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6.5 THE CENTRAL LIMIT
THEOREM
      Chapter 6:
      Normal Curves and Sampling Distributions
Page
                                                                     296
      The        Distribution, Given x is normal

  Theorem 6.1 For a Normal Probability
   Distribution
   Let x be a random variable with a normal
   distribution whose mean is μ and whose standard
   deviation is σ. Let be the sample mean
   corresponding to random samples of size n taken
   from the x distribution. Then the following are true:
a) The distribution is a normal distribution

b) The mean of the distribution is μ

c) The standard deviation of the distribution is
  It states: the “x bar” distribution will be normal provided the x distribution
    is normal.
Page
                                                        297
     The        Distribution, Given x is normal

   The distribution can be converted to the
    standard normal z distribution using the following
    formulas




    n is the sample size
    μ is the mean of the x distribution
    σ is the standard deviation of the x distribution
Page
                                                 298
Standard Error
   The standard error is the standard deviation
    of a sampling distribution. For the
    sampling distribution,



     The expression standard error appears in
     printouts from statistical software and in some
     publications and refers to the standard deviation
     of the sampling distribution being used.
Page
                                                299
    The Central Limit Theorem
   Theorem 6.2 For ANY Probability Distribution
    If x possesses any distribution with mean μ and
    standard deviation σ, then the sample mean
    based on a random sample of size n will have a
    distribution that approaches the distribution of a
    normal random variable with mean μ and a
    standard deviation
    as n increases without limit.
Page
                            299
The Central Limit Theorem

The Central Limit Theorem
   Summary of Important Points
     Foralmost all x distributions, if n is 30 or larger,
     the distribution will be approximately normal.
       Ina few applications you may need a sample size
       larger than 30 to get reliable results.
     The  larger a sample sixe becomes, the closer the
      distribution gets to normal.
     The distribution can be converted to a standard
      normal distribution using formulas provided.
Using the Central Limit Theorem to
Convert to the Standard Normal
Distribution




Where n is the sample size (n ≥ 30)
     μ is the mean of the x distribution
     σ is the standard deviation of the x distribution
Page
How to Find Probabilities                              301
Regarding x
 Given a probability distribution of x values where
    n = sample size
    μ = mean of the x distribution
    σ = standard deviation of the x distribution
 1.  If the x distribution is normal, then the distribution is
     normal.
 2.  If the x distribution is not normal, and n ≥30, then by
     the central limit theorem, the distribution is
     approximately normal.
 3.  Convert to z
 4.  Use the standard normal distribution to find
     corresponding probabilities of events regarding
Page
                                              297
Example 12 - Probability
   Suppose a team of biologists has been
    studying the Pinedale children’s fishing pond.
    Let x represent the length of a single trout
    taken at random from the pond. This group of
    biologists has determined that x has a normal
    distribution with mean  = 10.2 inches and
    standard deviation  = 1.4 inches.
Example 12 - Probability
   a)What is the probability that a single trout taken
     at
     random from the pond is between 8 and 12
     inches long?
Solution:


The probability is      = Normalcdf(-1.57,1.29)
about 0.8433 that a     = .843267
single trout taken at   ≈.8433
random is between
8 and 12 inches
long.
Example 12 - Probability
  b)   What is the probability that the mean length
       of five trout taken at random is between 8 and
       12 inches?
Solution:


                                  = Normalcdf(-3.49,2.86)
                                  = .99764
                                  ≈.9976
            The probability is about 0.9976 that the mean length
            based on a sample size of 5 is between 8 and 12
            inches.
Example 12 - Probability
  c)   Looking at the results of parts (a) and (b), we
       see that the probabilities (0.8433 and 0.9976)
       are quite different. Why is this the case?
Solution:
According to Theorem 6.1, both x and have a normal
distribution, and both have the same mean of 10.2 inches.
The difference is in the standard deviations for x and . The
standard deviation of the x distribution is  = 1.4.
Page
Example 13 – Central Limit                        300
Theorem
   A certain strain of bacteria occurs in all raw milk.
    Let x be milliliter of milk. The health department
    has found that if the milk is not contaminated, then
    x has a distribution that is more or less mound-
    shaped and symmetrical. The mean of the x
    distribution is
     = 2500, and the standard deviation is  = 300.
    In a large commercial dairy, the health inspector
    takes 42 random samples of the milk produced
    each day. At the end of the day, the bacteria count
    in each of the 42 samples is averaged to obtain
    the sample mean bacteria count .
Example 13 – Central Limit
  Theorem
  a)   Assuming the milk is not contaminated, what
       is the distribution of ?

Solution: n = 42, and the central limit theorem
applies.

Thus, the distribution will be approximately normal
with a mean and standard deviation.
Example 13 – Central Limit
  Theorem
  b)   Assuming the milk is not contaminated, what is
       the probability that the average bacteria count
       for one day is between 2350 and 2650 bacteria
       per milliliter?
Solution:


                                   = Normalcdf (-3.24, 3.24
 The probability is 0.9988 that
                                   = .998804
 is between 2350 and 2650          ≈ .9988
Page
                                                       302
Bias and Variability
   Whenever we use a sample as an estimate of a
    population parameter we must consider bias and
    variability.
     Bias is an inclination or prejudice for or against one
      person or group, especially in a way considered to be
      unfair.
     A sample statistic is unbiased if the mean of its
      sampling distribution equals the value of the
      parameter being estimated.
     The spread of the sampling distribution indicates the
      variability of the statistic. The spread is affected by
      the sampling method and the sample size. Statistics
      from larger random samples have spreads that are
      smaller.
Bias and Variability
   From the Central Limit Theorem:
     The  sample mean is an unbiased estimator of
      the mean μ when n ≥ 30.
     The variability of decreases as the sample size
      increases.
Assignment
   Page 303
   #1 – 5, 7, 8, 13, 17,

