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Mathematics: The Central Limit Theorem
Mathematics: The Central Limit Theorem
LESSON 7.3
The Central Limit Theorem
Table of Contents
Introduction 1
DepEd Competency 2
Objectives 2
Warm-Up! 3
Let’s Practice 6
Key Points 19
Bibliography 20
Mathematics
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Lesson 7.3
The Central Limit Theorem
Introduction
One of the most important things to monitor in a business establishment is the number of
visitors or customers that visit the store at a certain time period. This would help the business
in assessing if there is a need to adjust their procedure or if there is a need for a tweak in the
services that they may offer.
In this lesson, you will discover how the concept of the Central Limit Theorem would make
these data possible for further decision-making of these businesses.
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b. 8 𝐶4
c. 11 𝐶5
2. Solve for the mean and standard deviation of the following sets of numbers.
a. 87, 76, 89, 94, 86
b. 9, 2, 4, 6, 2, 8, 4, 9, 3
c. 184, 291, 175, 236, 287
d. 23, 30, 32, 21, 28
DepEd Competency
At the end of the lesson, you should be able to illustrate the Central Limit
Theorem (M11/12SP-IIIe-2).
Objectives
At the end of this lesson, you should be able to do the following:
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● Correctly determine the instances where the Central Limit Theorem can
be applied.
Warm-Up!
Materials
● none
Instructions
1. This activity will be done as a class. One student will act as a facilitator.
2. Each student will think of a random integer from 1 to 5.
3. The facilitator will select three random students and get the mean of the integers
that they had in mind. The facilitator will record that mean on the board.
4. Select another student and ask for his/her integer. Include him in the previous
three students take the new mean. The facilitator will record the new mean on the
board.
5. Continue the process until all students have been selected.
6. The final mean that you obtained is the population mean. Observe the behavior of
the means obtained in the process and compare it to the population mean. How
would you compare the population mean to the rest of the means?
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Theorem 3.1: Given a large enough sample size, the Central Limit
Theorem states that the sampling distribution of the
sample mean will have a normal distribution, or have an
approximately normal distribution, regardless of the
distribution of the population.
The mean of the sampling distribution of the sample mean will be equal to the population
𝜎
mean 𝜇 and the standard error will be . For populations with finite size, the standard
√𝑛
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𝜎 𝑁−𝑛
deviation of the sampling distribution of the sample mean is given by 𝜎𝑋̅ = ∙ √ 𝑁−1, where 𝑁
√𝑛
Essential Question
How does the population size affect the sampling distribution of the sample
mean?
The Central Limit Theorem is a fundamental theorem in Statistics. It implies that as long as
we have a sufficient amount of sample, any distribution slowly approaches a normal
distribution. As a result, we can apply different statistical procedures that are only applicable
to normally distributed sets of data to any population given large sample size.
Note that for a sample size to be “large enough,” many factors can be considered, such as the
ratio of the sample size to the population size, type of data, or even the context of the problem
where the theorem is applied. But as a rule of thumb, the sample size is considered large
enough if it is at least 30.
Essential Question
How would you know if the sampling distribution of the sample mean is
normally distributed?
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Let’s Practice
Example 1
Consider a population with 𝜇 = 50 and 𝜎 = 5, is taken. Find the mean and the standard
deviation of the sampling distribution of the sample mean with a sample size of 30.
Solution
By the Central Limit Theorem, since the sample size is at least 30, the sampling distribution of
the sample mean will be normally distributed. Since we know that 𝜇 = 50 and 𝜎 = 5, we can
solve for the mean and standard deviation of the sampling distribution of the sample mean.
The mean of the sampling distribution of the sample mean is equal to the population mean.
𝜇𝑋̅ = 𝜇
𝜇𝑋̅ = 50
Thus, the mean of the sampling distribution of the sample mean is 50.
Moreover, the standard deviation of the sampling distribution of the sample mean is equal
to the quotient of the population standard deviation and the square root of the sample size.
𝜎
𝜎𝑋̅ =
√𝑛
5
𝜎𝑋̅ =
√30
5
𝜎𝑋̅ =
√30
𝜎𝑋̅ ≈ 0.91
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Thus, the standard deviation of the sampling distribution of the sample mean is
approximately 0.91.
Try It Yourself!
