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Central Limit Theorem

lecture 2

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9 views18 pages

Central Limit Theorem

lecture 2

Uploaded by

jonrey.ranada
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Central Limit Theorem

Engineering Data Analysis

Jonrey Rañada, PECE


Introduction
• knowing how the means of samples of the same size taken from the
same population vary about the population mean.
Example:
• Suppose a researcher selects a sample of 30 adult males and finds the mean of the
measure of the triglyceride levels for the sample subjects to be 187 milligrams/deciliter.
• Then suppose a second sample is selected, and the mean of that sample is found to be
192 milligrams/deciliter. Continue the process for 100 samples. What happens then is that
the mean becomes a random variable, and the sample means 187, 192, 184, . . . , 196
constitute a sampling distribution of sample means.
Distribution of Sample Means
• a distribution using the means computed from all possible random
samples of a specific size taken from a population.
• If the samples are randomly selected, the sample means, for the most
part, will be somewhat different from the population mean μ. These
differences are caused by sampling error.
Sampling error
• the difference between the sample measure and the corresponding
population measure since the sample is not a perfect representation
of the population.
Properties of the Distribution of Sample
Means
• The mean of the sample means will be the same as the population
mean.

• The standard deviation of the sample means will be smaller than the
standard deviation of the population, and it will be equal to the
population standard deviation divided by the square root of the
sample size.
Central Limit Theorem
• As the sample size n increases without limit, the shape of the
distribution of the sample means taken with replacement from a
population with mean μ and standard deviation σ will approach a
normal distribution.
• As previously shown, this distribution will have a mean μ and a
standard deviation :
Central Limit Theorem
• If the sample size is sufficiently large, the central limit theorem can be
used to answer questions about sample means in the same manner
that a normal distribution can be used to answer questions about
individual values.
• The only difference is that a new formula must be used for the z
values.
• If a large number of samples of a given size are selected from a
normally distributed population, or
• If a large number of samples of a given size that is greater than or
equal to 30 are selected from a population that is not normally
distributed, and the sample means are computed, then the
distribution of sample means will look like the one shown in figure:
It’s important to remember two things when
you use the central limit theorem:
• When the original variable is normally distributed, the distribution of
the sample means will be normally distributed, for any sample size n.

• When the distribution of the original variable is not normal, a sample


size of 30 or more is needed to use a normal distribution to
approximate the distribution of the sample means. The larger the
sample, the better the approximation will be.
Example:
A. C. Neilsen reported that children between the ages of 2 and 5 watch
an average of 25 hours of television per week. Assume the variable is
normally distributed and the standard deviation is 3 hours. If 20
children between the ages of 2 and 5 are randomly selected, find the
probability that the mean of the number of hours they watch television
will be greater than 26.3 hours.
Example:
The average drive to work is 9.6 miles. Assume the standard deviation
is 1.8 miles. If a random sample of 36 employed people who drive to
work is selected, find the probability that the mean of the sample miles
driven to work is between 9 and 10 miles.

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