How large is large?

1000 independent, repeated S/F trials

p = 1/1000 chance of success on a single trial
Probability distribution of the number of successes
binomial n = 1000, p = 1/1000 = 0.001
Sum of 1000 draws at random with replacement from 1 1 999 0
expected value of the number of successes = 1000 0.001 = 1
SE of the number of successes =

1000 0.001 0.999 = 0.9995

Not normal!
Ani Adhikari and Philip Stark Statistics 2.2X Lecture 4.5 1 / 1
How large is large?
1000 independent, repeated S/F trials
p = 1/1000 chance of success on a single trial
Probability distribution of the number of successes
binomial n = 1000, p = 1/1000 = 0.001
Sum of 1000 draws at random with replacement from 1 1 999 0
expected value of the number of successes = 1000 0.001 = 1
SE of the number of successes =

1000 0.001 0.999 = 0.9995

Not normal!
Ani Adhikari and Philip Stark Statistics 2.2X Lecture 4.5 1 / 1
How large is large?
1000 independent, repeated S/F trials
p = 1/1000 chance of success on a single trial
Probability distribution of the number of successes
binomial n = 1000, p = 1/1000 = 0.001
Sum of 1000 draws at random with replacement from 1 1 999 0
expected value of the number of successes = 1000 0.001 = 1
SE of the number of successes =

1000 0.001 0.999 = 0.9995

Not normal!
Ani Adhikari and Philip Stark Statistics 2.2X Lecture 4.5 1 / 1
How large is large?
1000 independent, repeated S/F trials
p = 1/1000 chance of success on a single trial
Probability distribution of the number of successes
binomial n = 1000, p = 1/1000 = 0.001
Sum of 1000 draws at random with replacement from 1 1 999 0
expected value of the number of successes = 1000 0.001 = 1
SE of the number of successes =

1000 0.001 0.999 = 0.9995

Not normal!
Ani Adhikari and Philip Stark Statistics 2.2X Lecture 4.5 1 / 1
How large is large?
1000 independent, repeated S/F trials
p = 1/1000 chance of success on a single trial
Probability distribution of the number of successes
binomial n = 1000, p = 1/1000 = 0.001
Sum of 1000 draws at random with replacement from 1 1 999 0
expected value of the number of successes = 1000 0.001 = 1
SE of the number of successes =

1000 0.001 0.999 = 0.9995

Not normal!
Ani Adhikari and Philip Stark Statistics 2.2X Lecture 4.5 1 / 1
How large is large?
1000 independent, repeated S/F trials
p = 1/1000 chance of success on a single trial
Probability distribution of the number of successes
binomial n = 1000, p = 1/1000 = 0.001
Sum of 1000 draws at random with replacement from 1 1 999 0
expected value of the number of successes = 1000 0.001 = 1
SE of the number of successes =

1000 0.001 0.999 = 0.9995

Not normal!
Ani Adhikari and Philip Stark Statistics 2.2X Lecture 4.5 1 / 1
How large is large?
1000 independent, repeated S/F trials
p = 1/1000 chance of success on a single trial
Probability distribution of the number of successes
binomial n = 1000, p = 1/1000 = 0.001
Sum of 1000 draws at random with replacement from 1 1 999 0
expected value of the number of successes = 1000 0.001 = 1
SE of the number of successes =

1000 0.001 0.999 = 0.9995

Not normal!
Ani Adhikari and Philip Stark Statistics 2.2X Lecture 4.5 1 / 1
The probability histogram
1000 trials, p = 1/1000
number of successes
p
r
o
b
a
b
i
l
i
t
y
0 1 2 3 4 5 6
0
.
0
0
.
1
0
.
2
0
.
3
Ani Adhikari and Philip Stark Statistics 2.2X Lecture 4.5 2 / 1
When the box is far from symmetric
1000 seems large
but 1 1 999 0 is such an uneven distribution that 1000 draws iare
not enough for the CLT to kick in
What if we made 10,000 draws from the same box?
expected value of the number of successes = 10, 000 0.001 = 10
SE of the number of successes =

10, 000 0.001 0.999 = 3.16

Normal?
Ani Adhikari and Philip Stark Statistics 2.2X Lecture 4.5 3 / 1
When the box is far from symmetric
1000 seems large
but 1 1 999 0 is such an uneven distribution that 1000 draws iare
not enough for the CLT to kick in
What if we made 10,000 draws from the same box?
expected value of the number of successes = 10, 000 0.001 = 10
SE of the number of successes =

10, 000 0.001 0.999 = 3.16

Normal?
Ani Adhikari and Philip Stark Statistics 2.2X Lecture 4.5 3 / 1
When the box is far from symmetric
1000 seems large
but 1 1 999 0 is such an uneven distribution that 1000 draws iare
not enough for the CLT to kick in
What if we made 10,000 draws from the same box?
expected value of the number of successes = 10, 000 0.001 = 10
SE of the number of successes =

10, 000 0.001 0.999 = 3.16

Normal?
Ani Adhikari and Philip Stark Statistics 2.2X Lecture 4.5 3 / 1
When the box is far from symmetric
1000 seems large
but 1 1 999 0 is such an uneven distribution that 1000 draws iare
not enough for the CLT to kick in
What if we made 10,000 draws from the same box?
expected value of the number of successes = 10, 000 0.001 = 10
SE of the number of successes =

