1. 1 Chapter 5. Section 5-5. Triola, Elementary Statistics, Eighth Edition. Copyright 2001. Addison Wesley Longman M ARIO F. T RIOLA E IGHTH E DITION E LEMENTARY S TATISTICS Section 5-5 The Central Limit Theorem

2. 2 Chapter 5. Section 5-5. Triola, Elementary Statistics, Eighth Edition. Copyright 2001. Addison Wesley Longman Sampling Distribution of the mean is a probability distribution of sample means, with all samples having the same sample size n. Definition

3. 3 Chapter 5. Section 5-5. Triola, Elementary Statistics, Eighth Edition. Copyright 2001. Addison Wesley Longman Central Limit Theorem 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. Given:

4. 4 Chapter 5. Section 5-5. Triola, Elementary Statistics, Eighth Edition. Copyright 2001. Addison Wesley Longman 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 µ x will be the population mean µ. 3. The standard deviation of the sample means  x  will approach  n Conclusions:

5. 5 Chapter 5. Section 5-5. Triola, Elementary Statistics, Eighth Edition. Copyright 2001. Addison Wesley Longman 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).

6. 6 Chapter 5. Section 5-5. Triola, Elementary Statistics, Eighth Edition. Copyright 2001. Addison Wesley Longman Notation the mean of the sample means the standard deviation of sample mean  (often called standard error of the mean) µ x = µ x =x =  n

7. 7 Chapter 5. Section 5-5. Triola, Elementary Statistics, Eighth Edition. Copyright 2001. Addison Wesley Longman 0 10 20 0 1 2 3 4 5 6 7 8 9 Distribution of 200 digits Distribution of 200 digits from Social Security Numbers (Last 4 digits from 50 students) Frequency Figure 5-19

8. 8 Chapter 5. Section 5-5. Triola, Elementary Statistics, Eighth Edition. Copyright 2001. Addison Wesley Longman Table 5-2 15959479571595947957 838132713838132713 6382361534663823615346 468552649468552649 4.75 4.25 8.25 3.25 5.00 3.50 5.25 4.75 5.00 26225027852622502785 3773444513637734445136 737338376737338376 2619578640726195786407 4.00 5.25 4.25 4.50 4.75 3.75 5.25 3.75 4.50 6.00 SSN digits x

9. 9 Chapter 5. Section 5-5. Triola, Elementary Statistics, Eighth Edition. Copyright 2001. Addison Wesley Longman 0 10 0 1 2 3 4 5 6 7 8 9 Distribution of 50 Sample Means for 50 Students Frequency Figure 5-20 5 15

10. 10 Chapter 5. Section 5-5. Triola, Elementary Statistics, Eighth Edition. Copyright 2001. Addison Wesley Longman As the sample size increases, the sampling distribution of sample means approaches a normal distribution.

11. 11 Chapter 5. Section 5-5. Triola, Elementary Statistics, Eighth Edition. Copyright 2001. Addison Wesley Longman 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.

12. 12 Chapter 5. Section 5-5. Triola, Elementary Statistics, Eighth Edition. Copyright 2001. Addison Wesley Longman 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.  = 143 150  = 29 00.24 0.0948 Normalcdf(0.24,9999) = 0.4052 z = 150-143 = 0.24 29 P(x>150) = 0.405

13. 13 Chapter 5. Section 5-5. Triola, Elementary Statistics, Eighth Edition. Copyright 2001. Addison Wesley Longman 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.

14. 14 Chapter 5. Section 5-5. Triola, Elementary Statistics, Eighth Edition. Copyright 2001. Addison Wesley Longman 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.  x = 143 150  x  = 4.83333 01.45 0.4265 Normalcdf(1.45, 9999) = 0.0735 z = 150-143 = 1.45 29 36 P(x>150) =0.0735

15. 15 Chapter 5. Section 5-5. Triola, Elementary Statistics, Eighth Edition. Copyright 2001. Addison Wesley Longman Example: Given the population of women has normally distributed weights with a mean of 143 lb and a standard deviation of 29 lb,

16. 16 Chapter 5. Section 5-5. Triola, Elementary Statistics, Eighth Edition. Copyright 2001. Addison Wesley Longman 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

17. 17 Chapter 5. Section 5-5. Triola, Elementary Statistics, Eighth Edition. Copyright 2001. Addison Wesley Longman 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

18. 18 Chapter 5. Section 5-5. Triola, Elementary Statistics, Eighth Edition. Copyright 2001. Addison Wesley Longman 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.