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Lesson: Sampling Distribution and the Central Limit Theorem
This module was designed to help you with defining the sampling
distribution of the sample mean for normal population. It contains the lesson on
Central Limit Theorem (CLT) and the sampling distribution of the sample means
using CLT. The lessons in this module will help you solve real-problems involving
sampling distribution of the sample means.
Objective/Learning Competency
In this lesson you are expected to:
1. define the sampling distribution of the sample mean for normal
population when the variance is:
(a) known; (b) unknown. (M11/12SP-IIIe-1)
2. illustrate the Central Limit Theorem. (M11/12SP-IIIe-2)
3. define the sampling distribution of the sample mean using the Central
Limit Theorem. (M11/12SP-IIIe-3)
4. solve problems involving sampling distributions of the sample mean.
(M11/12SP-IIIf-1)
Pre- Assessment
1. The frequency distribution of X based on the Central Limit Theorem has the
following properties EXCEPT
A. ITS mean is equal to the population mean.
B. Its standard deviation is equal to the standard deviation of the population.
C. Its standard deviation is equal to the standard deviation of the population
divided by the square root of the sample size.
D. It will tend to have a normal distribution, regardless of the shape of the
population.
2. The standard deviation of the sampling distribution of the mean is also called
___
A. mean C. variance
B. standard error of the mean D. z score
2
5. Which value of n does correction factor applies?
A. greater than 0.005 N C. greater than 0.5 N
B. greater than 0.05 N D. greater than N
8. Given: μ = 85, σ = 3.1, n = 40, what is the standard error of the mean?
A. 0.49 C. 12.99
B. 2.125 D. 85
9. Two random samples are to be chosen from the population having values of
1, 5, 10, 20 and 50. Find the standard deviation of the sample mean?
A. 17.2 C. 17.59
B. 17.48 D. 25.6
3
Lesson 1: Sampling distribution of the sample mean for normal population when
variance is known or unknown.
From the previous module, you were able to determine the standard
deviation of the sampling distribution. This standard deviation is called the
standard error of the mean. Like a standard deviation, the standard error of the
mean can be thought as the “average” amount that the sample means deviate
from the μ of the sampling distribution.
If the population parameter is known, the formula for the standard error of
𝝈
a mean is 𝝈𝒙̅ = where σ is the standard deviation of the population and the n is
√𝒏
the size of the sample.
If only the sample is known, then the standard error of a mean is estimated
𝒔
using the formula 𝒔𝒙̅ = .
√𝒏
The 𝑠𝑥̅ from the above formula has the following value:
2
𝑠𝑥̅ = √∑𝑛−1
𝑥
for small sample (n < 30)
2
𝑠𝑥̅ = √∑𝑛𝑥 for small sample (n > 30)
where ∑ 𝑥 2 is the sum of squares of deviations of observations from the
sample mean.
The standard error of the mean measures the degree by which the mean
of the sampling distribution is affected by the errors of the sampling as well as
errors of measurement. It is directly proportional to the standard deviation of the
population and is inversely proportional to the square root of the size of the
sample. The larger the sample size, the less is the dispersion of the means from
their central value.
4
Activity 1:
B. Write True if the statement is true, otherwise underline the word and replace
with the correct word/s to make the statement true.
__________ 1. The standard deviation is called the standard error of the population.
__________ 2. If the population parameter is known, the formula for the standard
𝝈
error of a mean is 𝝈𝒙̅ = .
√𝒏
___________ 3. The larger the n or the sample size is, the more dispersed is the mean
from the central value.
___________ 4. The standard error is directly proportional to the square root of the
sample size.
__________ 5. You can determine the variance of the sampling distribution given
the population data.
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Lesson 2: Sampling Distribution and Central Limit Theorem
Finding the mean and the variance of the sample mean is initially done by
listing all possible outcomes in the sample space. After which, you can compute
the mean and variance. Listing alone and writing all the possible sample
points/outcomes in your sample space requires time. You wonder, is there an
easier way? In this lesson, the mean and the variance of the sampling distribution
of the means can be computed using the formula for the mean and variance.
