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Central Limit Theorem

ILLUSTRATES THE CENTRAL LIMIT THEOREM.

Central Limit Theorem

States that if sample size n are randomly selected from the population with the mean and variance, the sampling
distribution will approach a normal distribution even when the original population is not normally distributed, if the sample
size n is sufficiently large.

Example 1: Consider the population of Senior High School consisting of the values 1, 2, 3, 4, 5, and 6. Compute the following:
1. population mean
2. population variance
3. population standard deviation
4. illustrate the probability histogram of the sampling distribution of the means.
Students 2 ∑ X 21
(X −μ) ( X −μ ) P( X) μ= = =3.5
(X ) N 6
1 (1-3.5) =-2.5 6.25 1/6
2
2 -1.5 2.25 1/6 ∑ ( X−μ ) 17.5
3 -0.5 0.25 1/6 σ 2= = =2.917
N 6
4 0.5 0.25 1/6
5 1.5 2.25 1/6 σ =√ σ 2= √ 2.917=1.708
6 2.5 6.25 1/6
2
∑ X =¿21 ∑ ( X −μ ) =17.5
Consider all the possible samples of size 2 that can be drawn with replacement from the population 1, 2, 3, 4, 5, and 6. Create
a sampling distribution of the sample mean.
Compute the following:
1. Mean of the sampling distribution of the sample mean
2. Variance of the sampling distribution of the sample mean.
3. Standard deviation of the sampling distribution of the sample mean.
4. Illustrate the probability histogram of the sampling distribution of the mean.
SAMPLE MEAN SAMPLE MEAN
S S
1,1 1 4,1 2.5
1,2 1.5 4,2 3
1,3 2 4,3 3.5
1,4 2.5 4,4 4
1,5 3 4,5 4.5
1,6 3.5 4,6 5
2,1 1.5 5,1 3
2,2 2 5,2 3.5
2,3 2.5 5,3 4
2,4 3 5,4 4.5
2,5 3.5 5,5 5
2,6 4 5,6 5.5
3,1 2 6,1 3.5
3,2 2.5 6,2 4
3,3 3 6,3 4.5
3,4 3.5 6,4 5
3,5 4 6,5 5.5
3,6 4.5 6,6 6

Sample ∑ X 126
Frequenc Probability μ x= = =3.5
Mean
y P(x)
(x−μ) ( x−μ )2 n 36
(x)
2
1 1 1/36 or -2.5 6.25 2
∑ ( X −μ x )
52.5
σ x= = =1.458
Statistics and Probability36
n (Grade 11)- WEEK 2
σ x =√ σ 2x =√ 1.458=1. 207
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0.028
2/36 or -2 4
1.5 2
0.056
3/36 or -1.5 2.25
2 3
0.083
4/36 or -1 1
2.5 4
0.111
5/36 or -0.5 0.25
3 5
0.139
6/36 or 0 0
3.5 6
0.167
5/36 or 0.5 0.25
4 5
0.139
4/36 or 1 1
4.5 4
0.111
3/36 or 1.5 2.25
5 3
0.083
2/36 or 2 4
5.5 2
0.056
1/36 or 2.5 6.25
6 1
0.028
∑ X =¿2 2
∑ ( X −μ ) =52.5
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In the given example, we compared the values solved through the data in the population and the sampling distribution.
1. The population mean μ=3.5 while the mean of the sampling distribution μ x =3.5. Notice that the population mean is
equal to the mean of the sampling distribution. That is μ=μ x .
2
2. The population variance σ 2 ≈ 2.917 while the variance of the sampling distribution σ x ≈ 1.4 58 . Notice that if we divide
the population variance by the sample size of 2, we have 1.458 which equal to the variance of the sampling distribution of
2.917 2 σ
the sample mean. That is, =1.458 . Therefor σ x =
2 n
3. The population standard deviation σ ≈ 1.7 08 while the standard deviation of the sampling distribution σ x =1.207 . Notice
that if we divide the population standard deviation by the square root of the sample size of 2, we have 1.207 which is equal
1.708 σ
to the standard deviation of the sampling distribution. That is, =1.207. Therefore σ x =
√2 √n
4. The probability histogram of the population wherein n=1 it formed a flat distribution while the probability histogram of
the sampling distribution of the sample mean with size n=2 it formed normal distribution.
Central limit theorem
If samples of size n, where n is sufficiently large, are drawn from any population with a mean μ and standard
deviation σ , then the sampling distribution of sample means approximates a normal distribution.
The sampling distribution of the sample means taken with replacement from a population N will approach a normal
distribution according to the central limit theorem.
By giving Central Limit Theorem, the property of sampling distribution of sample mean may be solved using: μ=μ x ,
2 σ 2 σ
σ x= , σ x= .
n n
Activity 3 (Yellow Pad Copy and Answer)
A. Consider a population consisting of values (1,3,5).
1. List all the possible samples of size 2 that can be drawn from the population with replacement.
2. Compute for the mean of the sampling distribution of the sample means.
3. Compute for the variance of the sampling distribution of the sample means.
4. Construct a histogram.
Sample
Frequenc Probability
Mean
y P(x)
(x−μ) ( x−μ )2
(x)
Statistics and Probability (Grade 11)- WEEK 2
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Statistics and Probability (Grade 11)- WEEK 2