Probability

1
Probability Experiments

A probability experiment is an action through which specific

results (counts, measurements or responses) are obtained.
Example:
Rolling a die and observing the
number that is rolled is a probability
experiment.
The result of a single trial in a probability experiment is
the outcome.
The set of all possible outcomes for an experiment is the
sample space.
Example:
The sample space when rolling a die has six outcomes.
{1, 2, 3, 4, 5, 6}
2
Events

An event consists of one or more outcomes and is a subset of

the sample space.
Events are represented
by uppercase letters.
Example:
A die is rolled. Event A is rolling an even number.

A simple event is an event that consists of a single outcome.

Example:
A die is rolled. Event A is rolling an even number.
This is not a simple event because the outcomes of
event A are {2, 4, 6}.

3
 Subjective Probability
Subjective probability results from intuition, educated
guesses, and estimates.
Example:
A business analyst predicts that the probability of a
certain union going on strike is 0.15.

Range of Probabilities Rule

The probability of an event E is between 0 and 1,
inclusive. That is
0  P(A)  1.
Impossible 0.5 Certain
to occur Even to occur
chance
4
 Complementary Events

The complement of Event E is the set of all outcomes in

the sample space that are not included in event E.
(Denoted E′ and read “E prime.”)
P(E) + P (E′ ) = 1 P(E) = 1 – P (E′ ) P (E′ ) = 1 – P(E)

Example:
There are 5 red chips, 4 blue chips, and 6 white chips in
a basket. Find the probability of randomly selecting a
chip that is not blue.
4
P (selecting a blue chip)   0.267
15
4 11
P (not selecting a blue chip)  1    0.733
15 15
5
 Conditional Probability

A conditional probability is the probability of an event

occurring, given that another event has already occurred.

P ( B |A ) “Probability of B, given A”

Example:
There are 5 red chip, 4 blue chips, and 6 white chips in a
basket. Two chips are randomly selected. Find the
probability that the second chip is red given that the first
chip is blue. (Assume that the first chip is not replaced.)

Because the first chip is selected and not replaced,

there are only 14 chips remaining.
5
P (selecting a red chip|first chip is blue)   0.357
14
6
Independent Events

Two events are independent if the occurrence of one of the

events does not affect the probability of the other event.
Two events A and B are independent if
P (B |A) = P (B) or if P (A |B) = P (A).
Events that are not independent are dependent.
Example:
Decide if the events are independent or dependent.
Selecting a diamond from a standard deck of
cards (A), putting it back in the deck, and 
then selecting a spade from the deck (B).

The occurrence of A does not
P (B A )  13  1 and P (B )  13  1 . affect the probability of B, so
52 4 52 4
the events are independent.
7
Multiplication Rule

The probability that two events, A and B will occur in

sequence is
P (A and B) = P (A) · P (B |A).
If event A and B are independent, then the rule can be
simplified to P (A and B) = P (A) · P (B).
Example:
Two cards are selected, without replacement, from a
deck. Find the probability of selecting a diamond, and
then selecting a spade.
Because the card is not replaced, the events are dependent.
P (diamond and spade) = P (diamond) · P (spade |diamond).
13 13 169
    0.064
52 51 2652
8
Mutually Exclusive Events

Two events, A and B, are mutually exclusive if they

cannot occur at the same time.

A and B

A
B A B

A and B are A and B are not

mutually exclusive. mutually exclusive.

9
Mutually Exclusive Events

Example:
Decide if the two events are mutually exclusive.
Event A: Select a Jack from a deck of cards.
Event B: Select a heart from a deck of cards.

A J 9 2 B
3 10
J J A 7
K 4
J 5
6Q8

Because the card can be a Jack and a heart at the

same time, the events are not mutually exclusive.
10
 The Addition Rule

The probability that event A or B will occur is given by

P (A or B) = P (A) + P (B) – P (A and B ).
If events A and B are mutually exclusive, then the rule
can be simplified to P (A or B) = P (A) + P (B).
Example:
You roll a die. Find the probability that you roll a number
less than 3 or a 4.
The events are mutually exclusive.
P (roll a number less than 3 or roll a 4)
= P (number is less than 3) + P (4)
2 1 3
    0.5
6 6 6
11
Fundamental Counting Principle

If one event can occur in m ways and a second event can

occur in n ways, the number of ways the two events can
occur in sequence is m· n. This rule can be extended
for any number of events occurring in a sequence.