Example 1:
You are given the cost of five meals available in the canteen of a manufacturing
company in SBMA shown in the table below. Suppose a random sample of 2 are
taken from these five meals.
a. Find the variance (σ2) and the standard deviation (σ) of the population.
b. Find the variance (𝜎𝑥̅2 ) and the standard deviation (𝜎𝑥̅ ) of the sample
mean.
c. Compare σ and 𝜎𝑥̅ .
Solution:
a. Variance (σ2) and the standard deviation (σ) of the population.
X X2
30 900
35 1225
40 1600
45 2025
50 2500
∑X = 200 ∑ 𝑋 = 8250
2
∑ 𝑋2 ∑𝑋 2
The variance is computed using the formula σ2 = – ( )
𝑁 𝑁
8250 – 200 2
σ2 = ( )
5 5
= 50
∑ 𝑋2 ∑𝑋 2
The standard deviation is computed using the formula σ = √ – ( )
𝑁 𝑁
8250 200
σ=√ – ( )2
5 5
= 7.07
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b. To compute the variance (𝜎𝑥̅2 ) and the standard deviation (𝜎𝑥̅ ) of the
sampling distribution of the sample mean, see the table below:
S = {30, 35; 30, 40; 30, 45; 30, 50; 35, 40; 35, 45; 35, 50; 40, 45; 40, 50; 45, 50}
̅
𝑿 P(𝑿̅) 𝑿̅ ● P(𝑿̅)
32.5 0.1 3.25
35.0 0.1 3.5
37.5 0.2 7.5
40.0 0.2 8.0
42.5 0.2 8.5
45.0 0.1 4.5
47.5 0.1 4.75
̅ ) = 40
̅ ● 𝐏(𝑿
∑𝑿
𝜇𝑥̅ = ∑ 𝑋̅ ● P(𝑋̅) = 40
̅
𝑿 P(𝑿̅) ̅ 𝟐 ● P(𝑿
𝑿 ̅)
32.5 0.1 105.625
35.0 0.1 122.500
37.5 0.2 281.250
40.0 0.2 320.000
42.5 0.2 361.250
45.0 0.1 202.500
47.5 0.1 225.625
̅ ) = 1618.75
̅ 𝟐 ● 𝐏(𝑿
∑𝑿
From the table above, it clearly shows that the sampling variance and
standard deviation has smaller value compared with the population.
We will try to use the formula below to get the value of 𝜎𝑋̅
𝜎 𝑁−𝑛
𝜎𝑋̅ = ●√
√𝑛 𝑁−1
7
7.07 5−2
= ●√
√2 5−1
= 4.33
The computed standard deviation of the sampling distribution is the same
as with the value of the population standard deviation using the given equation.
Example 2:
A player was given four Ping-Pong balls with numbers (1, 3, 5, and 9) written on
each ball. The player is tasked to choose two balls randomly.
1. Find the variance (σ2) and the standard deviation (σ) of the population.
2. Find the variance (𝜎𝑥̅2 ) and the standard deviation (𝜎𝑥̅ ) of the sample
mean.
3. Compare σ and𝜎𝑥̅ .
Solution:
1. Variance (σ2) and the standard deviation (σ) of the population.
X X2
1 1
3 9
5 25
9 81
∑X = 18 ∑ 𝑋 = 116
2
2. To compute the variance (𝜎𝑥̅2 ) and the standard deviation (𝜎𝑥̅ ) of the
sampling distribution of the sample mean, see the table below:
S = {1, 3; 1, 5; 1, 9; 3, 5; 3, 9; 5, 9}
̅
𝑿 P(𝑿
̅) ̅ ● P(𝑿
𝑿 ̅)
2 1 2
6
or .333
6
3 1
.5
6
4 1 4
6
or .667
6
5 1 5
6
or 0.833
6
6 1
1
6
8
7 1 7
6
or 1.167
6
̅ ) = 4.5
̅ ● 𝐏(𝑿
∑𝑿
𝜇𝑥̅ = ∑ 𝑋̅ ● P(𝑋̅) = 4.5
𝑿̅ P(𝑿
̅) ̅ 𝟐 ● P(𝑿
𝑿 ̅)
2 1
0.667
6
3 1
1.5
6
4 1
2.667
6
5 1
4.167
6
6 1
6
6
7 1
8.167
6
̅ ) = 23.168
̅ 𝟐 ● 𝐏(𝑿
∑𝑿
From the two examples given, we can now use the equation of finding the
standard deviation of the sampling distribution of the sample means using the
formula
𝜎 𝑁−𝑛 Where:
𝜎𝑋̅ = ●√ σ = standard deviation of the population
√𝑛 𝑁−1
N = size of the population
n = size of the sample
Previously, you were able to come up with the conclusion that you can find
the standard deviation of the sampling distribution using the equation provided.
