E370

2/24/2016
The distribution of the
sample mean
Week 08 -- Part 2
Two Important Variables
Sample Mean, is the mean of some simple random sample of size n.
, is the
There is an infinite number of simple random samples of size n that can be drawn from a population.
estimator for the
population There is an infinite number of s, one for every simple random sample.
mean, .
Individual s vary in value because each sample most likely contains different observations.
is a random variable. Thus, has a distribution, that is, an expected value, a standard deviation,
and a shape.

~? ,

The Central For any X~?(, ), ~ ,

if X~N or if n > 30.
Limit Theorem

Sample pi is the proportion of successes found in a fixed number of trials in a binomial, that is = where
Proportion, pi, is X~B(n, ).
the estimator for
the population pi is the continuous variable version of the discrete binomial and can be any value between 0 and 1.
proportion, .
Since X~B(n, ) is a random variable, so is pi a random variable; it is a linear transformation of X. Thus pi
has a distribution, that is, an expected value, a standard deviation, and a shape.

()
= ~ ,
if X~B(n, ) is sufficiently symmetric.
 .

=

Each xi is any numerical value randomly selected from the
same population.
n is the number of observations in one simple random sample.
is a continuous variable, regardless of the nature of
the population the sample was drawn from.
Because the sample was calculated from was
randomly selected, is a random variable.
An infinite number of random samples of the same size
can be drawn from any population, so an infinite
population of s can be calculated.

What is a sample mean?

 What are the expected values of ?
+ + +
= , where xi is a value from the population

X~?(2,4)
+ + +
=

( )+( )+( )+( )
=

+++
= = =

= (X)?
Yes. Always. Cant be anything else.

Expected values of
 + + +
=


= + + +

( ) ( )( ) ( )
= + + +


= + + +


= + + + = =


= = = = = =

Expected Dispersion?
 (X)
=

? and, further, =
?

Yes, for any countably infinite population.

Countably infinite?

Whenever %.

So, ~? ,

? Yes, indeed.

Say, what?
 Ifthe population was normally distributed,
then the distribution of the sample mean is also
normally distributed.

What if it isnt? . . . .
We have seen glimpses of the answer to this before.
(Remember what happened to the shape of the
binomial distribution when was held constant, but
n increased?)
Well start with the normal case . . .

What about the shape?

Heights of adult members of the Yanomamo
Tribe
Mean heights of n=2 Yanomamo Adults
Mean heights of n=5 Yanomamo Adults
Mean heights of n=30 Yanomamo Adults
Distributions of Mean Heights of Yanomamo
Adults for various n

Population Means n = 2 Means n = 5 Means n = 30

 As
n increased, the distribution of the sample
mean got taller and narrower.
So, what does that mean?
As samples get bigger, sample means get more and more
like the population mean.
This will continue long past n=30.
At n=, the distribution will collapse at the population mean.
As samples get bigger, sample means get more and more
like the other sample means, they become increasingly
homogeneous.
As n increases, the standard deviation of the sample mean gets
smaller and smaller.

What did we observe?

 A bimodal population:
Distribution of Number of Items
Purchased in One Sale
Mean number of items purchased
in one sale by two different
customers
Mean number of items purchased by five
different customers
Mean number of items purchased in one sale
by thirty different customers
A Uniform Population: Time to Successful
Completion of a Project in Days
Average Time to Completion of
Two Identical Projects in Days
Average Time to Completion of
Five Identical Projects in Days
 Average Time to Completion of
Thirty Identical Projects in Days
An exponential population: Time to
Arrival of Next Customer for a Bank
Teller in Minutes
Average Time to Arrival of Two
Customers for a Bank Teller in
Minutes
Average Time to Arrival of Five
Customers for a Bank Teller in
Minutes
Average Time to Arrival of Thirty
Customers for a Bank Teller in
Minutes
 Theresults we have seen so consistently are
formalized and proved using the Central Limit
Theorem.
Central refers to its importance to the study of
statistics. Without this theorem, inferential methods
are largely impossible.
It says, for any random variable which has a mean
and a standard deviation, the distribution of the
sample mean will be normal if n is big enough.
How big? The common rule of thumb is if n > 30.

A most important theorem

 No matter what the population is like, means of
samples drawn from a population have a
distribution you can bet on, if the samples are big
enough.
The distribution of the means has the same mean as the
population does. (Always true!)
The distribution of the means has a standard deviation
that is smaller than the population standard deviation by

a factor of . (Always true for countably infinite populations!)

The distribution of the means has a normal shape if
The population is normal or
if the sample size is big enough, that is, n > 30.

What does it all mean?

 The heights of North
American women are
normally distributed with
a mean of 64 inches and
a standard deviation of 2
inches.
What is the probability that
a randomly selected woman
is taller than 66 inches?
=1-NORM.DIST(66,64,2,1)
=0.1587

An example
 Whatis the probability that
a sample of 4 women
have a mean height of
more than 66 inches?

~(, = )

=1-NORM.DIST(66,64,1,1)

=0.0228

Continuing the example. . .

 What is the probability that a
sample of 100 women have
a mean height of more than
66 inches?

~(, = . )

=1-NORM.DIST(66,64,0.2,1)

=0

. . . and continuing . . .
 Ifyou did not know that the population of
heights of North American women was
normal, which, if any, of the questions just
answered could have been answered?

Onlythe last, because that was the only

sample where n > 30.

What if X is not normal?