𝑛 𝑚+𝑛 𝑚+𝑛 𝑚+𝑛−1 𝑚+𝑛 √𝑛

Distribution of 𝑿 𝝁𝑿 𝝈𝑿 ̂
Distribution of 𝒑 𝝁𝒑̂ 𝝈𝒑̂

√𝑝(1 − 𝑝)
𝑿 ~ binomial(𝑛, 𝑝) 𝜇𝑋 = 𝑛𝑝 𝜎𝑋 = √𝑛𝑝(1 − 𝑝) 𝑝̂ ~ normal(𝜇𝑝̂ , 𝜎𝑝̂ ) 𝜇𝑝̂ = 𝑝 𝜎𝑝̂ =
√𝑛

Note: in the “4.1 Video 6 (CLT Cheat Sheet)” video, the final row shows a distribution for 𝑿 ~ binomial(1, 𝑝) instead of 𝑿 ~ binomial(𝑛, 𝑝), but that ended
up being confusing for a lot of people, so I’ve updated this sheet to show information for the distribution for 𝑿 ~ binomial(𝑛, 𝑝).

© 2018 Claudia Mahler

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