In this lesson, you will learn the properties of Central Limit Theorem and how these
properties are used in sampling distribution from a normal population.
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Let us use the data of two examples. The histogram of the probability
distribution of the two examples previously discussed are shown.
̅
𝑿 P(𝑿̅) ̅
𝑿 P(𝑿̅)
2 1 32.5 0.1
6
3 1 35.0 0.1
6 37.5 0.2
4 1
6 40.0 0.2
5 1
42.5 0.2
6
6 1 45.0 0.1
6
47.5 0.1
7 1
6
The shapes of two histogram differ from each other. Each of the samples
are sampling distribution drawn from a population. Shapes of this histogram will
vary depending on the number of samples to be taken from a population data.
When several samples are taken from a population and if the samples are large
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enough, the distribution of the sample means will be near or approximately
normal. Thus, the mean of the means of random samples can be taken as
parametric value.
The Central Limit Theorem is a statistical principle that defines the mean,
the standard deviation, and the shape of a sampling distribution. From the central
limit theorem, sampling distribution of means will always have the following
properties.
The importance of the central limit theorem is that we can describe the
sampling distribution from any variable without actually having to infinitely sample
the population of raw scores. Probabilities involving 𝑥̅ can be computed by using
𝑥̅ − 𝜇
the standardized variable z = 𝜎 and referring to the standard normal z curve.
√𝑛
Example
Find the correction factor (if CF applies) given the following:
1. N = 1000, n = 60
2. N = 185, n = 45
3. N = 750, n = 112
4. N = 80, n = 30
5. N = 500, n = 215
Solution:
𝑁−𝑛
Use the Correction Factor (CF) equation √
𝑁−1
𝑁−𝑛 1000−60
1. CF applies (60 > .05N = 50), CF = √ =√ = 0.970
𝑁−1 100 −1
𝑁−𝑛 185 − 45
2. CF applies (45 > .05N = 10), CF = √ =√ = 0.872
𝑁−1 185 −1
𝑁−𝑛 750−112
3. CF applies (112 > .05N = 38), CF = √ =√ = 0.923
𝑁−1 750 − 1
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𝑁−𝑛 80−30
4. CF applies (30 > .05N = 4), CF = √ =√ = 0.796
𝑁−1 80 −1
𝑁−𝑛 500−215
5. CF applies (215 > .05N = 25), CF = √ =√ = 0.756
𝑁−1 500−1
ACTIVITY 2.
1. Two random samples are to be chosen from the population having values of
5, 10, 20, 50 and 100.
a. Find the mean of the population, μ.
b. Find the standard deviation of the population, σ.
c. Find the standard deviation, 𝝈𝑿̅ of the sampling distribution using the
equation given.
2. Find the value of correction factor (if CF applies) given the following:
A. N = 55 and n = 2
B. N = 120 and n = 35
C. N = 100 and n = 25
D. N = 200 and n = 64
E. N = 1000 and n = 75
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Lesson 3. Solving problems involving Sampling Distributions
With all the essential properties of Central Limit Theorem, we can now
apply its properties in solving real-life problems.
Example 1.
It is recorded that the average daily admission of Covid-19 related illness at the
start of January 2021 (Manila, Philippines) is 160, with a standard deviation σ =
10. If a sample mean of size n = 16 days is randomly selected, find the probability
that this sample mean 𝑥̅ will be between 154 and 160 of the population mean.
Given: μ = 160 σ = 10 n = 16
Solution:
Applying the Central Limit Theorem
𝜇𝑥̅ = μ = 160
𝜎
𝜎𝑥̅ = (infinite population)
√𝑛
10
=
√16
= 2.5
𝑥̅ − 𝜇 𝑥̅ − 𝜇
z= 𝜎 z= 𝜎
√𝑛 √𝑛
154−160 160−160
zx=154 = 10 zx=160 = 10
√16 √16
= -2.4 =0
Using your Z-table, the area under the curve -2.4 < z <0 is .4918.