Example:
A meal consists of a main dish, a side dish, and a dessert.
How many different meals can be selected if there are 4
main dishes, 2 side dishes and 5 desserts available?
# of main # of side # of
dishes dishes desserts
4  2  5 = 40
There are 40 meals available.
12
Fundamental Counting Principle

Example:
Two coins are flipped. How many different outcomes are
there? List the sample space.

Start
1st Coin
Tossed
Heads Tails 2 ways to flip the coin
2nd Coin
Tossed
Heads Tails Heads Tails 2 ways to flip the coin

There are 2  2 = 4 different outcomes: {HH, HT, TH, TT}.

13
Permutations

A permutation is an ordered arrangement of objects. The n

umber of different permutations of n distinct objects is n!.
“n factorial”

n! = n · (n – 1)· (n – 2)· (n – 3)· …· 3· 2· 1

Example:
How many different surveys are required to cover all
possible question arrangements if there are 7 questions in
a survey?

7! = 7 · 6 · 5 · 4 · 3 · 2 · 1 = 5040 surveys

14
Distinguishable Permutations

The number of distinguishable permutations of n objects,

where n1 are one type, n2 are another type, and so on is
n! , where n1  n2  n3   nk  n.
n1 !  n2 !  n3 ! nk !

Example:
Jessie wants to plant 10 plants along the sidewalk in her
front yard. She has 3 rose bushes, 4 daffodils, and 3 lilies.
In how many distinguishable ways can the plants be
arranged?
10! 10  9  8  7  6  5  4!

3!4!3! 3!4!3!
 4,200 different ways to arrange the plants
15
 Combination of n Objects Taken r at a Time
A combination is a selection of r objects from a group of n
things when order does not matter. The number of
combinations of r objects selected from a group of n objects is

nC r 
n! .
# in the (n  r)! r !
collection
# taken from
the collection
Example:
You are required to read 5 books from a list of 8. In how
many different ways can you do so if the order doesn’t
matter? 8! = 8  7  6  5!
8C 5 =
3!5! 3!5!
= 56 combinations
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 Application of Counting Principles
Example:
In a state lottery, you must correctly select 6 numbers (in any order)
out of 44 to win the grand prize.
a.) How many ways can 6 numbers be chosen from the 44
numbers?
b.) If you purchase one lottery ticket, what is the
probability of winning the top prize?

44!
a.) C   7,059,052 combinations
44 6 6!38!
b.) There is only one winning ticket, therefore,
1
P (win)   0.00000014
7059052
17
Random Variables

A random variable x represents a numerical value

associated with each outcome of a probability distribution.

A random variable is discrete if it has a finite or countable

number of possible outcomes that can be listed.
x
0 2 4 6 8 10

A random variable is continuous if it has an uncountable

number or possible outcomes, represented by the intervals
on a number line.
x
0 2 4 6 8 10

18
Random Variables

Example:
Decide if the random variable x is discrete or continuous.
a.) The distance your car travels on a tank of gas
The distance your car travels is a continuous
random variable because it is a measurement that
cannot be counted. (All measurements are
continuous random variables.)

b.) The number of students in a statistics class

The number of students is a discrete random
variable because it can be counted.
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Constructing a Discrete Probability Distribution

Guidelines
Let x be a discrete random variable with possible
outcomes x1, x2, … , xn.
1. Make a frequency distribution for the possible
outcomes.
2. Find the sum of the frequencies.
3. Find the probability of each possible outcome by
dividing its frequency by the sum of the frequencies.
4. Check that each probability is between 0 and 1 and
that the sum is 1.

