central limit theorem for means - hampden-sydney...
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Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Central Limit Theorem for MeansLecture 27Section 8.4
Robb T. Koether
Hampden-Sydney College
Tue, Mar 3, 2009
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Outline
1 Homework Review
2 The CLT for Proportions
3 Computing the Sampling Distribution of x
4 The Central Limit Theorem for Means
5 Assignment
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Homework Review
Exercise 8.14, page 529
A random sample of 300 holiday shoppers in ashopping mall is selected and 168 are in favor of havinglonger shopping hours.Is this sufficient evidence to conclude that a majority ofall shoppers favor longer shopping hours?Using a 5% significance level, test H0 : p = 0.50 versusH1 : p > 0.50.
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Homework Review
Exercise 8.14, page 529
(a) If the true proportion of shoppers who favor longerhours is 0.50, what is the sampling distribution for thesample proportion p̂?
(b) Compute the observed sample proportion p̂. Using thesampling distribution in part (a), report thecorresponding p-value for this test.
(c) Give your decision and a written conclusion in thecontext of the problem.
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Homework Review
Solution(a) Assuming that p = 0.50, the CLT says that the sampling
distribution of p̂ is normal with mean 0.50 and standard
deviation√
(0.50)(0.50)300 = 0.02887. That is, p̂ is
N(0.50, 0.02887).
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Homework Review
Solution
(b) The observed proportion is p̂ = 168300 = 0.56. The p-value
of 0.56 isnormalcdf(0.56,E99,0.50,0.02887) = 0.0188.
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Homework Review
Solution(c) The decision is to reject H0. The conclusion is that more
than 50% of shoppers at that mall favor longer shoppinghours.
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Proportions and the CLT
Example (Proportions and the CLT)Bag A contains millions of cards, 60% of which arelabeled “yes” and 40% are labeled “no.”Bag B contains millions of cards, 61% of which arelabeled “yes” and 39% are labeled “no.”We are handed one of the two bags, but we do notknow which one.We select 3,000 cards from the bag and compute theproportion of yeses.
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Proportions and the CLT
Example (Proportions and the CLT)Let the hypotheses be
H0: The bag is Bag A.H1: The bag is Bag B.
Describe the sampling distribution of p̂ under H0.Describe the sampling distribution of p̂ under H1.
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Proportions and the CLT
Example (Proportions and the CLT)The sampling distribution of p̂ under H0:
0.58 0.59 0.60 0.61 0.62 0.63
20
40
60
80
100
120
140
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Proportions and the CLT
Example (Proportions and the CLT)The sampling distribution of p̂ under H1:
0.58 0.59 0.60 0.61 0.62 0.63
20
40
60
80
100
120
140
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Proportions and the CLT
Example (Proportions and the CLT)Increase the sample size to n = 10000.Describe the sampling distribution of p̂ under H0.Describe the sampling distribution of p̂ under H1.
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Proportions and the CLT
Example (Proportions and the CLT)The sampling distribution of p̂ under H0:
0.58 0.59 0.60 0.61 0.62 0.63
20
40
60
80
100
120
140
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Proportions and the CLT
Example (Proportions and the CLT)The sampling distribution of p̂ under H1:
0.58 0.59 0.60 0.61 0.62 0.63
20
40
60
80
100
120
140
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Proportions and the CLT
Example (Proportions and the CLT)Increase the sample size to n = 30000.Describe the sampling distribution of p̂ under H0.Describe the sampling distribution of p̂ under H1.
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Proportions and the CLT
Example (Proportions and the CLT)The sampling distribution of p̂ under H0:
0.58 0.59 0.60 0.61 0.62 0.63
20
40
60
80
100
120
140
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Proportions and the CLT
Example (Proportions and the CLT)The sampling distribution of p̂ under H1:
0.58 0.59 0.60 0.61 0.62 0.63
20
40
60
80
100
120
140
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Proportions and the CLT
Example (n = 1000)
0.58 0.59 0.60 0.61 0.62 0.63
50
100
150
200
250
300
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Proportions and the CLT
Example (n = 2000)
0.58 0.59 0.60 0.61 0.62 0.63
50
100
150
200
250
300
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Proportions and the CLT
Example (n = 4000)
0.58 0.59 0.60 0.61 0.62 0.63
50
100
150
200
250
300
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Proportions and the CLT
Example (n = 8000)
0.58 0.59 0.60 0.61 0.62 0.63
50
100
150
200
250
300
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Proportions and the CLT
Example (n = 16000)
0.58 0.59 0.60 0.61 0.62 0.63
50
100
150
200
250
300
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Proportions and the CLT
Example (n = 32000)
0.58 0.59 0.60 0.61 0.62 0.63
50
100
150
200
250
300
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Proportions and the CLT
Example (n = 64000)
0.58 0.59 0.60 0.61 0.62 0.63
50
100
150
200
250
300
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Proportions and the CLT
Example (n = 128000)
0.58 0.59 0.60 0.61 0.62 0.63
50
100
150
200
250
300
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
The Sample Mean
Now we will do the same thing with sample means.
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
The Sample Mean
Definition (Sampling Distribution of x)
The sampling distribution of x is the probability distributionof x over all possible samples of a given size n.
The symbol µ represents the population mean.The symbol x represents the sample mean.So x is a random variable because its value varies fromsample to sample.