A population has a mean 𝜇 = 120 and a standard deviation 𝜎 = 10. A sample of size 50
is taken from the population. What are the mean and the standard deviation of the
sampling distribution of the sample mean?
Example 2
A set of data consists of the values 10, 20, 30, and 40. A sample of size 2, which is considered
large enough, is taken from the population. Verify that the histogram of the sampling
distribution of the sample mean is approximately bell-shaped.
Solution
Step 1: Determine the number of possible samples from the given population.
The problem states that a sample of size 2 is taken from the population. Since
there are four members in the population and the sample size is 2, the number
of samples is determined by 4𝐶2.
4!
4𝐶2 =
(4 − 2)! 2!
4!
4𝐶2 =
2! 2!
4𝐶2 = 6
Thus, there are 6 possible samples of size 2 from the given population.
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Step 2: Determine the samples from the given population and compute their sample
means.
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Step 4: Construct the histogram of the sampling distribution of the sample mean and
verify whether the histogram is approximately bell-shaped.
Use the x-axis for the sample means and the y-axis for the probability of each
sample mean.
0.51
0.34
0.17
0
15 20 25 30 35
Try It Yourself!
A set of data consists of the values 40, 45, 50, 55, and 60. A sample of size 3, which is large
enough, is taken from the population. Verify that the histogram of the sampling distribution
of the sample mean is approximately bell-shaped.
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Example 3
A population consists of the numbers 3, 6, 9, 12, 15, and 18. A sample of size 3, which is large
enough, is taken from the population. Verify the application of the Central Limit Theorem by
comparing:
a. the mean of the sampling distribution of the sample mean and the population mean.
b. the standard deviation of the sampling distribution of the sample mean and the
population standard deviation.
Solution
Step 1: Determine the number of possible samples from the given population.
The given population consists of six values and three are taken to form the
sample. Thus, the number of possible samples is given by 6𝐶3 .
6!
6𝐶3 =
(6 − 3)! 3!
6!
6𝐶3 =
3! 3!
6𝐶3 = 20
Thus, there are 20 possible samples of size 3 from the given population.
The table below illustrates the different samples of size 3 and their sample
means.
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1
7
20
2
8
20
3
9
20
3
10
20
3
11
20
3
12
20
2
13
20
1
14
20
1
15
20
Compare the mean of the sampling distribution of the sample mean and the
population mean.
The population mean is obtained by adding all the members of the population
and then dividing the sum by the population size.
3 + 6 + 9 + 12 + 15 + 18
𝜇=
6
𝜇 = 10.5
The mean of the sampling distribution of the sample mean can be obtained
using the formula 𝜇𝑋̅ = Σ[𝑋̅ ∙ 𝑃(𝑋̅)].
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̅
𝑿 ̅)
𝑷(𝑿 ̅ ∙ 𝑷(𝑿
𝑿 ̅)
1
6 0.3
20
1
7 0.35
20
2
8 0.8
20
3
9 1.35
20
3
10 1.5
20
3
11 1.65
20
3
12 1.8
20
2
13 1.3
20
1
14 0.7
20
1
15 0.75
20
Solve for the mean of the sampling distribution of the sample mean by adding
all the values in the column 𝑋̅ ∙ 𝑃(𝑋̅).
Thus, the population mean and the mean of the sampling distribution of the
sample mean are equal.
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Σ𝑋 2 Σ𝑋 2
𝜎=√ −( )
𝑁 𝑁
𝑿 𝑿𝟐
3 9
6 36
9 81
12 144
15 225
18 324
𝚺𝑿 = 𝟔𝟑 𝚺𝑿𝟐 = 𝟖𝟏𝟗
Σ𝑋 2 Σ𝑋 2
𝜎=√ −( )
𝑁 𝑁
819 63 2
𝜎= √ −( )
6 6
𝜎 ≈ 5.12
The standard deviation of the sampling distribution can be obtained using the
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̅
𝑿 ̅𝟐
𝑿 ̅)
𝑷(𝑿 ̅ 𝟐 ∙ 𝑷(𝑿
𝑿 ̅)
1
6 36 1.8
20
1
7 49 2.45
20
2
8 64 6.4
20
3
9 81 12.15
20
3
10 100 15
20
3
11 121 18.15
20
3
12 144 21.6
20
2
13 169 16.9
20
1
14 196 9.8
20
1
15 225 11.25
20
̅ 𝟐 ∙ 𝑷(𝑿
𝚺[𝑿 ̅ )]
= 𝟏𝟏𝟓. 𝟓
Solve for the standard deviation of the sampling distribution of the sample
𝜎 𝑁−𝑛
mean using the formula 𝜎𝑋̅ = ∙ √ 𝑁−1. We will use this formula since the
√𝑛
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𝜎 𝑁−𝑛
𝜎𝑋̅ = ∙√
√𝑛 𝑁 − 1
5.12 6−3
𝜎𝑋̅ = ∙√
√3 6−1
𝜎𝑋̅ ≈ 2.29
Thus, the relationship between the population standard deviation and the
standard deviation of the sampling distribution holds true.