20
Constructing a Discrete Probability Distribution

Example:
The spinner below is spun two times. The probability of
landing on the 1 is 0.25. The probability of landing on the 2
is 0.75. Let x be the sum of the two spins. Construct a
probability distribution for the random variable x.

The possible sums are 2, 3, and 4.

1 P (sum of 2) = 0.25  0.25 = 0.0625

Spin a 1 on “and” Spin a 1 on the

2
the first spin. second spin.

Continued.
21
Constructing a Discrete Probability Distribution

Example continued:

P (sum of 3) = 0.25  0.75 = 0.1875

1
Spin a 1 on “and” Spin a 2 on the
2 the first spin. second spin.
“or”

P (sum of 3) = 0.75  0.25 = 0.1875

Sum of
P (x)
spins, x
2 0.0625 Spin a 2 on “and” Spin a 1 on the
3 0.375 the first spin. second spin.
4
0.1875 + 0.1875 Continued.
22
Constructing a Discrete Probability Distribution

Example continued:

1 P (sum of 4) = 0.75  0.75 = 0.5625

2 Spin a 2 on “and” Spin a 2 on the
the first spin. second spin.

Sum of
P (x)
spins, x
2 0.0625 Each probability is between
3 0.375 0 and 1, and the sum of the
4 0.5625 probabilities is 1.

23
 Mean
The mean of a discrete random variable is given by
μ = ΣxP(x).
Each value of x is multiplied by its corresponding
probability and the products are added.
Example:
Find the mean of the probability distribution for the sum of
the two spins.
x P (x) xP (x)
2 0.0625 2(0.0625) = 0.125 ΣxP(x) = 3.5
3 0.375 3(0.375) = 1.125 The mean for the
4 0.5625 4(0.5625) = 2.25 two spins is 3.5.
24
 Variance
The variance of a discrete random variable is given by
2 = Σ(x – μ)2P (x).

Example:
Find the variance of the probability distribution for the sum
of the two spins. The mean is 3.5.

x P (x) x – μ (x – μ)2 P (x)(x – μ)2 ΣP(x)(x – 2)2

2 0.0625 –1.5 2.25  0.141  0.376
3 0.375 –0.5 0.25  0.094
The variance for the
4 0.5625 0.5 0.25  0.141 two spins is
approximately 0.376

25
 Standard Deviation
The standard deviation of a discrete random variable is
given by
σ = σ 2.
Example:
Find the standard deviation of the probability distribution
for the sum of the 2two spins. The variance is 0.376.
σ  σ
x P (x) x – μ (x – μ)2 P (x)(x – μ)2
 0.376  0.613
2 0.0625 –1.5 2.25 0.141
Most of the sums
3 0.375 –0.5 0.25 0.094 differ from the
4 0.5625 0.5 0.25 0.141 mean by no more
than 0.6 points.
26
 Expected Value
The expected value of a discrete random variable is equal to
the mean of the random variable.
Expected Value = E(x) = μ = ΣxP(x).

Example:
At a raffle, 500 tickets are sold for $1 each for two prizes of
$100 and $50. What is the expected value of your gain?

Your gain for the $100 prize is $100 – $1 = $99.

Your gain for the $50 prize is $50 – $1 = $49.
Write a probability distribution for the possible gains
(or outcomes).
Continued.
27
 Expected Value
Example continued:
At a raffle, 500 tickets are sold for $1 each for two prizes of
$100 and $50. What is the expected value of your gain?

Gain, x P (x)
E(x) = ΣxP(x).
1
$99 500 1 1 498
 $99   $49   ($1) 
1 500 500 500
$49 500
 $0.70
–$1 498
500
Because the expected value is
Winning negative, you can expect to lose
no prize
$0.70 for each ticket you buy.

28
Binomial Experiments

A binomial experiment is a probability experiment that

satisfies the following conditions.
1. The experiment is repeated for a fixed number of
trials, where each trial is independent of other trials.
2. There are only two possible outcomes of interest for
each trial. The outcomes can be classified as a success
(S) or as a failure (F).
3. The probability of a success P (S) is the same for each
trial.
4. The random variable x counts the number of
successful trials.

