E370

5/13/17
The distribution
of the sample
mean
Week 08 -- Part 2
Two Important Variables
Sample is the mean of some simple random sample of size n.
Mean, , is There is an infinite number of simple random samples of size n that can be drawn
the from a population.

estimator There is an infinite number of s, one for every simple random sample.
for the Individual s vary in value because each sample most likely contains different
population observations.
is a random variable. Thus, has a distribution, that is, an expected value, a
mean, . 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 X~B(n, ).
Proportion,
pi, is the pi is the continuous variable version of the discrete binomial and can be any value
estimator between 0 and 1.
for the Since X~B(n, ) is a random variable, so is pi a random variable; it is a linear
population transformation of X. Thus pi has a distribution, that is, an expected value, a
proportion, 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?
?
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
The results 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.
A most important theorem
How big? The common rule of thumb
is if n > 30.
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?

 Theheights 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)
Continuing the
example. . .
=0.0228
 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?

Only the last, because that was

the only sample where n > 30.

What if X is not normal?