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Central Limit Theorem: Sample Normal Distribution

The central limit theorem states that as sample size increases, the distribution of sample means approaches a normal distribution, with a mean equal to the population mean and a standard deviation equal to the population standard deviation divided by the square root of the sample size. It provides an example of calculating the probability that the mean of a sample will fall between two values using this normal approximation for samples drawn from a population with a known mean and standard deviation.
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0% found this document useful (1 vote)
227 views6 pages

Central Limit Theorem: Sample Normal Distribution

The central limit theorem states that as sample size increases, the distribution of sample means approaches a normal distribution, with a mean equal to the population mean and a standard deviation equal to the population standard deviation divided by the square root of the sample size. It provides an example of calculating the probability that the mean of a sample will fall between two values using this normal approximation for samples drawn from a population with a known mean and standard deviation.
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© © All Rights Reserved
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Central Limit Theorem

SAMPLE NORMAL DISTRIBUTION


Distribution of Sample Mean
1.  The mean of the sample means will be the same as the population mean.
2. 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.
The standard deviation of the sample mean is called the standard error of the
mean.
=
Central Limit Theorem
 
As the sample size n increases, the shape of the distribution of the sample means taken
from a population with mean 𝜇 and standard deviation 𝜎 will approach a normal
distribution. This distribution will have a mean 𝜇 and a standard deviation
Z= ;
◦ is the sample mean,
◦ is the population mean,
◦ is the standard deviation
◦ n is the sample size.
Example
Practice
 The average annual precipitation for a certain city is 30.83 inches, with a
standard deviation of 5 inches. If a random sample of 10 years if selected, find
the probability that the mean will be between 32 and 33 inches. Assume the
variable is normally distributed.
Z= Z=
Z= Z=
Z = 0.74 Z = 1.37
Practice
 The average annual precipitation for a certain city is 30.83 inches, with a
standard deviation of 5 inches. If a random sample of 10 years if selected, find
the probability that the mean will be between 32 and 33 inches. Assume the
variable is normally distributed.
Z = 0.74, Z = 1.37
P(0.74 < Z < 1.37) = 0.9147 – 0.7704
P(0.74 < Z < 1.37) = 0.1443
The probability that the mean will be between 32 and 33 inches is 14.43%

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