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Lecture 7

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Lecture 7

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umutkeiyinci
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MATH 240

Introduction to Probability and


Statistics for Engineers

Central Limit Theorem


Central Limit Theorem
• If we are sampling from a population that has an
unknown probability distribution, the sampling
distribution is still approximately normal with mean
μ, and variance σ2/n, if the sample size n is large.
• This is one of the most useful theorems in
statistics.
Normal distribution
The fact that X is approximately normally
distributed when the Xi terms may have
essentially any distribution is one of the
major reasons for the importance of the
normal distribution.
Central Limit Theorem
• The standard deviation of the
distribution of sample averages will be
less than that of the distribution of
individual parts

sX
sX =
n
Central Limit Theorem
How large should n be?
• General practice
n ≥ 30
• Well-behaved (continuous, unimodal,
symmetric , approximately bell shaped)
n = 4, 5
• Ill-behaved (looks significantly non-normal)
n > 100
• If the distribution is fairly-behaved
12 < n < 30 is usually sufficient
Central Limit Theorem: Example

Note how distribution type is not specified


Class Exercise

a) Assume X_bar is approximately normally distributed.


æ ö æ ö
ç X -µ ÷ ç 21 - 20 ÷
P(X < 21) = P çZ < ÷÷ = P ç Z < ÷ = P(Z < 2.5) = 0.9938
ç s 16
è nø ç ÷
è 100 ø
2200
b) Total time < 2200 implies the mean time < = 22
100
æ ö æ ö
ç X - µ ÷ ç 22 - 20 ÷
P(X < 22) = P çZ < ÷÷ = P ç Z < ÷ = P(Z < 5) = 1
ç s 16
è nø ç ÷
è 100 ø
Class Exercise
• The time to complete a manual task in a
manufacturing operation is considered a
normally distributed random variable with mean
of 0.50 minute and a standard deviation of 0.05
minute. Find the probability that the average
time to complete the manual task, after 49
repetitions, is less than 0.465 minute.

æ X - µ 0.465 - 0.5 ö
P( X < 0.465) = Pçç < ÷ = P(Z < -4.9 ) = 0
è s/ n 0.05 / 49 ÷ø
Class Exercise
• The amount of time that a customer spends in waiting
at an airport check-in counter is a random variable
with mean 8.2 minutes and standard deviation 1.5
minutes. Suppose that a random sample of n=49
customers is observed. Find the probability that the
average time waiting in line for these customers is:
• (a) Less than 8 minutes
– Using the central limit theorem, X is approximately
normally distributed.
sX 15
.
8 - 8.2 ö sX = = = 0.2143
æ n 49
P( X < 8) = Pç Z < ÷ = P( Z < -0.93) = 0.1762
è 0.2143 ø µ X = µ X = 8.2
• (b) Between88- 8.and 9 minutes
9 - 8.2
2 æ ö
P(8 < X < 9) = Pç < Z< ÷ = P( Z < 3.73) - P( Z < -0.93) = 0.99990 - 0.17619 = 0.8237
è 0.2143 0.2143 ø
• (c) Less than 7.5 minutes
æ 7.5 - 8.2 ö
P( X < 7.5) = Pç Z < ÷ = P( Z < -3.27) = 1 - 0.99946 = 0.0005
è 0.2143 ø
Class Exercise
• The amount of time that a drive-through bank teller spends on a
customer is a random variable with a mean =3.2 minutes and a
standard deviation = 1.6 minutes. If a random sample of 64
customers is observed, find the probability that their mean time at
the teller’s window is

• a. at most 2.7 minutes;

• b. more than 3.5 minutes;


Class Exercise
The heights of 1000 students are approximately normally distributed with
a mean of 174.5 centimeters and a standard deviation of 6.9 centimeters.
Suppose 200 random samples of size 25 are drawn from this population.
Determine

a. the mean and standard deviation of the sampling distribution of


b. the number of sample means that fall between 172.45 and 175.85
centimeters
c. the number of sample means falling below 171.95 centimeters

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