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and the Central Limit Theorem

Notes on the sampling distribution of the sample mean

Let the mean of a population be , and the standard deviation of the population be . For example it
could be the population of all FIU students, being the average age of the population of students, while
is the standard deviation of the ages

If we draw a random sample of n students and compute the average (mean) age for the sample ( ),
this value wont be equal to the population mean age for the whole population. It will be either above or
below it.

If we take a second sample of the same size n, again the sample mean for this second sample ( ) will
not be equal to the population mean, nor equal to the mean of the previous sample.

Imagine repeating this sampling process many times. Every time the sample mean ( ) will be a
different number. This clearly shows that the value of changes from sample to sample, therefore we
can say that is a Random Variable.

Properties of the sampling distribution of (sample mean)

1) = ( the mean of the sample means is equal to the population mean) property of
unbiasedness

2) = ( the standard deviation of the sample means is equal to the population standard

deviation divided by the square root of the sample size) ( Note that the bigger the sample size
the less variability the sample means exhibit , therefore the bigger the sample size the closer the
value of will tend to be to the value of the population mean )
3) If the population is normally distributed , the distribution of the sample means will be also
Normal for any sample size
4) Central Limit Theorem for the sample means: If the sample size is large (n>30), the distribution
of the sample means will be approximately Normal, regardless of the shape of the population
distribution.

Example

The heights of kindergarten children has a mean of 39 inches with a standard deviation of 2
inches. Let
X be the mean height for random sample of 70 kindergarten children.

a) What is the mean of X?


b) What is the standard deviation of X?
c) What type of distribution does X follow ?
d) What is the probability that the mean height for the 70 children is less than 38.5 inches ?
a) = = 39
2
b) = = 70 = 0.239

c)
X follows an approximate normal distribution ( sample size is greater than 30)
38.539
d) ( < 37) = ( < ) = ( < 2.09) = 0.0183
0.239

Practice exercise

The mean weight of males in the US is about 163 pounds with a standard deviation of 35 pounds. Let X
be the mean weight of 80 randomly selected males.

a) What is the mean ofX?


b) What is the standard deviation of X?
c)
What type of distribution does X follow?
d) What is the probability that the mean weight for the 80 males is higher than 155 pounds?

Notes on the sampling distribution of the sample proportion and the Central Limit Theorem

Let p be a population proportion. For example it could be the proportion of female students at FIU
students, or the proportion of households under poverty level in Miami Dade County, or the proportion
of people with blue eyes in the United States

If we draw a random sample of n people (or units) and compute the proportion for the sample ( ), this
value wont be equal to the proportion for the whole population. It will be either above or below it.

If we take a second sample of the same size n, again the sample proportion for this second sample ( )
will not be equal to the population proportion, nor equal to the sample proportion of the previous
sample.

Imagine repeating this sampling process many times. Every time the sample proportion ( ), will be a
different number. This clearly shows that the value of changes from sample to sample, therefore we
can say that is a Random Variable.

Properties of the sampling distribution of (sample proportion)

1) = ( the mean of the sample proportions is equal to the population proportion) property
of unbiasedness
(1)
2) =
( Note that the bigger the sample size the less variability the sample proportions
exhibit , therefore the bigger the sample size the closer the value of will tend to be to the
value of the population proportion p )
3) Central Limit Theorem for the sample proportion: If the sample size is large (np 15 and
n(1-p) 15), the distribution of the sample proportions will be approximately Normal.

Example:

In a 2005 survey of American doctors, it was shown that 59 percent believe in some form of
afterlife. In a random sample of 200 American doctors. let represent the proportion who
believe in some form of afterlife.

a) What is the mean of ?


b) What is the standard deviation of ?
c) What type of distribution does follow ?
d) What is the probability that more than 60 % believe in some form of afterlife ?

a) = = 0.59
(1) 0.59(10.59)
b) = = = 0.03478
200
c) Approximately Normal because the sample size is large ( 200*0.59=118 > 15 and 200*(1-0.59)=
82 > 15)
..
> . ) = ( >
d) ( ) = ( > . ) = .
.

Practice exercise

According to a Gallup Poll , 51 % of Americans believe in UFOs. In a random sample of 300 Americans, let
let represent the proportion who believe in UFOs.

a) What is the mean of ?


b) What is the standard deviation of ?
c) What type of distribution does follow ?
d) What is the probability that less than 45 % believe in UFOs ?