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Sampling distributions

Sampling distributions. The probability distribution of a statistic is called a sampling distribution. : the sampling distribution of the mean. The Central Limit Theorem. When n is sufficiently large (i.e. greater than 15), the sample mean follows approximately a normal distribution:.

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Sampling distributions

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  1. Sampling distributions • The probability distribution of a statistic is called a sampling distribution. • : the sampling distribution of the mean

  2. The Central Limit Theorem • When n is sufficiently large (i.e. greater than 15), the sample mean follows approximately a normal distribution:

  3. Example 1: Y2K Income • Suppose that we find from a random sampling of 100 families that the sample mean income is $53,605 and the sample variance is 693,110,929 squared dollars. Given this data, we seek the probability that the mean Y2K income exceeds $50,000.

  4. Example 2 • Suppose that a random variable X has a continuous uniform distribution Find the distribution of the sample mean of a random sample of size n=40.

  5. Sampling distribution • If we have two independent populations with means 1 and2 andvariance 12 and 22, and if and are the sample means of two independent random samples of sized n1 and n2 from these population, then the sampling distribution of is approximately standard normal, if the conditions of the central limit theorem apply. If the two populations are normal, then the sampling distribution of Z is exactly standard normal.

  6. Example 3 • The effective life of a component used in a jet-turbine aircraft engine is a random variable with mean 5000 hr and standard deviation 40hr. The distribution of effective life is fairly close to a normal distribution. The engine manufacturer increases the mean life to 5050hr and decreases the standard deviation to 30hr. Suppose that a random sample of n1=16 components is selected from the old process and a random sample of n2=25 components is selected from the improved process. What is the probability that the difference in the two sample means is at least 25 hr?

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