Chapter 7 The Normal Probability Distribution 7.5 Sampling Distributions; The Central Limit Theorem.

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Chapter 7 The Normal Probability Distribution 7.5 Sampling Distributions; The Central Limit Theorem
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Transcript of Chapter 7 The Normal Probability Distribution 7.5 Sampling Distributions; The Central Limit Theorem.

Page 1: Chapter 7 The Normal Probability Distribution 7.5 Sampling Distributions; The Central Limit Theorem.

Chapter 7The Normal Probability

Distribution7.5

Sampling Distributions;

The Central Limit Theorem

Page 2: Chapter 7 The Normal Probability Distribution 7.5 Sampling Distributions; The Central Limit Theorem.
Page 3: Chapter 7 The Normal Probability Distribution 7.5 Sampling Distributions; The Central Limit Theorem.
Page 4: Chapter 7 The Normal Probability Distribution 7.5 Sampling Distributions; The Central Limit Theorem.

Illustrating Sampling Distributions

Step 1: Obtain a simple random sample of size n.

Page 5: Chapter 7 The Normal Probability Distribution 7.5 Sampling Distributions; The Central Limit Theorem.

Illustrating Sampling Distributions

Step 1: Obtain a simple random sample of size n.Step 2: Compute the sample mean.

Page 6: Chapter 7 The Normal Probability Distribution 7.5 Sampling Distributions; The Central Limit Theorem.

Illustrating Sampling Distributions

Step 1: Obtain a simple random sample of size n.Step 2: Compute the sample mean.Step 3: Assuming we are sampling from a finite population, repeat Steps 1 and 2 until all simple random samples of size n have been obtained.

Page 7: Chapter 7 The Normal Probability Distribution 7.5 Sampling Distributions; The Central Limit Theorem.

EXAMPLE Illustrating a Sampling Distribution

The following data represents the ages of 6 individuals that are members of a weekend golf club.

23, 25, 49, 32, 38, 43

Treat these 7 individuals as a population.

(a) Compute the population mean.

(b) List all possible samples of size n = 2 and determine the sample mean age.

(c) Construct a relative frequency distribution of the sample means. This distribution represents the sampling distribution of the sample mean.

Page 8: Chapter 7 The Normal Probability Distribution 7.5 Sampling Distributions; The Central Limit Theorem.

EXAMPLE Illustrating a Sampling Distribution

The weights of pennies minted after 1982 are approximately normally distributed with mean 2.46 grams and standard deviation 0.02 grams.

Approximate the sampling distribution of the sample mean by obtaining 200 simple random samples of size n = 5 from this population.

Page 9: Chapter 7 The Normal Probability Distribution 7.5 Sampling Distributions; The Central Limit Theorem.

The data on the following slide represent the sample means for the 200 simple random samples of size n = 5.

For example, the first sample of n = 5 had the following data:

2.493 2.466 2.473 2.492 2.471

Page 10: Chapter 7 The Normal Probability Distribution 7.5 Sampling Distributions; The Central Limit Theorem.
Page 11: Chapter 7 The Normal Probability Distribution 7.5 Sampling Distributions; The Central Limit Theorem.

The mean of the sample means is 2.46, the same as the mean of the population.

The standard deviation of the sample means is 0.0086, which is smaller than the standard deviation of the population.

The next slide shows the histogram of the sample means.

Page 12: Chapter 7 The Normal Probability Distribution 7.5 Sampling Distributions; The Central Limit Theorem.
Page 13: Chapter 7 The Normal Probability Distribution 7.5 Sampling Distributions; The Central Limit Theorem.

“What role does n, the sample size, play in

sampling distribution of ?”

Suppose the sample mean is computed for samples of size n = 1 through n = 200. That is, the sample mean is recomputed each time an additional individual is added to the sample. The sample mean is then plotted against the sample size.

x

Page 14: Chapter 7 The Normal Probability Distribution 7.5 Sampling Distributions; The Central Limit Theorem.
Page 15: Chapter 7 The Normal Probability Distribution 7.5 Sampling Distributions; The Central Limit Theorem.
Page 16: Chapter 7 The Normal Probability Distribution 7.5 Sampling Distributions; The Central Limit Theorem.

EXAMPLE Finding the Area Under a Normal Curve

The weights of pennies minted after 1982 are approximately normally distributed with mean 2.46 grams and standard deviation 0.02 grams Approximate the sampling distribution of the sample mean by obtaining 200 simple random samples of size n = 15 from this population of pennies minted after 1982.

Page 17: Chapter 7 The Normal Probability Distribution 7.5 Sampling Distributions; The Central Limit Theorem.
Page 18: Chapter 7 The Normal Probability Distribution 7.5 Sampling Distributions; The Central Limit Theorem.

The mean of the 200 sample means is 2.46 (the mean of the population).

The standard deviation of the 200 sample means is 0.0049.

Notice that the standard deviation of the sample means is smaller for the larger sample size.

Page 19: Chapter 7 The Normal Probability Distribution 7.5 Sampling Distributions; The Central Limit Theorem.
Page 20: Chapter 7 The Normal Probability Distribution 7.5 Sampling Distributions; The Central Limit Theorem.
Page 21: Chapter 7 The Normal Probability Distribution 7.5 Sampling Distributions; The Central Limit Theorem.
Page 22: Chapter 7 The Normal Probability Distribution 7.5 Sampling Distributions; The Central Limit Theorem.
Page 23: Chapter 7 The Normal Probability Distribution 7.5 Sampling Distributions; The Central Limit Theorem.