29
Binomial Experiments
Example:
Decide whether the experiment is a binomial experiment.
If it is, specify the values of n, p, and q, and list the possible
values of the random variable x. If it is not a binomial
experiment, explain why.
• You randomly select a card from a deck of cards, and
note if the card is an Ace. You then put the card
back and repeat this process 8 times.
This is a binomial experiment. Each of the 8 selections
represent an independent trial because the card is
replaced before the next one is drawn. There are only
two possible outcomes: either the card is an Ace or not.
n 8 p  4  1 q  1  1  12 x  0,1,2,3,4,5,6,7,8
52 13 13 13
30
 Binomial Probability Formula
In a binomial experiment, the probability of exactly x
successes in n trials is

Example:
A bag contains 10 chips. 3 of the chips are
n ! red, 5x ofn the chips are
x n x x
P (the
white, and 2 of x ) chips
nC x are
p qblue.Three chips pareqselected,
. with
(n  x )! x !
replacement. Find the probability that you select exactly one red chip.
p = the probability of selecting a red chip  3  0.3
10
q = 1 – p = 0.7 P (1)  3C1(0.3)1(0.7)2
n=3  3(0.3)(0.49)
x=1  0.441
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 Mean, Variance and Standard Deviation
Population Parameters of a Binomial Distribution
Mean: μ  np
Variance: σ 2  npq
Standard deviation: σ  npq
Example:
One out of 5 students at a local college say that they skip breakfast in
the morning. Find the mean, variance and standard deviation if 10
students are randomly selected.
n  10 μ  np σ 2  npq σ  npq
p  1  0.2  10(0.2)  (10)(0.2)(0.8)  1.6
5
q  0.8 2  1.6  1.3

32
Geometric Distribution

A geometric distribution is a discrete probability

distribution of a random variable x that satisfies the
following conditions.
1. A trial is repeated until a success occurs.
2. The repeated trials are independent of each other.
3. The probability of a success p is constant for each
trial.
The probability that the first success will occur on trial x
is
P (x) = p(q)x – 1, where q = 1 – p.

33
Geometric Distribution

Example:
A fast food chain puts a winning game piece on every fifth package
of French fries. Find the probability that you will win a prize,
a.) with your third purchase of French fries,
b.) with your third or fourth purchase of French fries.
p = 0.20 q = 0.80
a.) x = 3 b.) x = 3, 4
P (3) = (0.2)(0.8)3 – 1 P (3 or 4) = P (3) + P (4)
= (0.2)(0.8)2  0.128 + 0.102
= (0.2)(0.64)  0.230
= 0.128
34
Poisson Distribution

The Poisson distribution is a discrete probability distribution of

a random variable x that satisfies the following conditions.
1. The experiment consists of counting the number of times
an event, x, occurs in a given interval. The interval can be
an interval of time, area, or volume.
2. The probability of the event occurring is the same for each
interval.
3. The number of occurrences in one interval is independent
of the number of occurrences in other intervals.
The probability of exactly x occurrences in an interval is
x μ
P (x )  e
μ
where e  2.71818
x! and μ is the mean number of occurrences.

35
 Poisson Distribution
Example:
The mean number of power outages in the city of Brunswick is 4 per
year. Find the probability that in a given year,
a.) there are exactly 3 outages,
b.) there are more than 3 outages.

a.)   4, x  3 b.) P (more than 3)

 1  P (x  3)
43(2.71828)-4
P (3)   1  [P (3)  P (2) + P (1) + P (0)]
3!

 0.195  1  (0.195  0.147  0.073  0.018)

 0.567

36
Properties of Normal Distributions

A continuous random variable has an infinite number of

possible values that can be represented by an interval on
the number line.

Hours spent studying in a day

0 3 6 9 12 15 18 21 24

The time spent

studying can be any
number between 0
and 24.

The probability distribution of a continuous random

variable is called a continuous probability distribution.

37
Properties of Normal Distributions
The most important probability distribution in
statistics is the normal distribution.

Normal curve

A normal distribution is a continuous probability

distribution for a random variable, x. The graph of a
normal distribution is called the normal curve.