10, 000 0.001 0.999 = 3.16

Normal?
Ani Adhikari and Philip Stark Statistics 2.2X Lecture 4.5 3 / 1
When the box is far from symmetric
1000 seems large
but 1 1 999 0 is such an uneven distribution that 1000 draws iare
not enough for the CLT to kick in
What if we made 10,000 draws from the same box?
expected value of the number of successes = 10, 000 0.001 = 10
SE of the number of successes =

10, 000 0.001 0.999 = 3.16

Normal?
Ani Adhikari and Philip Stark Statistics 2.2X Lecture 4.5 3 / 1
When the box is far from symmetric
1000 seems large
but 1 1 999 0 is such an uneven distribution that 1000 draws iare
not enough for the CLT to kick in
What if we made 10,000 draws from the same box?
expected value of the number of successes = 10, 000 0.001 = 10
SE of the number of successes =

10, 000 0.001 0.999 = 3.16

Normal?
Ani Adhikari and Philip Stark Statistics 2.2X Lecture 4.5 3 / 1
When the box is far from symmetric
1000 seems large
but 1 1 999 0 is such an uneven distribution that 1000 draws iare
not enough for the CLT to kick in
What if we made 10,000 draws from the same box?
expected value of the number of successes = 10, 000 0.001 = 10
SE of the number of successes =

10, 000 0.001 0.999 = 3.16

Normal?
Ani Adhikari and Philip Stark Statistics 2.2X Lecture 4.5 3 / 1
Approaching normal
10,000 trials, p = 1/1000
number of successes
p
r
o
b
a
b
i
l
i
t
y
0 5 10 15 20 25 30
0
.
0
0
0
.
0
4
0
.
0
8
0
.
1
2
Ani Adhikari and Philip Stark Statistics 2.2X Lecture 4.5 4 / 1
Bad boxes
It takes lots of draws for the probability histogram for the sum to
start looking normal if the contents of the box
are far from symmetric, for example skewed
have a histogram that has gaps
Practical advice: Calculate expected value 3SE and check whether you
are hitting impossible values for the variable.
If you are, then dont use the normal approximation.
If you are not, then go ahead, but be aware that it still might not be
great . . .
Ani Adhikari and Philip Stark Statistics 2.2X Lecture 4.5 5 / 1
Bad boxes
It takes lots of draws for the probability histogram for the sum to
start looking normal if the contents of the box
are far from symmetric, for example skewed
have a histogram that has gaps
Practical advice: Calculate expected value 3SE and check whether you
are hitting impossible values for the variable.
If you are, then dont use the normal approximation.
If you are not, then go ahead, but be aware that it still might not be
great . . .
Ani Adhikari and Philip Stark Statistics 2.2X Lecture 4.5 5 / 1
Bad boxes
It takes lots of draws for the probability histogram for the sum to
start looking normal if the contents of the box
are far from symmetric, for example skewed
have a histogram that has gaps
Practical advice: Calculate expected value 3SE and check whether you
are hitting impossible values for the variable.
If you are, then dont use the normal approximation.
If you are not, then go ahead, but be aware that it still might not be
great . . .
Ani Adhikari and Philip Stark Statistics 2.2X Lecture 4.5 5 / 1
Bad boxes
It takes lots of draws for the probability histogram for the sum to
start looking normal if the contents of the box
are far from symmetric, for example skewed
have a histogram that has gaps
Practical advice:
Calculate expected value 3SE and check whether you
are hitting impossible values for the variable.
If you are, then dont use the normal approximation.
If you are not, then go ahead, but be aware that it still might not be
great . . .
Ani Adhikari and Philip Stark Statistics 2.2X Lecture 4.5 5 / 1
Bad boxes
It takes lots of draws for the probability histogram for the sum to
start looking normal if the contents of the box
are far from symmetric, for example skewed
have a histogram that has gaps
Practical advice: Calculate expected value 3SE and check whether you
are hitting impossible values for the variable.
If you are, then dont use the normal approximation.
If you are not, then go ahead, but be aware that it still might not be
great . . .
Ani Adhikari and Philip Stark Statistics 2.2X Lecture 4.5 5 / 1
Bad boxes
It takes lots of draws for the probability histogram for the sum to
start looking normal if the contents of the box
are far from symmetric, for example skewed
have a histogram that has gaps
Practical advice: Calculate expected value 3SE and check whether you
are hitting impossible values for the variable.
If you are, then dont use the normal approximation.
If you are not, then go ahead, but be aware that it still might not be
great . . .
Ani Adhikari and Philip Stark Statistics 2.2X Lecture 4.5 5 / 1
Bad boxes
It takes lots of draws for the probability histogram for the sum to
start looking normal if the contents of the box
are far from symmetric, for example skewed
have a histogram that has gaps
Practical advice: Calculate expected value 3SE and check whether you
are hitting impossible values for the variable.
If you are, then dont use the normal approximation.
If you are not, then go ahead, but be aware that it still might not be
great . . .
Ani Adhikari and Philip Stark Statistics 2.2X Lecture 4.5 5 / 1