6/22/2015

Chapter 5 (Week 7)
Random Sample & CLT, Normal
Approximation & X bar R Charts
Dr. S.Rajalingam

L1- Random Sample

Learning Outcomes

At the end of the lesson student should be able to

Describe the terms random sample, statistics
and sampling distribution.
Understand the concept of central limit theorem.
Use central limit theorem to approximate
sampling distribution of the sample mean.

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Introduction
Every statistical investigation aim at collecting
information about some the individuals
attributes, ratter then individuals themselves.
Example the population of
(a)product turned out to be defect by a machine.
(b) lives of electrical bulbs manufactured by a
company.
In most situation population considered infinite/
large.
A finite subset of population called sample.
The process of selection of sample is called
sampling. 3

Parameters and Statistic

A parameter is a summary measure
(mean, variance, SD, etc) of a population
whereas a summary measure (mean,
variance, SD, etc) of a sample is called a
statistic.

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DEFINITION - PARAMETERS
Parameters: a quantity of interest that is a property of
an unknown probability distribution.
The parameters may be the mean or variance of the
probability distribution.
Parameters are unknown but could be estimated.

Example:
Let p be the probability that a machine breakdown is
due to operator misuse.
p depends on the probability distribution that
represents the causes of the machine breakdown.
p is a parameter and unknown but can be estimated
from records of machine breakdown.
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DEFINITION - STATISTIC

A statistic is a property of a sample from the population.

A function of a set of data observations. Example are the
sample mean or sample variance.
Statistics can be calculated from a set of observed data.
Statistics san be used to estimate unknown
parameters.
Example:

1 n
X f ( X 1 , X n ) Xi
n i 1
n
g X 1 , X n X i
2

i 1

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DEFINITIONS

Random Sample: Independent random variables

X1, X2, , Xn with the same distribution and each
has the same chance of being selected.

Sampling Distribution: the probability

distribution of a statistic.

Example:
X ~ N ( X , X2 )

Random Sample and Sampling Distribution

Random
Random sample of
sample of size n
size n
R.V : X
R.V : X X ~ N ( X , X2 )
X ~ N ( X , X2 )
Population
X~ N(, 2)

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Symbols

Let X1, X2, ,Xn be a random sample from a population with

mean and variance 2

Definition and Properties (sampling distribution of X ):

population Population variance
mean

1 n
X Xi
n i 1 E X , V X
2
n
Sample
mean mean of sampling dist Variance of sampling dist
of mean of mean
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Central Limit Theorem

Let X1, X2, ,Xn be a random sample from a population with
mean and variance 2

2
EX , VX
1 n
X Xi
n i 1 n

If n is sufficiently large

2 Apply safely
X N ( , ) if n 30
n
X
Z ~ N (0,1),
/ n 11

Example 1

At chemical engineering department, UTP, the mean age

of the students is 20.6 years old, and the variance is 20
years. A random sample of 80 students is drawn from 250
students. What is the probability that the average age of
these students is greater than 22 years old?
Solution

= 20.6 2 = 20 n = 80, N = 250

220
M ean variance V ( X ) 0.25
n 80
Hence, X ~ N (20.6, 0.25)
22 20.6
So, P( X 22) P( Z ) P( Z 1.4) 1 P( Z 1.4)
0.25
1 (1.4) 1 0.9192 0.0808 12

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Example 2:Let X denote the number of flaws in a 1 in length of

copper wire. The pmf of X is given in the following table
X=x 0 1 2 3

P(X= x) 0.48 0.39 0.12 0.01

100 sample wires are chosen at random from this population. What is the
probability that the mean number of flaws per wire in this sample is less
than 0.5?
Solution: 0 . 66 , 2 0 . 5244 , n 100
Let X1 .. X100 denote the number of flaws in the 100 wires sampled
from the population. 2

X N (0.66,0.005244) X N ( , )
From CLT n
0 .5 0 .66
P ( X 0 .5 ) P ( Z ) 0 .0136
0 .7242 / 100 13

Example 3:
The flexural strength (in MPa) of certain concrete beams is
X ~ N (8, 2.25). Find the probability that the sample mean of
strength of 16 concrete beams will belong to (7.55, 8.75)
Solution:
= 8, 2 = 2.25 n = 16, = 1.5

7.55 8 X 8 8.75 8
P (7.55 X 8.75) P
1.5 / 4 1.5 / 4 1.5 / 4
X 8
P 1.2 2 P ( 1.2 Z 2)
1.5 / 4
( 2) ( 1.2) 0.9772 0.1151 0.8621

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Exercise:
At a large university, the mean age of the students is 22.3 years, and
the standard deviation is 4 years. A random sample of 64 students is
drawn. What is the probability that the average age of these students
is greater than 23 years?

DYS

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END

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