800000008800000080000 sampling if I sampling distribution , is the of a random sample of size mean sampling distribution the large the distribution sampling Notation : REMARKS : X - N Cm , CLT * it the distribution of does not he 30 , the since it is : it is slightly , M we can use and Varus = % When n is , then sufficiently the normal distribution approximate to normally distributed population a then , the sampling distribution will also be exactly normal , the normal approximation in the theorem Of the no matter only if = limiting different formula I = - . . % , the population Central when n , is is not too Limit Theorem if nz 30 it can also be . M original transformation formula different from the that X sufficiently large : in the will be good regardless of the population through established variance var (X ) z : / , approximately normally distributed we now use the note = and variance 02 of the sample approximation is good M and size is sufficiently large population is normal the Now , we have already ECI ) the sample get the sample from to shape (symmetric of skewed mean mean E- (F) with mean M of I. is not normal if the population if population %) require us the size how small * taken from a ( large or infinite ) approximately normally distributed with simply states that if * * is n . theorem The & CLT ( central limit theorems is normal approximately normally distributed with . transformed into standard normal distribution . with that, CLT example 1 : sample of size 100 is taken from A random Approximate a. I b. > I - selecting of the probability large population a sample that satisfies a with mean : gg8 M E 1 According to CLT I will be approximately normally distributed with , E (F) notation I : answer (M N - M = 1000 and var (F) = 1000 = = , = % 100 = . . . 6.25 6.25 ) : given M : 1000 : Ñ= 625 n → 0=25 100 = approximate the probability of selecting a) I 625 = sample that satisfies a : gg8 > solution find Pfx : I = 2 = pc _×< 990 ) - M ¥ 1 = - X > 998 ) - p 990-1000 z< 25 Too 1- = = b) IX solution PC 2<-0.8 ) 1- 0.2119 = 0.7081 - or 78.81 El M Find Pci-x : = % P C- Is -× =p C- I =P ( - < I - - §=n< - M 1<-11 P = . . . ME 1) me 4- < z< =p C- 0.4<2 1) < ¥) =P = = Czso 4) . - < 0.4 I Plz < -0.41 0.6554 -0.3446 0.3108 Or ¥ ) ✓ 100 31.08 % M = 1000 and variance 02=625 CLT 2 Example : solution since : ✗ ( which is length of life of the this population is also Hence , I is normally Notation : I - N (m = M : = or h solve for = . . . 500 50 = 15 PC -×< 475) ( =P = = : about Pt×< 4751 : given C. LT . ) , For this problem , we are asked answer electric light bulb ) is distributed = soo normal an Example Notation : I - . . . 475-500 z s E- ) plz c- 1.94 ) 0.0262 Or 2.62% 3 N ( M = 3.2 j% / ' , = For this problem , we are asked about PCX > 3. 1) . . . normally distributed , then any sample from answer : given : µ : 3.2 0=1.8 he 36 solve for PIX 1) . . . PCIe 3. 1) 1- = z > 3. FI = ÷ =\ = = = I - - • (zj÷ ) plz c- 3. I -3.2 0.33 ) I -0.3707 0.6293 or 62.93% CLT example 4 : P ( IX M / < 1. 5) - For this answer I - problem , we are asked what sample size must they choose . . . : N(m= given 0.95 = : ? 1 = , µ= ? 0=6 n P ( IX Pl " " P - ? = - M 1<1.51--0.95 1.5 < I f- ¥ 1- 5 - M < I < - 1.51=0.95 M ¥n 1.5 sign 1--0.95 f- j÷<z< jÉn 1=0.95 ' ' Simplifying , J¥<z< ¥ ) Pf P (2 , <2 < Zz ) = = 0.95 0.95 we need to find the two middle area equal to 2- Cz , and zz ) scores 95% ~ ( ¥n<z<¥n 1=0.95 Zz 21 From here , we can say that 2, → is the 2. 5th percentile . . . . area to the left equal to 0.025 Zz is the 97.5 → area th percentile to the left equal to . 0.975 who bound the know that since we also Furthermore , the normal curve is symmetric , z and zz , OPPOSITE SIGNS From the 2- table t An area * An area to Recall that . the . Therefore Answer we , h left equal = P to 0.975 to a corresponds to f P (2 , < 2 < → < now look Jn 7.84 = Zz ) g) = = 0.95 0.95 2<1.961--0.95 the for → n = SAMPLE SIZE , 61.4656=62 62 ( always round up for sample size ) n 2- score 2- a Jn < z PC-1.96 , 1.96 : to 0.025 corresponds equal . substituting = , to the left . Score of 2 , = - l - 96 of 22=1.96 have the SAME MAGNITUDE but The normal distribution as an approximation to the poison distribution REMEMBER ! * if * A * ✗ npo (X ) and if A > 15 then ✗ may reasonably be continuity correction the larger Example 1.6.1 d the must be better the applied approximation approximated by the normal distribution y - N C d , d)