Chapter 5

Normal Probability
Distributions

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Chapter Outline

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 Section 5.4

Sampling Distributions and the

Central Limit Theorem

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 Section 5.4 Objectives
• How to find sampling distributions and verify their
properties
• How to interpret the Central Limit Theorem
• How to apply the Central Limit Theorem to find the
probability of a sample mean

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 Sampling Distributions
Sampling distribution
• The probability distribution of a sample statistic that
is formed when random samples of size n are
repeatedly taken from a population.

• If the sample statistic is the sample mean, then the

distribution is the Sampling distribution of sample
means

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 Sampling Distribution of
Sample Means
Population with mean μ, and standard deviation σ
Random Random
Sample 3 Sample 5
Random
Random x3 Random x5
Sample 1 Sample 4
Sample 2
x1 x2 x4

The sampling distribution consists of the values of the

sample means, x1 , x2 , x3 , x4 , x5 ,...

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 Properties of Sampling
Distributions of Sample Means
1. The mean of the sample means,  x , is equal to the
population mean μ.
x  
2. The standard deviation of the sample means,  x , is
equal to the population standard deviation, σ
divided by the square root of the sample size, n.

x 
n
• Called the standard error of the mean.

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 Example: A Sampling
Distribution of Sample Means
The number of times four people go grocery shopping in a month
is given by the population values {1, 3, 5, 7}. A probability
histogram for the data is shown.
You randomly choose two of the
four people, with replacement.
List all possible samples of size
n = 2 and calculate the mean of
each. These means form the
sampling distribution of the sample means. Find the mean,
variance, and standard deviation of the sample means. Compare
your results with the mean  = 4, variance  2 = 5, and standard
deviation  = 2.2 of the population.

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 Solution: A Sampling
Distribution of Sample Means
Solution:
List all 16 samples of size 2 from the population and the
mean of each sample.

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 Solution: A Sampling
Distribution of Sample Means
Construct a probability distribution of the sample
means. Then, you can graph the sampling distribution
using a probability histogram.

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 Solution: A Sampling
Distribution of Sample Means
The mean, variance, and standard deviation of the 16
sample means are
=4 Mean of the sample
means
2
= = 2.5 Variance of the sample
means
and
= = 1.6 Standard deviation of the
sample means

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 Solution: A Sampling
Distribution of Sample Means
These results satisfy the properties of sampling
distributions because
= =4
and
= = 1.6.

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 The Central Limit Theorem
1. If samples of size n  30, are
drawn from any population
with mean =  and standard
deviation = , then the
sampling distribution of the
sample means approximates a
normal distribution. The
greater the sample size, the
better the approximation.

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 The Central Limit Theorem
2. If the population itself is
normally distributed, the
sampling distribution of the
sample means is normally
distribution for any sample
size n.

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 The Central Limit Theorem
• In either case, the sampling distribution of sample
means has a mean equal to the population mean.
x   Mean of the sample means
• The sampling distribution of sample means has a
variance equal to 1/n times the variance of the
population and a standard deviation equal to the
population standard deviation divided by the square
root of n. 2

 x2  Variance of the sample means
n
 Standard deviation of the sample means
x 
n (Standard error of the mean)
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 Example: Interpreting the
Central Limit Theorem
A study analyzed the sleep habits of college students. The study
found that the mean sleep time was 6.8 hours, with a standard
deviation of 1.4 hours. Random samples of 100 sleep times are
drawn from this population, and the mean of each sample is
determined. Find the mean and standard deviation of the
sampling distribution of sample means. Then sketch a graph of
the sampling distribution. (Adapted from The Journal of
American College Health)

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 Solution: Interpreting the
Central Limit Theorem
• The mean of the sampling distribution is equal to the
population mean
= = 6.8
• The standard error of the mean is equal to the
population standard deviation divided by .
= = 0.14

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 Solution: Interpreting the
Central Limit Theorem
• Since the sample size is greater than 30, the sampling
distribution can be approximated by a normal
distribution with a mean of 6.8 hours and a standard
deviation of 0.14 hour.

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 Example: Interpreting the
Central Limit Theorem
The training heart rates of all 20-years old athletes are normally
distributed, with a mean of 135 beats per minute and standard
deviation of 18 beats per minute. Random samples of size 4 are
drawn from this population, and the mean of each sample is
determined. Find the mean and standard error of the mean of the
sampling distribution. Then sketch a graph of the sampling
distribution of sample means.