Therefore, P(154 < 𝑥̅ < 160) or P(-2.4 < 𝑧 < 0) = 0.4918 or 49.18 %
Example 2.
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20 𝟑𝟎𝟎 −𝟔𝟒
= ●√
𝟑𝟎𝟎 −𝟏
√64
= 2.5 ● 0.888
= 2.221
𝑥̅ − 𝜇 𝑥̅ − 𝜇
z= z=
𝜎𝑥
̅ 𝜎𝑥
̅
= -1.80 = 1.35
Using your Z-table, the area under the curve -1.80 < z < 0 is .4641. Similarly,
using the Z-table, area under the curve 0 < z < 1.35 is .4115. Adding these two
areas, we get 0.8756. Therefore, P(428 < 𝑥̅ < 435) or P(-1.80 < 𝑧 < 1.35) = 0.8756 or
87.56%
Example 3.
A researcher develops a test for selecting intellectually gifted children, with μ =
56 and 𝜎𝑥̅ = 8. What percentage of children are expected to score below 60?
Given: μ = 56 X = 60
𝜎𝑥̅ = 8 (you can directly use to compute for z-score)
Required: Percentage when 𝑥̅ < 60
𝑋−𝜇
Solution: z =
𝜎𝑥
̅
60−56
=
8
= 0.5
Using your Z-table, the area under the curve z < .5 is .1915 and half the
normal curve, 0.5. Adding these two areas, we get 0.6951. Therefore, P(X < 60) or
P(𝑧 < 0.5) = .6915 or 69.15%.
Activity 3.
1. A population of raw scores has μ = 75 and 𝜎 = 22, our n = 100 and 𝑥̅ = 80.
a. The μ of the sampling distribution equals __________
b. The type of population is _____________
c. The computation of correction factor does/ does not apply. (Encircle)
d. The standard error of the mean is ________________
e. The z-score for a sample mean of 80 is ____________
2. A random sample of size n = 20 measurements is selected from a population
with mean μ = 3.5 and standard deviation 𝜎 = 1.5 What is the probability
that-
a. the sample mean is greater than 3.1?
b. the sample mean is less than 3.6?
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Summary
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Post-Assessment
1. The frequency distribution of X based on the Central Limit Theorem has the
following properties EXCEPT
A. Its mean is equal to the population mean
B. Its standard deviation is equal to the standard deviation of the population
C. Its standard deviation is equal to the standard deviation of the population
divided by the square root of the sample size
D. It will tend to have a normal distribution, regardless of the shape of the
population
2. The standard deviation of the sampling distribution of the mean is also called
___
A. mean C. variance
B. standard error of the mean D. z score
3. As the sample size n decreases, the mean of the sampling distribution
A. Decreases C. Stays the same
B. Increases D. not enough information is given
4. As the n sample size n decreases, the standard deviation of the sampling
distribution
A. Increases C. decreases
B. Stays the same D. not enough information is given
5. The correction factor (CF) applies to all values of n EXCEPT?
A. 0.04N C. 0.5N
B. 0.06N D. 0.9N
6. A random sample of n = 36 measurements is selected from a population with
mean µ = 10 and standard deviation σ = 2.3.What is the mean of the sample
size n = 36?
A. 2.3 C. 36
B. 10 D. not enough information is given
7. What is the finite population correction factor of N = 50 and n = 7?
A. 0.369 C. 0.973
B. 0.937 D. 0.976
8. Given: μ = 100, σ = 4.5, n = 25, what is the standard error of the mean?
A. 0.18 C. 0.8
B. 0.25 D. 0.9
9. Two random samples are to be chosen from the population having values of
1, 2, 3, 4 and 5. Find the standard deviation of the sample mean?
A. 1.41 C. 3
B. 2 D. 2.23
10. A normally distributed population has a μ = 100 and σ = 10. If a sample of n =
25 is selected, what is the probability that the mean is less than 97?
A. 3.96N % C. 3.88 %
B. 3.32 % D. 6.68 %
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References
Basic Statistics
by Ybanez, Lydia M.
Phoenix Publishing House (1993)
Quezon City, Metro Manila
pages 195-201
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