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    Sergio Sosa
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    This document introduces sampling distributions and the Central Limit Theorem. It defines key terms like population parameter, sample statistic, and sampling variability. It explains that as sample size increases, sampling variability decreases. It illustrates how sampling distributions of sample means become normally distributed as sample size increases due to the Central Limit Theorem, even if the population is not normally distributed. It emphasizes that having nearly normal sampling distributions enables many statistical inference techniques by making probability calculations simpler.

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    This document introduces sampling distributions and the Central Limit Theorem. It defines key terms like population parameter, sample statistic, and sampling variability. It explains that as sample size increases, sampling variability decreases. It illustrates how sampling distributions of sample means become normally distributed as sample size increases due to the Central Limit Theorem, even if the population is not normally distributed. It emphasizes that having nearly normal sampling distributions enables many statistical inference techniques by making probability calculations simpler.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
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    9 views19 pages

    Session 1 Introduction

    Uploaded by

    Sergio Sosa
    This document introduces sampling distributions and the Central Limit Theorem. It defines key terms like population parameter, sample statistic, and sampling variability. It explains that as sample size increases, sampling variability decreases. It illustrates how sampling distributions of sample means become normally distributed as sample size increases due to the Central Limit Theorem, even if the population is not normally distributed. It emphasizes that having nearly normal sampling distributions enables many statistical inference techniques by making probability calculations simpler.

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    © All Rights Reserved
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    of 19

    Analytics Methods in the

    Systems I
    Introduction

    Dr. Javier Cruz Salgado

    B. S. Industrial Engineering

    M.Sc. Industrial Engineering and Manufacturing

    Ph.D. Industrial Engineering and Manufacturing

    PosDoc. Optical Metrology

    Dr. Javier Cruz Salgado


    Lesson Learning Objectives
    LO 1. Define sample statistic as a point estimate for a
    population parameter.
    LO 2. Recognize that point estimates (such as the sample
    mean) will vary from one sample to another, and define
    this variability as sampling variability.
    LO 3. Calculate the sampling variability of the mean, the
    standard error.
    LO 4. Distinguish standard deviation (σ or s) and standard
    error (SE).
    LO 5. Recognize that when the sample size n increases we
    would expect the sampling variability to decrease.

    Dr. Javier Cruz Salgado


    x

    Topics

    Introduction

    Sampling Distribution

    Central Limit Theorem

    Simulation
    Dr. Javier Cruz Salgado
    x

    Introduction
    Random Variable
    A random variable is a variable whose value is unknown or a function
    that assigns values to each of an experiment's outcomes.

    Probability Distribution
    A probability distribution is a statistical function that describes all the
    possible values and likelihoods that a random variable can take within
    a given range.

    Dr. Javier Cruz Salgado


    x

    Introduction

    Dr. Javier Cruz Salgado


    x

    Sampling Distribution
    Sample Statistic
    Sample ഥ
    𝑿
    Sample Statistic
    Sample ഥ
    𝑿
    Sample Statistic
    Sample ഥ
    𝑿
    Population
    Sample Statistic
    µ Sample ഥ
    𝑿
    Dr. Javier Cruz Salgado
    Sample Sampling
    Distribution Distribution
    x

    Sampling Distribution
    Average age of women
    in Mexico
    MX
    Women
    N = Pop. Size
    µ

    Dr. Javier Cruz Salgado


    x

    Which of the following would you


    expect to be more variable?

    1. Overall population distribution of all more spread in the entire population

    women in MX.

    2. Distribution of sample means of


    random samples of 1000 women
    from each state.

    Dr. Javier Cruz Salgado


    x

    Sampling Distribution
    Average age of women Aguascalientes (Ag):
    𝒙𝑨𝒈,𝟏 , 𝒙𝑨𝒈,𝟐 , … , 𝒙𝑨𝒈,𝟏𝟎𝟎𝟎
    ഥ 𝑨𝒈
    𝑿
    in Mexico
    MX
    Women Baja California (BC):
    N = Pop. Size
    𝒙𝑩𝑪,𝟏 , 𝒙𝑩𝑪,𝟐 , … , 𝒙𝑩𝑪,𝟏𝟎𝟎𝟎 ഥ 𝑩𝑪
    𝑿
    µ
    … …

    Zacatecas (Za):
    𝒙𝒁𝒂,𝟏 , 𝒙𝒁𝒂,𝟐 , … , 𝒙𝒁𝒂,𝟏𝟎𝟎𝟎 ഥ 𝒁𝒂
    𝑿

    Sampling distribution
    Dr. Javier Cruz Salgado
    Lets illustrate this with a
    simulation
    The URL of the applet
    is https://gallery.shinyapps.io/CLT_mean/
    x

    Dr. Javier Cruz Salgado


    x

    Central Limit Theorem (CLT)

    1. Sampling distribution is symmetric, and centered at the true


    population mean.
    2. If the sample size increased, the standard error decreased.
    Dr. Javier Cruz Salgado
    x

    Central Limit Theorem (CLT)

    - If the population distribution is normal, the sampling distribution Will also be nearly
    normal.
    - If the population distribution in not normal, the more skewed the population
    distribution, the larger sample size we need for the central limit theorem to apply.
    - For moderately skewed distributions, “n” greater tan 30 is a widely used rule. Dr. Javier Cruz Salgado
    x

    Central Limit Theorem (CLT)


    Sample size / Skew condition

    When the sample size is small, the sample


    mean Will be quite variable. The shape
    Will mimic the population.

    Dr. Javier Cruz Salgado


    x

    Central Limit Theorem (CLT)


    Sample size / Skew condition

    Increase the sample size, decreases the


    standard error and the distribution star to
    look more normal.

    Dr. Javier Cruz Salgado


    x

    Central Limit Theorem (CLT)


    Sample size / Skew condition

    With quite large samples we can


    overcome the effect of the parent
    distribution. The sampling distribution
    starts to resemble a closely normal
    distribution.

    Dr. Javier Cruz Salgado


    Why are we somewhat obsessed
    with having nearly normal
    sampling distributions?

    Because once you have a normal


    x
    distribution, calculating probabilities are
    relatively simple.

    Having a nearly normal sampling


    distribution open up a bunch of doors for
    us, for doing statistical inference.
    Dr. Javier Cruz Salgado
    Pop Quiz

    Code: F4KT8
    - Continue to Website.
    x
    - Choose a name.
    - Select a character.
    - Start.
    https://share.nearpod.com/JTtzRM2wFib

    Dr. Javier Cruz Salgado


    x

    Contacto

    Dr. Javier Cruz Salgado


    Javier.cruz@udlap.mx
    Dr. Javier Cruz Salgado

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