38
Properties of Normal Distributions
Properties of a Normal Distribution
1. The mean, median, and mode are equal.
2. The normal curve is bell-shaped and symmetric about
the mean.
3. The total area under the curve is equal to one.
4. The normal curve approaches, but never touches the x-
axis as it extends farther and farther away from the
mean.
5. Between μ  σ and μ + σ (in the center of the curve), the
graph curves downward. The graph curves upward to
the left of μ  σ and to the right of μ + σ. The points at
which the curve changes from curving upward to
curving downward are called the inflection points.
39
Means and Standard Deviations

Example:
1. Which curve has the greater mean?
2. Which curve has the greater standard deviation?

B
A

x
1 3 5 7 9 11 13

The line of symmetry of curve A occurs at x = 5. The line of symmetry

of curve B occurs at x = 9. Curve B has the greater mean.

Curve B is more spread out than curve A, so curve B has the greater
standard deviation.

40
Interpreting Graphs

Example:
The heights of fully grown magnolia bushes are normally
distributed. The curve represents the distribution. What
is the mean height of a fully grown magnolia bush?
Estimate the standard deviation.
The inflection points are one
standard deviation away from the
μ=8 mean. σ  0.7

x
6 7 8 9 10
Height (in feet)

The heights of the magnolia bushes are normally

distributed with a mean height of about 8 feet and a
standard deviation of about 0.7 feet.

41
The Standard Normal Distribution
The standard normal distribution is a normal distribution
with a mean of 0 and a standard deviation of 1.

The horizontal scale

corresponds to z-scores.

z
3 2 1 0 1 2 3

Any value can be transformed into a z-score by using the

formula z = Value - Mean
=
x -μ.
Standard deviation σ
42
The Standard Normal Table

Properties of the Standard Normal Distribution

1. The cumulative area is close to 0 for z-scores close to z = 3.49.
2. The cumulative area increases as the z-scores increase.
3. The cumulative area for z = 0 is 0.5000.
4. The cumulative area is close to 1 for z-scores close to z = 3.49

Area is close to 0. Area is close to 1.

z
3 2 1 0 1 2 3
z = 3.49 z = 3.49
z=0
Area is 0.5000.

43
The Standard Normal Table

Example:
Find the cumulative area that corresponds to a z-score
of 2.71.
Appendix B: Standard Normal Table
z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09

0.0 .5000 .5040 .5080 .5120 .5160 .5199 .5239 .5279 .5319 .5359

0.1 .5398 .5438 .5478 .5517 .5557 .5596 .5636 .5675 .5714 .5753

0.2 .5793 .5832 .5871 .5910 .5948 .5987 .6026 .6064 .6103 .6141

2.6 .9953 .9955 .9956 .9957 .9959 .9960 .9961 .9962 .9963 .9964

2.7 .9965 .9966 .9967 .9968 .9969 .9970 .9971 .9972 .9973 .9974

2.8 .9974 .9975 .9976 .9977 .9977 .9978 .9979 .9979 .9980 .9981

Find the area by finding 2.7 in the left hand column, and
then moving across the row to the column under 0.01.
The area to the left of z = 2.71 is 0.9966.
44
Guidelines for Finding Areas

Finding Areas Under the Standard Normal Curve

1. Sketch the standard normal curve and shade the
appropriate area under the curve.
2. Find the area by following the directions for each case
shown.
a. To find the area to the left of z, find the area that
corresponds to z in the Standard Normal Table.
2. The area to the
left of z = 1.23
is 0.8907.

z
0 1.23
1. Use the table to find
the area for the z-score.

45
Guidelines for Finding Areas

Finding Areas Under the Standard Normal Curve

b. To find the area to the right of z, use the Standard
Normal Table to find the area that corresponds to z.
Then subtract the area from 1.

2. The area to the 3. Subtract to find the area to

left of z = 1.23 is the right of z = 1.23:
0.8907. 1  0.8907 = 0.1093.

z
0 1.23
1. Use the table to find
the area for the z-score.

