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ELEMENTARY STATISTICS Section 5-5 The Central Limit Theorem EIGHTH Chapter 5. Section 5-5. Triola, Elementary Statistics, Eighth Edition. Copyright 2001. Addison Wesley Longman EDITION MARIO F. TRIOLA 1 Definition Sampling Distribution of the mean is a probability distribution of sample means, with all samples having the same sample size n. Chapter 5. Section 5-5. Triola, Elementary Statistics, Eighth Edition. Copyright 2001. Addison Wesley Longman 2 Central Limit Theorem Given: 1. The random variable x has a distribution (which may or may not be normal) with mean µ and standard deviation . 2. Samples all of the same size n are randomly selected from the population of x values. Chapter 5. Section 5-5. Triola, Elementary Statistics, Eighth Edition. Copyright 2001. Addison Wesley Longman 3 Central Limit Theorem Conclusions: 1. The distribution of sample x will, as the sample size increases, approach a normal distribution. 2. The mean of the sample means µx will be the population mean µ. 3. The standard deviation of the sample means n x will approach Chapter 5. Section 5-5. Triola, Elementary Statistics, Eighth Edition. Copyright 2001. Addison Wesley Longman 4 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). Chapter 5. Section 5-5. Triola, Elementary Statistics, Eighth Edition. Copyright 2001. Addison Wesley Longman 5 Notation the mean of the sample means µx = µ the standard deviation of sample mean x = n (often called standard error of the mean) Chapter 5. Section 5-5. Triola, Elementary Statistics, Eighth Edition. Copyright 2001. Addison Wesley Longman 6 Distribution of 200 digits from Social Security Numbers Frequency (Last 4 digits from 50 students) 20 10 0 0 1 2 3 4 5 6 7 8 9 Distribution of 200 digits Figure 5-19 Chapter 5. Section 5-5. Triola, Elementary Statistics, Eighth Edition. Copyright 2001. Addison Wesley Longman 7 Table 5-2 x SSN digits 1 5 9 5 9 4 7 9 5 7 2 6 2 2 5 0 2 7 8 5 8 3 8 1 3 2 7 1 3 3 7 7 3 4 4 4 5 1 3 6 6 3 8 2 3 6 1 5 3 4 6 7 3 7 3 3 8 3 7 6 4 6 8 5 5 2 6 4 9 4.75 4.25 8.25 3.25 5.00 3.50 5.25 4.75 5.00 2 6 1 9 5 7 8 6 4 0 7 4.00 5.25 4.25 4.50 4.75 3.75 5.25 3.75 4.50 6.00 Chapter 5. Section 5-5. Triola, Elementary Statistics, Eighth Edition. Copyright 2001. Addison Wesley Longman 8 Frequency Distribution of 50 Sample Means for 50 Students 15 10 5 0 0 1 2 3 4 5 6 7 8 9 Figure 5-20 Chapter 5. Section 5-5. Triola, Elementary Statistics, Eighth Edition. Copyright 2001. Addison Wesley Longman 9 As the sample size increases, the sampling distribution of sample means approaches a normal distribution. Chapter 5. Section 5-5. Triola, Elementary Statistics, Eighth Edition. Copyright 2001. Addison Wesley Longman 10 Example: Given the population of women has normally distributed weights with a mean of 143 lb and a standard deviation of 29 lb, a.) if one woman is randomly selected, find the probability that her weight is greater than 150 lb. b.) if 36 different women are randomly selected, find the probability that their mean weight is greater than 150 lb. Chapter 5. Section 5-5. Triola, Elementary Statistics, Eighth Edition. Copyright 2001. Addison Wesley Longman 11 Example: Given the population of women has normally distributed weights with a mean of 143 lb and a standard deviation of 29 lb, a.) if one woman is randomly selected, find the probability that her weight is greater than 150 lb. z = 150-143 = 0.24 29 P(x>150) = 0.405 Normalcdf(0.24,9999) = 0.4052 = 29 0.0948 = 143 0 150 0.24 Chapter 5. Section 5-5. Triola, Elementary Statistics, Eighth Edition. Copyright 2001. Addison Wesley Longman 12 Example: Given the population of women has normally distributed weights with a mean of 143 lb and a standard deviation of 29 lb, b.) if 36 different women are randomly selected, find the probability that their mean weight is greater than 150 lb. Chapter 5. Section 5-5. Triola, Elementary Statistics, Eighth Edition. Copyright 2001. Addison Wesley Longman 13 Example: Given the population of women has normally distributed weights with a mean of 143 lb and a standard deviation of 29 lb, b.) if 36 different women are randomly selected, find the probability that their mean weight is greater than 150 lb. P(x>150) =0.0735 z = 150-143 = 1.45 29 36 Normalcdf(1.45, 9999) = 0.0735 x = 4.83333 0.4265 x = 143 0 150 1.45 Chapter 5. Section 5-5. Triola, Elementary Statistics, Eighth Edition. Copyright 2001. Addison Wesley Longman 14 Example: Given the population of women has normally distributed weights with a mean of 143 lb and a standard deviation of 29 lb, Chapter 5. Section 5-5. Triola, Elementary Statistics, Eighth Edition. Copyright 2001. Addison Wesley Longman 15 Example: Given the population of women has normally distributed weights with a mean of 143 lb and a standard deviation of 29 lb, a.) if one woman is randomly selected, find the probability that her weight is greater than 150 lb. P(x > 150) = 0.4052 Chapter 5. Section 5-5. Triola, Elementary Statistics, Eighth Edition. Copyright 2001. Addison Wesley Longman 16 Example: Given the population of women has normally distributed weights with a mean of 143 lb and a standard deviation of 29 lb, a.) if one woman is randomly selected, find the probability that her weight is greater than 150 lb. P(x > 150) = 0.4052 b.) if 36 different women are randomly selected, their mean weight is greater than 150 lb. P(x > 150) = 0.0735 Chapter 5. Section 5-5. Triola, Elementary Statistics, Eighth Edition. Copyright 2001. Addison Wesley Longman 17 Example: Given the population of women has normally distributed weights with a mean of 143 lb and a standard deviation of 29 lb, a.) if one woman is randomly selected, find the probability that her weight is greater than 150 lb. P(x > 150) = 0.4052 b.) if 36 different women are randomly selected, their mean weight is greater than 150 lb. P(x > 150) = 0.0735 It is much easier for an individual to deviate from the mean than it is for a group of 36 to deviate from the mean. Chapter 5. Section 5-5. Triola, Elementary Statistics, Eighth Edition. Copyright 2001. Addison Wesley Longman 18