CLT “Cheat Sheet”

For Sample Means of Samples of Size 𝒏

Distribution of 𝑿 𝝁𝑿 𝝈𝑿 ̅
Distribution of 𝒙 𝝁𝑿̅ 𝝈𝑿̅
(general)
𝑿 ~ a distribution 𝑆𝐷(𝑿)
with expected value 𝜇𝑋 = 𝐸(𝑿) 𝜎𝑋 = 𝑆𝐷(𝑿) 𝑥̅ ~ normal(𝜇𝑋̅ , 𝜎𝑋̅ ) 𝜇𝑋̅ = 𝐸(𝑿) 𝜎𝑋̅ =
E(X) and standard √𝑛
deviation SD(X)
𝜎
𝑿 ~ normal(𝜇, 𝜎) 𝜇𝑋 = 𝜇 𝜎𝑋 = 𝜎 𝑥̅ ~ normal(𝜇𝑋̅ , 𝜎𝑋̅ ) 𝜇𝑋̅ = 𝜇 𝜎𝑋̅ =
√𝑛

𝛽
𝑿 ~ exponential(𝛽) 𝜇𝑋 = 𝛽 𝜎𝑋 = 𝛽 𝑥̅ ~ normal(𝜇𝑋̅ , 𝜎𝑋̅ ) 𝜇𝑋̅ = 𝛽 𝜎𝑋̅ =
√𝑛

√𝜆
𝑿 ~ Poisson(𝜆) 𝜇𝑋 = 𝜆 𝜎𝑋 = √𝜆 𝑥̅ ~ normal(𝜇𝑋̅ , 𝜎𝑋̅ ) 𝜇𝑋̅ = 𝜆 𝜎𝑋̅ =
√𝑛
𝑘𝑚 𝑚 𝑛 𝑚+𝑛−𝑘 𝑘𝑚 𝜎𝑋
𝑿 ~ hyper.(𝑚, 𝑛, 𝑘) 𝜇𝑋 = 𝜎𝑋 = √𝑘 ( )( )( ) 𝑥̅ ~ normal(𝜇𝑋̅ , 𝜎𝑋̅ ) 𝜇𝑋̅ = 𝜎𝑋̅ =
𝑚+𝑛 𝑚+𝑛 𝑚+𝑛 𝑚+𝑛−1 𝑚+𝑛 √𝑛

Distribution of 𝑿 𝝁𝑿 𝝈𝑿 ̂
Distribution of 𝒑 𝝁𝒑̂ 𝝈𝒑̂

√𝑝(1 − 𝑝)
𝑿 ~ binomial(1, 𝑝) 𝜇𝑋 = 𝑝 𝜎𝑋 = √𝑝(1 − 𝑝) 𝑝̂ ~ normal(𝜇𝑝̂ , 𝜎𝑝̂ ) 𝜇𝑝̂ = 𝑝 𝜎𝑝̂ =
√𝑛 ∗

Note! The values of 𝝁𝑿 and 𝝈𝑿 for the binomial case are expressed here for the case when 𝒏 = 𝟏 (that is, for a Bernoulli random variable).
This cheat sheet shows these values for 𝑛 = 1 to continue to emphasize the pattern seen when we are able to apply the CLT – specifically,
when we’re considering the distribution of 𝑝̂ , its expected value and standard deviation follow the same pattern as for the distribution of
𝑥̅ . That is, the expected value of 𝑝̂ is just the expected value of a binomial random variable with 𝑛 = 1, and the standard deviation of 𝑝̂ is
the standard deviation of a binomial random variable with 𝑛 = 1 divided by √𝑛∗ , where 𝑛∗ is the number of trials in the binomial scenario
you’re working with.

© 2018 Claudia Mahler

© 2018 Claudia Mahler