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6.5 central limit

  • 1. 6.5 THE CENTRAL LIMIT THEOREM Chapter 6: Normal Curves and Sampling Distributions
  • 2. Page 296 The Distribution, Given x is normal  Theorem 6.1 For a Normal Probability Distribution Let x be a random variable with a normal distribution whose mean is μ and whose standard deviation is σ. Let be the sample mean corresponding to random samples of size n taken from the x distribution. Then the following are true: a) The distribution is a normal distribution b) The mean of the distribution is μ c) The standard deviation of the distribution is It states: the “x bar” distribution will be normal provided the x distribution is normal.
  • 3. Page 297 The Distribution, Given x is normal  The distribution can be converted to the standard normal z distribution using the following formulas n is the sample size μ is the mean of the x distribution σ is the standard deviation of the x distribution
  • 4. Page 298 Standard Error  The standard error is the standard deviation of a sampling distribution. For the sampling distribution,  The expression standard error appears in printouts from statistical software and in some publications and refers to the standard deviation of the sampling distribution being used.
  • 5. Page 299 The Central Limit Theorem  Theorem 6.2 For ANY Probability Distribution If x possesses any distribution with mean μ and standard deviation σ, then the sample mean based on a random sample of size n will have a distribution that approaches the distribution of a normal random variable with mean μ and a standard deviation as n increases without limit.
  • 6. Page 299 The Central Limit Theorem 
  • 7. The Central Limit Theorem  Summary of Important Points  Foralmost all x distributions, if n is 30 or larger, the distribution will be approximately normal.  Ina few applications you may need a sample size larger than 30 to get reliable results.  The larger a sample sixe becomes, the closer the distribution gets to normal.  The distribution can be converted to a standard normal distribution using formulas provided.
  • 8. Using the Central Limit Theorem to Convert to the Standard Normal Distribution Where n is the sample size (n ≥ 30) μ is the mean of the x distribution σ is the standard deviation of the x distribution
  • 9. Page How to Find Probabilities 301 Regarding x Given a probability distribution of x values where n = sample size μ = mean of the x distribution σ = standard deviation of the x distribution 1. If the x distribution is normal, then the distribution is normal. 2. If the x distribution is not normal, and n ≥30, then by the central limit theorem, the distribution is approximately normal. 3. Convert to z 4. Use the standard normal distribution to find corresponding probabilities of events regarding
  • 10. Page 297 Example 12 - Probability  Suppose a team of biologists has been studying the Pinedale children’s fishing pond. Let x represent the length of a single trout taken at random from the pond. This group of biologists has determined that x has a normal distribution with mean  = 10.2 inches and standard deviation  = 1.4 inches.
  • 11. Example 12 - Probability a)What is the probability that a single trout taken at random from the pond is between 8 and 12 inches long? Solution: The probability is = Normalcdf(-1.57,1.29) about 0.8433 that a = .843267 single trout taken at ≈.8433 random is between 8 and 12 inches long.
  • 12. Example 12 - Probability b) What is the probability that the mean length of five trout taken at random is between 8 and 12 inches? Solution: = Normalcdf(-3.49,2.86) = .99764 ≈.9976 The probability is about 0.9976 that the mean length based on a sample size of 5 is between 8 and 12 inches.
  • 13. Example 12 - Probability c) Looking at the results of parts (a) and (b), we see that the probabilities (0.8433 and 0.9976) are quite different. Why is this the case? Solution: According to Theorem 6.1, both x and have a normal distribution, and both have the same mean of 10.2 inches. The difference is in the standard deviations for x and . The standard deviation of the x distribution is  = 1.4.
  • 14. Page Example 13 – Central Limit 300 Theorem  A certain strain of bacteria occurs in all raw milk. Let x be milliliter of milk. The health department has found that if the milk is not contaminated, then x has a distribution that is more or less mound- shaped and symmetrical. The mean of the x distribution is  = 2500, and the standard deviation is  = 300. In a large commercial dairy, the health inspector takes 42 random samples of the milk produced each day. At the end of the day, the bacteria count in each of the 42 samples is averaged to obtain the sample mean bacteria count .
  • 15. Example 13 – Central Limit Theorem a) Assuming the milk is not contaminated, what is the distribution of ? Solution: n = 42, and the central limit theorem applies. Thus, the distribution will be approximately normal with a mean and standard deviation.
  • 16. Example 13 – Central Limit Theorem b) Assuming the milk is not contaminated, what is the probability that the average bacteria count for one day is between 2350 and 2650 bacteria per milliliter? Solution: = Normalcdf (-3.24, 3.24 The probability is 0.9988 that = .998804 is between 2350 and 2650 ≈ .9988
  • 17. Page 302 Bias and Variability  Whenever we use a sample as an estimate of a population parameter we must consider bias and variability.  Bias is an inclination or prejudice for or against one person or group, especially in a way considered to be unfair.  A sample statistic is unbiased if the mean of its sampling distribution equals the value of the parameter being estimated.  The spread of the sampling distribution indicates the variability of the statistic. The spread is affected by the sampling method and the sample size. Statistics from larger random samples have spreads that are smaller.
  • 18. Bias and Variability  From the Central Limit Theorem:  The sample mean is an unbiased estimator of the mean μ when n ≥ 30.  The variability of decreases as the sample size increases.
  • 19. Assignment  Page 303  #1 – 5, 7, 8, 13, 17,