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
The Population
Suppose a population consists of millions of people, 1/4of whom weigh 60 lbs, 1/4 of whom weigh 120 lbs, and1/2 of whom weigh 180 lbs.Then the mean of the population is
µ = 135
and the standard deviation is
σ = 49.75.
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Sample Size n = 1
Take a sample of 1 person.Find the sampling distribution of x.
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Sample Size n = 1
60
180
0.50
0.25
60
180
0.25
0.50
1200.25
120 0.25
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Sample Size n = 1
The probability distribution of x isx P(x)
60 0.25120 0.25180 0.50
µx = 135, and σx = 49.75.
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Sample Size n = 2
Now take a sample of 2 people.Find the sampling distribution of x.
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Sample Size n = 2
60
180
0.50
0.25
60
180
0.50
0.25 60 0.0625
1200.25
1200.25
60
180
0.50
0.25
1200.25
60
180
0.50
0.25
1200.25
90 0.0625
120 0.1250
90 0.0625
120 0.0625
150 0.1250
120 0.1250
150 0.1250
180 0.2500
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Sample Size n = 2
The probability distribution of x isx P(x)
60 0.062590 0.1250120 0.3125150 0.2500180 0.2500
µx = 135, and σx = 35.178.
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Sample Size n = 3
Now take a sample of 3 people.Find the sampling distribution of x.
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Sample Size n = 3
60
180
0.50
0.25
60
180
0.50
0.25
60 0.0156
1200.25
1200.25
60
180
0.50
0.25
1200.25
60
180
0.50
0.25
1200.25
80 0.0156100 0.031380 0.0156
100 0.0156120 0.0313100 0.0313120 0.0313140 0.0625
80 0.0156100 0.0156120 0.0313100 0.0156120 0.0156140 0.0313120 0.0313140 0.0313160 0.0625
100 0.0313120 0.0313140 0.0625120 0.0313140 0.0313160 0.0625140 0.0625160 0.0625180 0.1250
0.50
0.250.25
0.50
0.250.25
0.50
0.250.25
0.50
0.250.25
0.50
0.250.25
0.50
0.250.25
0.50
0.250.25
0.50
0.250.25
0.50
0.250.25
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Sample Size n = 3
The probability distribution of x isx P(x)
60 0.015680 0.0469100 0.1406120 0.2031140 0.2813160 0.1875180 0.1250
µx = 135, and σx = 28.722.
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Sample Size n = 4
When n = 4, the probability distribution of x isx P(x)
60 0.003975 0.015690 0.0547105 0.1094120 0.1914135 0.2188150 0.2188165 0.1250180 0.0625
µx = 135, and σx = 24.875.
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Sample Size n = 5
When n = 5, the probability distribution of x isx P(x)
60 0.001072 0.004984 0.019596 0.0488108 0.1025120 0.1572132 0.2051144 0.1953156 0.1563168 0.0781180 0.0313
µx = 135, and σx = 22.249.
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Sampling Distribution of x, n = 1
n = 1, µx = 135, and σx = 49.75.
18060 120
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Sampling Distribution of x, n = 2
n = 2, µx = 135, and σx = 35.178.
18060 120
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Sampling Distribution of x, n = 3
n = 3, µx = 135, and σx = 28.722.
18060 120
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Sampling Distribution of x, n = 4
n = 4, µx = 135, and σx = 24.875.
18060 120
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Sampling Distribution of x, n = 5
n = 5, µx = 135, and σx = 22.249.
18060 120
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Sampling Distribution of x, n = 6
n = 6, µx = 135, and σx = 20.310.
18060 120
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Sampling Distribution of x, n = 8
n = 8, µx = 135, and σx = 17.589.
18060 120
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Sampling Distribution of x, n = 10
n = 10, µx = 135, and σx = 15.732.
18060 120
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Sampling Distribution of x, n = 12
n = 12, µx = 135, and σx = 14.361.
18060 120
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Sampling Distribution of x, n = 15
n = 15, µx = 135, and σx = 12.845.
18060 120
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
The Central Limit Theorem for Means
Theorem (The Central Limit Theorem for Means)For any population with mean µ and standard deviation σ,the sampling distribution of x has the following mean andstandard deviation:
µx = µ
σx =σ√n.
Furthermore, if the population is normal, then x is normal. Ifthe population is not normal, but large enough, then x isapproximately normal.
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
The Central Limit Theorem for Means
The Central Limit Theorem for MeansFor our purposes, n is large enough if it is at least 30.
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Assignment
HomeworkRead Section 8.4, pages 531 - 545.Exercises 17 - 22, page 551.
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Assignment
Answers18. (a) N(69, 0.8333).
(b) N(69, 0.25).(c) The second one has a smaller standard
deviation.
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Assignment
Answers20.
12 13 14 15 16 17
0.1
0.2
0.3
0.4
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Assignment
Answers22. (a)
26 27 28 29 30 31
0.1
0.2
0.3
0.4
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Assignment
Answers22. (a) (i) 27 and 29.
(ii) 26 and 30.(iii) 25 and 31.
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Assignment
Answers22. (c)
26 27 28 29 30 31
0.2
0.4
0.6
0.8
Central LimitTheorem for
Means
Robb T.Koether
HomeworkReview
The CLT forProportions
Computingthe SamplingDistribution ofx
The CentralLimit Theoremfor Means
Assignment
Assignment
Answers22. (c) (i) It is narrower (twice as narrow).
(ii) It will be half as wide (27.5 to 28.5).(d) No. A value of 26 mpg for x would be 4
standard deviations below average.