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CENTRAL LIMIT THEOREM

Standard error of the mean -


Standard error of the mean the
standard deviation of the sampling
distribution of the sample means
- measures the degree of accuracy of the
sample mean as an estimate of the population
mean
(1667-1754)
(1667-1754)
(1667-1754)
- Proved the first version of the Central
Limit Theorem by using the normal
distribution in approximating the
distribution of the number of heads that
will result when a fair coin is tossed a large
number of times
(1749-1827)
- Computed the probability of the sun
18,226,214
rising to be .
18,226,215
(1749-1827)
- Computed the probability of the sun
18,226,214
rising to be .
18,226,215
(1749-1827)
"But this number is far greater for him who,
seeing in the totality of phenomena the
principle regulating the days and seasons,
realizes that nothing at the present moment
can arrest the course of it."
Roll a die 5 times and record the value of each roll.
Find the mean of the values of the 5 rolls.
Repeat this 250 times.
x=3.504
s=.7826
n=5
Roll a die 10 times and record the value of each
roll.
Find the mean of the values of the 10 rolls
Repeat this 250 times.
x=3.48
s=.5321
n=10
Roll a die 20 times.
Find the mean of the values of the 20 rolls.
Repeat this 250 times.
x=3.487
s=.4155
n=20
What do you notice about the
shape of the distribution of
sample means?
THE CENTRAL LIMIT THEOREM

If samples of size , where is sufficiently


large, are drawn from any population with
a mean of and a standard deviation of
, then the sampling distribution of sample
means approximate a normal distribution.
THE CENTRAL LIMIT THEOREM

If random samples of size are drawn


from a population, then as becomes
larger, the sampling distribution of the
mean approaches the normal distribution,
regardless of the shape of the population
distribution.
THE CENTRAL LIMIT THEOREM
Summary of ideas of Central Limit Theorem
1. As a sample size increases, the sampling
distribution of means approaches a normal
distribution.
2. The mean of the sampling distribution of means is
equal to the mean of the population.
=
THE CENTRAL LIMIT THEOREM
Summary of ideas of Central Limit Theorem
3. The variance of the sampling distribution of means is equal to the
variance of the population divided by the sample size .
2
2 =

4. The standard deviation of the sampling distribution of means is
equal to the standard deviation of the population divided by the
square root of the sample size .

=

THE CENTRAL LIMIT THEOREM
Note: Used for infinite population (with replacement)
THE CENTRAL LIMIT THEOREM
For sampling distribution of sample means,

= or

THE CENTRAL LIMIT THEOREM
For sampling distribution of sample means,

= or =


where =
=
=
=
THE CENTRAL LIMIT THEOREM
For sampling distribution of sample means,
Standard
= or = deviation of
the sample
means

where =
=
=
=
THE CENTRAL LIMIT THEOREM
EXAMPLE1.
The average time it takes for a group of
college students to complete a certain
examination is 46.2 minutes. The standard
deviation is 8 minutes. Assume that the
variable is normally distributied.
THE CENTRAL LIMIT THEOREM
EXAMPLE1. (cont..)
a. What is the probability that a randomly
selected college student will complete the
examination in less than 43 minutes.
THE CENTRAL LIMIT THEOREM
EXAMPLE1. (cont..)
a. SOLN.

for question a use = for conversion.

THE CENTRAL LIMIT THEOREM
Asking about a
EXAMPLE1. (cont..)
data in the
a. SOLN. population

for question a use = for conversion.

THE CENTRAL LIMIT THEOREM
EXAMPLE1. (cont..)
b. If 50 randomly selected college students
take the examination, what is the
probability that the mean time it takes the
group to complete the test will be less
than 43 minutes.
THE CENTRAL LIMIT THEOREM
EXAMPLE1. (cont..)
a. SOLN.

for question b use = for conversion.

Asking a sample
THE CENTRAL LIMIT THEOREM mean in the
sampling
EXAMPLE1. (cont..)
distribution of
a. SOLN. means

for question b use = for conversion.

THE CENTRAL LIMIT THEOREM
EXERCISE.
The average number of milligrams (mg) of
cholesterol in a cup of a certain brand of ice
cream is 660 mg, and the standard deviation
is 35 mg. Assume the variable is normally
distributed.
THE CENTRAL LIMIT THEOREM
EXERCISE. (cont..)
a. If a cup of ice cream is selected, what is the
probability that the cholesterol content will be
more than 670 mg?
b. If a sample of 10 cup of ice cream is
selected, what is the probability that the
mean of the sample will be larger than 670
mg?
THE CENTRAL LIMIT THEOREM
EXAMPLE2.
GMA news 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.