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 Solution: Interpreting the
Central Limit Theorem
• The mean of the sample means
 x    135 beats per minute
• The standard deviation of the sample means
 18
x    9 beats per minute
n 4

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 Solution: Interpreting the
Central Limit Theorem
• Since the population is normally distributed, the
sampling distribution of the sample means is also
normally distributed.
 x  135 x  9

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 Probability and the Central
Limit Theorem
• To transform x to a z-score

Value  Mean x   x x  
z  
Standard Error x 
n

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 Example: Finding Probabilities
for Sampling Distributions
The figure shows the mean
distances traveled by drivers
each day. You randomly select
50 drivers ages 16 to 19. What
is the probability that the mean
distance traveled each day is
between 19.4 and 22.5 miles?
Assume  = 6.5 miles.

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 Solution: Finding Probabilities
for Sampling Distributions
From the Central Limit Theorem (sample size is greater
than 30), the sampling distribution of sample means is
approximately normal with
= = 20.7 miles and
= = 0.9 miles

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 Solution: Finding Probabilities
for Sampling Distributions
• The z-scores that correspond to sample means of
19.4 and 22.5 miles are found as shown.

z1 = 1.41
z2 = 1.96

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 Solution: Finding Probabilities
for Sampling Distributions
• The probability that the mean distance driven each
day by the sample of 50 people is between 19.4 and
22.5 miles is

P(19.4 < < 22.5) = P( 1.41 < z < 1.96)

= P(z < 1.96) – P(z < 1.41)
= 0.9750 0.0793
= 0.8957

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 Solution: Finding Probabilities
for Sampling Distributions
Of all samples of 50 drivers ages 16 to 19, about 90%
will drive a mean distance each day between 19.4 and
22.5 miles, as shown in the graph. This
implies that, assuming the value of = 20.7 is
correct, about 10% of such sample means will lie
outside the given interval.

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 Example: Finding Probabilities
for Sampling Distributions
The mean room and board expense per year at four-year
colleges is $10,453. You randomly select 9 four-year
colleges. What is the probability that the mean room
and board is less than $10,750? Assume that the room
and board expenses are normally distributed with a
standard deviation of $1650. (Adapted from National
Center for Education Statistics)

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 Solution: Finding Probabilities
for Sampling Distributions
• Because the population is normally distributed, you
can use the Central Limit Theorem to conclude that
the distribution of sample means is normally
distributed, with a mean and a standard deviation of
= = $10,453 and = = = $550.

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 Solution: Finding Probabilities
for Sampling Distributions
• The area to the left of $10,750 is
shaded. The z-score that
corresponds to $10,750 is
z = = = 0.54.
• So, the probability that the mean
room and board expense is less
than $10,750 is
P(x < 10,750) = P(z < 0.54) = 0.7054.

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 Solution: Finding Probabilities
for Sampling Distributions
You can check this answer using technology. For instance,
you can use a TI-84 Plus to find the x-value,

So, about 71% of such samples with n = 9 will have a mean

less than $10,750 and about 29% of these sample means
will be greater than $10,750.
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 Example: Finding
Probabilities for x and
Some college students use credit cards to pay for school-related
expenses. For this population, the amount paid is normally
distributed, with a mean of $1615 and a standard deviation of
$550. (Adapted from Sallie Mae/Ipsos Public Affairs)
1. What is the probability that a randomly selected college
student, who uses a credit card to pay for school-related
expenses, paid less than $1400?
2. You randomly select 25 college students who use credit
cards to pay for school-related expenses. What is the
probability that their mean amount paid is less than $1400?
3. Compare the probabilities from parts 1 and 2.

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 Solution: Finding
Probabilities for x and
1. In this case, you are asked to find the probability
associated with a certain value of the random
variable x. The z-score that corresponds to x = $1400
is
z = = = 0.39.
So, the probability that the student paid less than
$1400 is
P(x < 1400) = P(z < 0.39) = 0.3483.

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 Example: Finding
Probabilities for x and x
2. Here, you are asked to find the probability
associated with a sample mean x. The z-score that
corresponds to x = $1400 is
z = = = 1.95
So, the probability that the mean credit card balance
of the 25 card holders is less than $1400 is
P(x < 1400) = P(z < 1.95) = 0.0256.

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 Example: Finding
Probabilities for x and x
You can check the answers for part 1 and 2 using
technology. For instance, you can use Excel to find the
probabilities.

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 Example: Finding
Probabilities for x and x
3. Although there is about a 35% chance that a college
student who uses a credit card to pay for school-
related expenses will pay less than $1400, there is
only about a 3% chance that the mean amount a
sample of 25 college students will pay is less than
$1400. Because there is only a 3% chance that the
mean amount a sample of 25 college students will
pay is less than $1400, this is an unusual event.

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