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3
6
1
2
6
1
1
5 . 3 =
) (
2
x V = o
= ) ( . ) (
2
x P x
( ) ( ) ( ) ( ) ( ) ( )
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6
1
5 . 3 6
6
1
5 . 3 5
6
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5 . 3 4
6
1
5 . 3 3
6
1
5 . 3 2
6
1
5 . 3 1
2 2 2 2 2 2
92 . 2 =
Sampling Distribution of Mean
X X
All Samples of Size Two and Their Means
Sample
Sample
X
Sample
Sampling Distribution of Mean
X X
All Samples of Size Two and Their Means
Sample
1, 1 1.0 3, 1 2.0 5, 1 3.0
1, 2 1.5 3, 2 2.5 5, 2 3.5
1, 3 2.0 3, 3 3.0 5, 3 4.0
1, 4 2.5 3, 4 3.5 5, 4 4.5
1, 5 3.0 3, 5 4.0 5, 5 5.0
1, 6 3.5 3, 6 4.5 5, 6 5.5
2, 1 1.5 4, 1 2.5 6, 1 3.5
2, 2 2.0 4, 2 3.0 6, 2 4.0
2, 3 2.5 4, 3 3.5 6, 3 4.5
2, 4 3.0 4, 4 4.0 6, 4 5.0
2, 5 3.5 4, 5 4.5 6, 5 5.5
2, 6 4.0 4, 6 5.0 6, 6 6.0
Sample
X
Sample
Sampling Distribution of
P( )
1.0 1/36
1.5 2/36
2.0 3/36
2.5 4/36
3.0 5/36
3.5 6/36
4.0 5/36
4.5 4/36
5.0 3/36
5.5 2/36
6.0 1/36
X
X
X
Calculate the mean and
variance of this sampling Distribution.
Mean and Variance of the sampling Distribution
) (x E =
= ) (x P x
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36
1
0 . 6 .....
36
2
5 . 1
36
1
0 . 1
5 . 3 =
) (
2
x V = o
= ) ( . ) (
2
x P x
X
( ) ( ) ( )
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36
1
5 . 3 6 . ..........
36
1
5 . 3 5 . 1
36
1
5 . 3 0 . 1
2 2 2
46 . 1 =
=
X
92 . 2
2
= o 46 . 1
2
= x o
n
x
2
2
o
o =
n
x
o
o =
x n
2 2
.o o =
o
=
X
Z
X
X
Z
o
=
n
X
Z
o
=
11-34
Central Limit Theorem
1. The random variable x has a distribution
(which may or may not be normal) with mean
and standard deviation o.
2. Samples all of the same size n are randomly
selected from the population of x values.
Given:
11-35
Central Limit Theorem
Conclusions:
11-36
Central Limit Theorem
1. The distribution of sample x will, as the
sample size increases, approach a normal
distribution.
Conclusions:
11-37
Central Limit Theorem
1. The distribution of sample x will, as the
sample size increases, approach a normal
distribution.
2. The mean of the sample means will be the
population mean .
Conclusions:
11-38
Central Limit Theorem
1. The distribution of sample x will, as the
sample size increases, approach a normal
distribution.
2. The mean of the sample means will be the
population mean .
3. The standard deviation of the sample means
will approach o/ .
n
Conclusions:
11-39
Practical Rules Commonly Used:
1. For samples of size n larger than 30, the
distribution of the sample means can be
approximated reasonably well by a normal
distribution. The approximation gets better as
the sample size n becomes larger.
2. If the original population is itself normally
distributed, then the sample means will be
normally distributed for any sample size n
(not just the values of n larger than 30).
11-40
Notation
the mean of the sample means
x
=
11-41
Notation
the mean of the sample means
the standard deviation of sample mean
x
=
o
x
=
o
n
11-42
Notation
the mean of the sample means
the standard deviation of sample mean
(often called standard error of the mean)
x
=
o
x
=
o
n
11-43
Example
A population consists of the five numbers
2,3,6,8, and 11. Consider all possible samples of
size 2 that can be drawn with replacement from
this population.
Find (a) the mean of the population,
(b) the standard deviation of the population,
(c) the mean of the sampling distribution of
means, and
(d) the standard deviation of the sampling
distribution of means (i.e., the standard
error of means).