46
Guidelines for Finding Areas

Finding Areas Under the Standard Normal Curve

c. To find the area between two z-scores, find the area
corresponding to each z-score in the Standard
Normal Table. Then subtract the smaller area from
the larger area.
2. The area to the 4. Subtract to find the area of
left of z = 1.23 the region between the two
is 0.8907. z-scores:
0.8907  0.2266 = 0.6641.
3. The area to the left
of z = 0.75 is
0.2266.

z
0.75 0 1.23

1. Use the table to find the area for

the z-score.

47
Guidelines for Finding Areas

Example:
Find the area under the standard normal
curve to the right of z = 0.94.
Always draw
the curve!
0.8264
1  0.8264 = 0.1736

z
0 0.94

From the Standard Normal Table, the area is equal to

0.1736.

48
Probability and Normal Distributions
If a random variable, x, is normally distributed,
you can find the probability that x will fall in a
given interval by calculating the area under the
normal curve for that interval.

μ = 10
P(x < 15) σ=5

x
μ =10 15

49
Probability and Normal Distributions
Normal Distribution Standard Normal Distribution
μ = 10 μ=0
σ=5 σ=1

P(x < 15) P(z < 1)

x z
μ =10 15 μ =0 1

Same area

P(x < 15) = P(z < 1) = Shaded area under the curve
= 0.8413
50
Probability and Normal Distributions
Example:
The average on a statistics test was 78 with a standard
deviation of 8. If the test scores are normally distributed,
find the probability that a student receives a test score
less than 90.
μ = 78
σ=8 z  x - μ = 90 -78
σ 8
P(x < 90)
= 1.5

The probability that a

x student receives a test
μ =78 90 score less than 90 is
z
μ =0 ?
0.9332.
1.5

P(x < 90) = P(z < 1.5) = 0.9332

51
Finding z-Scores

Example:
Find the z-score that corresponds to a cumulative area
of 0.9973. Appendix B: Standard Normal Table
z .00 .01 .02 .03 .04 .05 .06 .07 .08
.08 .09

0.0 .5000 .5040 .5080 .5120 .5160 .5199 .5239 .5279 .5319 .5359

0.1 .5398 .5438 .5478 .5517 .5557 .5596 .5636 .5675 .5714 .5753

0.2 .5793 .5832 .5871 .5910 .5948 .5987 .6026 .6064 .6103 .6141

2.6 .9953 .9955 .9956 .9957 .9959 .9960 .9961 .9962 .9963 .9964

2.7
2.7 .9965 .9966 .9967 .9968 .9969 .9970 .9971 .9972 .9973 .9974

2.8 .9974 .9975 .9976 .9977 .9977 .9978 .9979 .9979 .9980 .9981

Find the z-score by locating 0.9973 in the body of the Standard

Normal Table. The values at the beginning of the
corresponding row and at the top of the column give the z-score.
The z-score is 2.78.
52
Finding z-Scores

Example:
Find the z-score that corresponds to a cumulative area
of 0.4170.
Appendix B: Standard Normal Table
z .09 .08 .07 .06 .05 .04 .03 .02 .01
.01 .00

3.4 .0002 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003

0.2 .0003 .0004 .0004 .0004 .0004 .0004 .0004 .0005 .0005 .0005
Use the
closest
0.3 .3483 .3520 .3557 .3594 .3632 .3669 .3707 .3745 .3783 .3821 area.
0.2
0.2 .3859 .3897 .3936 .3974 .4013 .4052 .4090 .4129 .4168 .4207

0.1 .4247 .4286 .4325 .4364 .4404 .4443 .4483 .4522 .4562 .4602
0.0 .4641 .4681 .4724 .4761 .4801 .4840 .4880 .4920 .4960 .5000

Find the z-score by locating 0.4170 in the body of the Standard

Normal Table. Use the value closest to 0.4170.
The z-score is 0.21.
53
Finding a z-Score Given a Percentile

Example:
Find the z-score that corresponds to P75.