Try It Yourself!
Using the same population that consists of 3, 6, 9, 12, 15, and 18 and a sample of size 3,
verify the application of the Central Limit Theorem by checking if the histogram of the
sampling distribution of the sample mean is approximately bell-shaped.
Real-World Problems
Example 4
The population mean of the age of the residents in a certain city
is 56.12 years with a standard deviation of 15.3 years. A group of
2 000 residents from a certain barangay in the city is taken as a
sample. If the population of the city 150 000, find the mean and
standard deviation of the sampling distribution of the sample
mean of the residents’ ages.
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Solution
Step 1: Determine the mean of the sampling distribution of the sample mean.
By the Central Limit Theorem, the sampling distribution of the sample mean of
the ages of the residents in the city tends to form a normal distribution since
the sample size is at least 30. Thus, the population mean and the mean of the
sampling distribution of the sample mean are equal.
𝜇𝑋̅ = 𝜇
𝜇𝑋̅ = 56.12
Thus, the mean of the sampling distribution of the sample mean is 56.12
years.
Step 2: Determine the standard deviation of the sampling distribution of the sample
mean.
There is a finite number of population given in the problem, that is, 150 000.
Thus, we will use the following formula to compute the standard deviation of
the sampling distribution of the sample mean.
𝜎 𝑁−𝑛
𝜎𝑋̅ = ∙√
√𝑛 𝑁 − 1
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Try It Yourself!
The average number of visitors per week in a certain store is
215.13 people with a standard deviation of 61.75 people. The
past two weeks are taken as a sample. If the store has been
open for 12 weeks already, find the mean and standard
deviation of the sampling distribution of the sample mean.
B. A population consists of the following values: 100, 120, 140, 160, 180, and 200. A
sample of size 2 is taken from the population. Verify the application of the Central Limit
Theorem by showing that:
1. 𝜇𝑋̅ = 𝜇
𝜎 𝑁−𝑛
2. 𝜎𝑋̅ = ∙ √ 𝑁−1
√𝑛
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C. The population of Grade 12 students in a certain city is 30 000. The recent standardized
test shows that the mean of their scores is 32.61, with a standard deviation of 6.71.
There are 3 000 students that are taken as a sample for further testing. Find the mean
and standard deviation of the sampling distribution of the sample mean of the scores.
Key Points
• The Central Limit Theorem states that the sampling distribution of the sample
mean of any population approaches a normal distribution as the sample size
increases, regardless of the distribution of the population.
• The mean of the sampling distribution of the sample mean is equal to the
population mean.
• If the population is finite, the standard deviation of the sampling distribution of
𝜎 𝑁−𝑛
the sample mean is given by 𝜎𝑥 = ⋅ √ 𝑁−1, where 𝜎 is the population standard
√𝑛
deviation, 𝑛 is the sample size, and 𝑁 is the population size. If the population is
𝜎
infinite, the standard deviation is 𝜎𝑥 = .
√𝑛
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Bibliography
De Groot, Morris H. Second Edition: Probability and Statistics. Massachusetts: Addison-Wesley
Publishing Company, 1986.
Salman, Khan. “Sample means and the central limit theorem.” Khan Academy. Retrieved 01
August 2019 from https://bit.ly/2Zp96Kh
Lane, David M. “Central Limit Theorem (1 of 2).” HyperStat Online Statistics Textbook.
Retrieved 1 August 2019 from https://bit.ly/2MvOA7a
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