EXAMPLE Describing the Distribution of the Sample Mean

The weights of pennies minted after 1982 are approximately normally distributed with mean 2.46 grams and standard deviation 0.02 grams.

What is the probability that in a simple random sample of 10 pennies minted after 1982, we obtain a sample mean of at least 2.465 grams?

Page 24: Chapter 7 The Normal Probability Distribution 7.5 Sampling Distributions; The Central Limit Theorem.

EXAMPLE Sampling from a Non-normal Population

The following distribution represents the number of people living in a household for all homes in the United States in 2000. Obtain 200 simple random samples of size n = 4; n = 10 and n = 30. Draw the histogram of the sampling distribution of the sample mean.

Page 25: Chapter 7 The Normal Probability Distribution 7.5 Sampling Distributions; The Central Limit Theorem.
Page 26: Chapter 7 The Normal Probability Distribution 7.5 Sampling Distributions; The Central Limit Theorem.
Page 27: Chapter 7 The Normal Probability Distribution 7.5 Sampling Distributions; The Central Limit Theorem.
Page 28: Chapter 7 The Normal Probability Distribution 7.5 Sampling Distributions; The Central Limit Theorem.
Page 29: Chapter 7 The Normal Probability Distribution 7.5 Sampling Distributions; The Central Limit Theorem.
Page 30: Chapter 7 The Normal Probability Distribution 7.5 Sampling Distributions; The Central Limit Theorem.
Page 31: Chapter 7 The Normal Probability Distribution 7.5 Sampling Distributions; The Central Limit Theorem.

EXAMPLE Using the Central Limit Theorem

Suppose that the mean time for an oil change at a “10-minute oil change joint” is 11.4 minutes with a standard deviation of 3.2 minutes.

(a) If a random sample of n = 35 oil changes is selected, describe the sampling distribution of the sample mean.

(b) If a random sample of n = 35 oil changes is selected, what is the probability the mean oil change time is less than 11 minutes?

Page 32: Chapter 7 The Normal Probability Distribution 7.5 Sampling Distributions; The Central Limit Theorem.

EXAMPLE Using the Central Limit Theorem

(c ) If a random sample of n = 50 oil changes is selected, what is the probability the mean oil change time is less than 11 minutes?

(d) What effect did increasing the sample size have on the probability?

Page 33: Chapter 7 The Normal Probability Distribution 7.5 Sampling Distributions; The Central Limit Theorem.

Chapter 7The Normal Probability

Distribution7.6

The Normal Approximation to the Binomial Probability

Page 34: Chapter 7 The Normal Probability Distribution 7.5 Sampling Distributions; The Central Limit Theorem.

Criteria for a Binomial Probability Experiment

An experiment is said to be a binomial experiment provided

1. The experiment is performed a fixed number of times. Each repetition of the experiment is called a trial.

2. The trials are independent. This means the outcome of one trial will not affect the outcome of the other trials.

3. For each trial, there are two mutually exclusive outcomes, success or failure.

4. The probability of success is fixed for each trial of the experiment.

Page 35: Chapter 7 The Normal Probability Distribution 7.5 Sampling Distributions; The Central Limit Theorem.

Notation Used in the Binomial Probability Distribution

• There are n independent trials of the experiment

• Let p denote the probability of success so that 1 – p is the probability of failure.

• Let x denote the number of successes in n independent trials of the experiment. So, 0 < x < n.

Page 36: Chapter 7 The Normal Probability Distribution 7.5 Sampling Distributions; The Central Limit Theorem.

As the number of trials n in a binomial experiment increase, the probability distribution of the random variable X becomes symmetric and bell-shaped. As a general rule of thumb, if np(1 – p) > 10, then the probability distribution will be approximately symmetric and bell-shaped.

Page 37: Chapter 7 The Normal Probability Distribution 7.5 Sampling Distributions; The Central Limit Theorem.
Page 38: Chapter 7 The Normal Probability Distribution 7.5 Sampling Distributions; The Central Limit Theorem.

P(X = 18) ≈ P(17.5 < X < 18.5)

Page 39: Chapter 7 The Normal Probability Distribution 7.5 Sampling Distributions; The Central Limit Theorem.

P(X < 18) ≈ P(X < 18.5)

Page 40: Chapter 7 The Normal Probability Distribution 7.5 Sampling Distributions; The Central Limit Theorem.

Summary

EXACT APPROXIMATE BINOMIAL NORMALP(X = a) P(a - 0.5 < X < a + 0.5)

P(X < a) P(X < a + 0.5)

P(X > a) P(X > a - 0.5)

P(a < X < b) P(a - 0.5 < X < b + 0.5)

NOTE: For P(X < a) = P(X < a - 1), so rewrite P(X < 5) as P(X < 4).

Page 41: Chapter 7 The Normal Probability Distribution 7.5 Sampling Distributions; The Central Limit Theorem.

EXAMPLE Using the Binomial Probability Distribution Function

According to the United States Census Bureau, 18.3% of all households have 3 or more cars.

(a) In a random sample of 200 households, what is the probability that at least 30 5 have 3 or more cars?

(b) In a random sample of 200 households, what is the probability that less than 15 have 3 or more cars?

(c) Suppose in a random sample of 500 households, it is determined that 110 have 3 or more cars. Is this result unusual? What might you conclude?