Area = 0.75

z
μ =0 ?
0.67

The z-score that corresponds to P75 is the same z-score that

corresponds to an area of 0.75.

The z-score is 0.67.

54
Transforming a z-Score to an x-Score

To transform a standard z-score to a data value, x, in

a given population, use the formula
x  μ + zσ.
Example:
The monthly electric bills in a city are normally distributed
with a mean of $120 and a standard deviation of $16. Find
the x-value corresponding to a z-score of 1.60.

x  μ + zσ
= 120 +1.60(16)
= 145.6
We can conclude that an electric bill of $145.60 is 1.6 standard
deviations above the mean.
55
Finding a Specific Data Value
Example:
The weights of bags of chips for a vending machine are
normally distributed with a mean of 1.25 ounces and a
standard deviation of 0.1 ounce. Bags that have weights in
the lower 8% are too light and will not work in the machine.
What is the least a bag of chips can weigh and still work in the
machine?
P(z < ?) = 0.08
8% P(z < 1.41) = 0.08
z
?
1.41 0 x  μ + zσ
x
? 1.25
 1.25  (1.41)0.1
1.11
 1.11
The least a bag can weigh and still work in the machine is 1.11 ounces.

56
Properties of Sampling Distributions

Properties of Sampling Distributions of Sample Means

1. The mean of the sample means, μx , is equal to the population
mean.
μx = μ

2. The standard deviation of the sample means,σ x , is equal to the

population standard deviation, σ , divided by the square root of n.

σx = σ
n
The standard deviation of the sampling distribution of the sample
means is called the standard error of the mean.

57
Sampling Distribution of Sample Means

Example:
The population values {5, 10, 15, 20} are written on slips of
paper and put in a hat. Two slips are randomly selected, with
replacement.
a. Find the mean, standard deviation, and variance of the
population.
Population μ = 12.5
5
10 σ = 5.59
15
20 σ 2 = 31.25

Continued.

58
Sampling Distribution of Sample Means
Example continued:
The population values {5, 10, 15, 20} are written on slips of
paper and put in a hat. Two slips are randomly selected, with
replacement.
b. Graph the probability histogram for the population
values.
P(x) Probability Histogram
of Population of x
0.25
This uniform distribution
Probability

shows that all values have

the same probability of
being selected.
x
5 10 15 20
Population values Continued.

59
Sampling Distribution of Sample Means
Example continued:
The population values {5, 10, 15, 20} are written on slips of
paper and put in a hat. Two slips are randomly selected, with
replacement.
c. List all the possible samples of size n = 2 and calculate
the mean of each.
Sample Sample mean, x Sample Sample mean, x
5, 5 5 15, 5 10 These means
5, 10 7.5 15, 10 12.5 form the
5, 15 10 15, 15 15 sampling
5, 20 12.5 15, 20 17.5 distribution of
10, 5 7.5 20, 5 12.5 the sample
10, 10 10 20, 10 15 means.
10, 15 12.5 20, 15 17.5
10, 20 15 20, 20 20
Continued.
60
Sampling Distribution of Sample Means
Example continued:
The population values {5, 10, 15, 20} are written on slips of
paper and put in a hat. Two slips are randomly selected, with
replacement.
d. Create the probability distribution of the sample
means.
x f Probability
5 1 0.0625
7.5 2 0.1250 Probability Distribution
10 3 0.1875 of Sample Means

12.5 4 0.2500
15 3 0.1875
17.5 2 0.1250
20 1 0.0625

61
Sampling Distribution of Sample Means
Example continued:
The population values {5, 10, 15, 20} are written on slips of
paper and put in a hat. Two slips are randomly selected, with
replacement.
e. Graph the probability histogram for the sampling
distribution.
P(x) Probability Histogram of
Sampling Distribution
0.25
0.20
Probability

The shape of the graph is

0.15
symmetric and bell shaped.
0.10
It approximates a normal
0.05 distribution.
x
5 7.5 10 12.5 15 17.5 20
Sample mean
62
The Central Limit Theorem

If a sample of size n  30 is taken from a population with

any type of distribution that has a mean =  and standard
deviation = ,

x x
 
the sample means will have a normal distribution.
xx
x x
x x x
x x x x x x

63
The Central Limit Theorem

If the population itself is normally distributed, with

mean =  and standard deviation = ,

x

the sample means will have a normal distribution for
any sample size n.
xx
x x
x x x
x x x x x x

64
The Central Limit Theorem

In either case, the sampling distribution of sample means

has a mean equal to the population mean.

