‘The Central Limit Theorem Recall Example: Let X;, Xp, Xq Fepresenta random sample of values taken from the same probability distibution where E[X] = wand Var{X,] = 02. The sample mean is denoted sparsanial Find £[F] as well as VarlZ] ana SO[&) Je EP erm | ef 2) (Att). HA Tins: f , Xy be independent and identically distributed random variables, Seo EUG = w and Varlt] = a? < 00, meaning. Let where X ‘Then the distribution function U, of converges tothe standard normal distribution function asm -» 9, Orin other words. \Wiich s the cumulative distribution function ft standard normal disbution. eis so cig is ini cone guilt > ely son o£ said to be S| 02.32 —— aasanex I~ Me FE Gay aioe” Both wih Bor x O4 ae ~?*%) ~ - a ah te spred of My oneve It ue Oven Og Colle! Sheba Erar (e\ Grate selon ab oth potthe $4-9bs- Bea Example: Achievement test scores of all high school seniors in a state have mean 60 and vara. rndom sample of 10 tudes om one arg high soo had a mean ore of 8. le there evidence to ouggaet that thie high echool i inferior? cs a ond a2 se Sf 8 & pol? Hl & eis th OF EZ 2h om prone foty 0.40% Dele Nib bebo SE 0,062 2S Yes Tool “is hgh Soap OT poy be tabaci be ory Oe ewe Sefer?‘until their call was answered was measured, on average ne Tall ass 10 minutes. What isthe probability that the ting tine ofthese thirty-five calls is? (2) Between 10 and 10.5 minutes? aes ? y JA? pun (se bel fire Ue Wa, onl Ve z ee 5 hse 0.8 28 Re Ane R08) 70.61 A the Gg of 35 els — oat \, me fun on Grrrwge ve 5 n en 05] opr 4 _ a ones Gall as mines Esc | ep Harn) 1 -Pien)% (0, 2242 O02 x ea ay e\he 2 & ste zest ange ts ‘ney paertot te ne te manag ie (5) wil be not own? ot ah ¥6 “e % AA Zz ot mintteb* Example: A botting machine x: teglaed so that itcicharges an ‘ounces ft ote. hasbeen obrved tha the amount ofl dispensed bythe machine B= LObunce. A sample offiled bodes is randomly selected fom the output of the mh on given day (alloted with he same machine seting), andthe ness oF flare measured foreach Find the probabil hat the smple@ep wil be within 03 ounce ofthe tr mean for the chosen machine etn —E-—T—EC—_ ye H10.3) Pp P09 840-9) ~ Pwr « a “w ie . oe SAY 20a E aese ES Zz ey Telm sie) 4 coh pg] 000 o oy » cod 1 |e 04 fut ta a < 4! ols How many observations should be included inthe sample if we wish Y tbe within 03 ounce of 1: with probability 0957 Sole for a7 Ce a esp gay to ager & “habe 7 ae S1m)‘The Central Limit Theorem (categorical data) Ley =A, + Ny +. My be the sum of independent and identically disuibuted Bernoul] variables, meaning..., E[Y] = np and Var[Y] = np(1 —p) aka k franglo = Lo8ipl=p, sop ean PIs xy sp): Ve = fer 7 ‘ ae 8 aoe oat 3 lee Let bp ~ ® "pap oe? SE % sions danesche oe oF 2 bent ‘Then the distribution function U, of converges tothe standard normal distribution function as n> 20, rin other words, limP@, sw) Which isthe cumulative distribution function of the standard normal distribution Generally the distribution of fis sid to be approximately normal when np > 10, 02 Biranel | wo Suess Yeo ow Pte Alea Pe ate One ee de + ° al rn telephone. A recent random sample Geno be taken ‘and line phone (and excTastvely use the phone)? ec p rors) eel v os 2133 “an 0.408 ee 1S Be Then ous ewe Met ; Kayla tore ) ae esate ee PP? s of ged Tete at del m a) 13 Neher iz pr pope, p08 why ve gh 7 | wo Bar ath goer Siler eT yer will mer Cp?) mre? spore? wt core? ui ful alone yer yor peY Example: An assumed to be “fair die’ is tossed 200 times, and the percentage of tosses Abel ae - pe hin Oe so pnp o> to be observed. Of the 200 tosses, 45 came up °6. Does this indicate pe i yeas 2a Peers o &, a yo ser at oot ’ ¥ & \ \ 4S Boss \ v em ° oo we Sie Ye (hi? (cig 26.01% wit ee yer) Pe w ts) a porte wend ghey Meh ayve " a nts be pa her Die sm ow is me oe POY ¥S)= Persasi) = Ben eye akeectore abiB6-+ +More Examples: Example: An expert witness in a paternity suit testifies thatthe length in days) of pregnancy (this is, ime from impregnation to the delivery of the child) is a variable that is normally distributed with a mean of270Mays and a standard deviation of 10 days?20 preznant women are randomly selected, what is the probability that the average length of pregnancy is between 265 and 271 days? rd K x 7 Ce (wh any all Z| Pee fh Melb 065995 20Example : A statistic I have referred to on a few different occasions the percentage of undergraduate students at the U of C who have used rharijuana in the past six months, this percentage B ing in the neighborhood of 20%. Assume that p = 0.20. A random sample ‘of C undergraduates is taken, each one is to be asked if he/she has used marijuat ix months. inthe past: (a) What is the probability that the percentage of this sample that has used ‘marijuana in the past six months is between 18% and 23%? (b) What happens to the distribution ofp if the sample size increases from n = 100 ton =200?bye ed ns SD Te Example: People entering a gambling casino at arate of 4 every 2 minutes. ‘Assuming thatthe number of people entering the casino ina 2 minute interval can bbe modeled with the Poisson distribution. One-hundred two-minute intervals are randomly selected. What is the probability thatthe mean numberof people entering the casino inthis sample is more than 4.5? 20 + se Zz