6/22/2015

Chapter 5 (Week 7)
Random Sample & CLT, Normal
Approximation & X bar R Charts
Dr. S.Rajalingam

L1- Random Sample

Learning Outcomes

At the end of the lesson student should be able to

 Describe the terms random sample, statistics
and sampling distribution.
 Understand the concept of central limit theorem.
 Use central limit theorem to approximate
sampling distribution of the sample mean.

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Introduction
 Every statistical investigation aim at collecting
information about some the individuals
attributes, ratter then individuals themselves.
 Example – the population of
 (a)product turned out to be defect by a machine.
 (b) lives of electrical bulbs manufactured by a
company.
 In most situation population considered infinite/
large.
 A finite subset of population called sample.
 The process of selection of sample is called
sampling. 3

Parameters and Statistic

 A parameter is a summary measure
(mean, variance, SD, etc) of a population
whereas a summary measure (mean,
variance, SD, etc) of a sample is called a
statistic.

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DEFINITION - PARAMETERS
 Parameters: a quantity of interest that is a property of
an unknown probability distribution.
 The parameters may be the mean or variance of the
probability distribution.
 Parameters are unknown but could be estimated.

Example:
Let p be the probability that a machine breakdown is
due to operator misuse.
p depends on the probability distribution that
represents the causes of the machine breakdown.
p is a parameter and unknown but can be estimated
from records of machine breakdown.
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DEFINITION - STATISTIC

 A statistic is a property of a sample from the population.

A function of a set of data observations. Example are the
sample mean or sample variance.
 Statistics can be calculated from a set of observed data.
 Statistics san be used to estimate unknown
parameters.
Example:

1 n
X  f ( X 1 , X n )   Xi
n i 1
n
g  X 1 , X n    X i
2

i 1

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DEFINITIONS

 Random Sample: Independent random variables

X1, X2, …, Xn with the same distribution and each
has the same chance of being selected.

 Sampling Distribution: the probability

distribution of a statistic.

Example:
X ~ N ( X ,  X2 )

Random Sample and Sampling Distribution

Random
Random sample of
sample of size n
size n
R.V : X
R.V : X X ~ N ( X ,  X2 )
X ~ N ( X ,  X2 )
Population
X~ N(µ, σ2)

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Symbols


 Let X1, X2, …,Xn be a random sample from a population with

mean  and variance 2

 Definition and Properties (sampling distribution of X ):

population Population variance
mean

1 n
X   Xi
n i 1 E X    , V X  
2
n
Sample
mean mean of sampling dist Variance of sampling dist
of mean of mean
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Central Limit Theorem

 Let X1, X2, …,Xn be a random sample from a population with
mean  and variance 2

2
EX   , VX 
1 n
X  Xi
n i 1 n

 If n is sufficiently large

2 Apply safely
X  N ( , ) if n ≥ 30
n
X 
Z ~ N (0,1),
/ n 11

Example 1

At chemical engineering department, UTP, the mean age

of the students is 20.6 years old, and the variance is 20
years. A random sample of 80 students is drawn from 250
students. What is the probability that the average age of
these students is greater than 22 years old?
Solution

 = 20.6  2 = 20 n = 80, N = 250

220
M ean variance V ( X )    0.25
n 80
Hence, X ~ N (20.6, 0.25)
22  20.6
So, P( X  22)  P( Z  )  P( Z  1.4)  1  P( Z  1.4)
0.25
 1  (1.4)  1  0.9192  0.0808 12

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Example 2:Let X denote the number of flaws in a 1 in length of

copper wire. The pmf of X is given in the following table
X=x 0 1 2 3

P(X= x) 0.48 0.39 0.12 0.01

100 sample wires are chosen at random from this population. What is the
probability that the mean number of flaws per wire in this sample is less
than 0.5?
Solution:   0 . 66 ,  2  0 . 5244 , n  100
Let X1 ….. X100 denote the number of flaws in the 100 wires sampled
from the population. 2

X  N (0.66,0.005244) X  N ( , )
From CLT n
0 .5  0 .66
P ( X  0 .5 )  P ( Z  )  0 .0136
0 .7242 / 100 13

Example 3:
The flexural strength (in MPa) of certain concrete beams is
X ~ N (8, 2.25). Find the probability that the sample mean of
strength of 16 concrete beams will belong to (7.55, 8.75)
Solution:
 = 8,  2 = 2.25 n = 16,  = 1.5

 7.55  8 X  8 8.75  8 
P (7.55  X  8.75)  P   
 1.5 / 4 1.5 / 4 1.5 / 4 
 X 8 
 P  1.2   2   P ( 1.2  Z  2)
 1.5 / 4 
  ( 2)   ( 1.2)  0.9772  0.1151  0.8621

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Exercise:
At a large university, the mean age of the students is 22.3 years, and
the standard deviation is 4 years. A random sample of 64 students is
drawn. What is the probability that the average age of these students
is greater than 23 years?

DYS

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END

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