μx  μ Mean of the
sample means

The sampling distribution of sample means has a standard

deviation equal to the population standard deviation
divided by the square root of n.

σx  σ Standard deviation of the

sample means
n
This is also called the
standard error of the mean.
65
The Mean and Standard Error

Example:
The heights of fully grown magnolia bushes have a mean
height of 8 feet and a standard deviation of 0.7 feet. 38
bushes are randomly selected from the population, and
the mean of each sample is determined. Find the mean
and standard error of the mean of the sampling
distribution.
Standard deviation
Mean (standard error)
μx  μ σx  σ
n
=8
0.7
= = 0.11
38
Continued.
66
Interpreting the Central Limit Theorem
Example continued:
The heights of fully grown magnolia bushes have a
mean height of 8 feet and a standard deviation of 0.7
feet. 38 bushes are randomly selected from the
population, and the mean of each sample is determined.

The mean of the sampling distribution is 8 feet ,and the

standard error of the sampling distribution is 0.11 feet.

From the Central Limit Theorem,

because the sample size is greater
than 30, the sampling distribution x

can be approximated by the 7.6 8 8.4

normal distribution. μx = 8 σ x = 0.11

67
Probability and Normal Distributions
Example:
The average on a statistics test was 78 with a standard
deviation of 8. If the test scores are normally distributed,
find the probability that the mean score of 25 randomly
selected students is between 75 and 79.
μx = 78 x  μ x 75  78
z1 = = = 1.88
σx 1.6
σ x = σ = 8 = 1.6
n 25

z 2 = x  μ = 79  78 = 0.63
P (75 < x < 79) σ 1.6

x
75 78 79
z
1.88
? 0 0.63
? Continued.
68
Probability and Normal Distributions
Example continued:

P (75 < x < 79)

x
75 78 79
z
1.88
? 0 0.63
?

P(75 < x < 79) = P(1.88 < z < 0.63) = P(z < 0.63)  P(z < 1.88)
= 0.7357  0.0301 = 0.7056
Approximately 70.56% of the 25 students will have a mean
score between 75 and 79.
69
Normal Approximation

The normal distribution is used to approximate the

binomial distribution when it would be impractical
to use the binomial distribution to find a probability.
Normal Approximation to a Binomial Distribution
If np  5 and nq  5, then the binomial random variable x
is approximately normally distributed with mean
μ  np
and standard deviation
σ  npq.

70
Normal Approximation

Example:
Decided whether the normal distribution to approximate x
may be used in the following examples.
1. Thirty-six percent of people in the United States own
a dog. You randomly select 25 people in the United
States and ask them if they own a dog.
np = (25)(0.36) = 9 Because np and nq are greater than 5,
nq = (25)(0.64) = 16 the normal distribution may be used.

2. Fourteen percent of people in the United States own

a cat. You randomly select 20 people in the United
States and ask them if they own a cat.
np = (20)(0.14) = 2.8 Because np is not greater than 5, the
nq = (20)(0.86) = 17.2 normal distribution may NOT be used.
71
Guidelines

Using the Normal Distribution to Approximate Binomial Probabilities

In Words In Symbols
1. Verify that the binomial distribution applies. Specify n, p, and q.
2. Determine if you can use the normal Is np  5?
distribution to approximate x, the binomial Is nq  5?
variable.
3. Find the mean  and standard deviation μ  np
for the distribution. σ  npq
4. Apply the appropriate continuity correction.
Shade the corresponding area under the Add or subtract 0.5
normal curve. from endpoints.
5. Find the corresponding z-value(s). z x-μ
σ
6. Find the probability. Use the Standard
Normal Table.

72