The Central Limit Theorem:

“What is it and how do I present it?”

 Outline
• National Standards and the Design of My Talk
• Available resources
• Description of central limit theorem
• In-class simulations
• Examples
• Why is the central limit theorem so important?
• Conclusions

03/12/23 Dr. Derek Webb Bemi 2

dji State University
 National Standards and the
Design of My Talk
• Central limit theorem not specifically addressed
outside AP course.
• Central limit theorem indirectly encountered and
discussed in many contexts including simulations,
distribution discussions and inferential statistics
• My talk provides teachers with background and
enables them to incorporate the central limit
theorem into their classes if they wish.

03/12/23 Dr. Derek Webb Bemi 3

dji State University
 National Standards and the
Design of My Talk
• I attended the National Council of Teachers
of Mathematics Academy on Probability
and Statistics in Feb. 2004.
• Central limit theorem was brought up many
times by facilitators and teachers.
• Most had a vague (sometimes correct,
sometimes incorrect) understanding of the
central limit theorem.

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dji State University
 What is out there?
• Books emphasize the theoretical Examples
and are brief and unmotivating.
• Google search of “central limit theorem”
yielded 69,700 hits.
– Pages I visited are technical, complicated, and
confusing.
– Examples are not very intuitive.

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 Historical Perspective
• 1749-1827
• Lived in France
• First person to study
central limit theorem
in depth and give a
proof of its validity.

Pierre-Simon Laplace
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 Historical Perspective
• 1777-1855
• Lived in Germany
• Did extensive work
with the normal
distribution and
probability theory. Karl Frederick Gauss

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 What is the Central Limit
Theorem?

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The Central Limit Theorem is not
a result about individual
observations

Individual observations of a random sample:

X 1 , X 2 , X 3 ,, X n

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The Central Limit Theorem describes
the properties of the following two
quantities as n gets larger
The sample mean or average of a random sample
of size n:
n
X i X1  X 2  X 3    X n
X  
i 1 n n

The sum or total of the sample of size n:

n
T   X i  X1  X 2 X 3    X n
i 1

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 In-Class Simulations
• Can take lots of time
• Many samples
necessary
• Students may lose
track of “big picture”
• Multiple class days
may be necessary

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 Example Using Sample Mean X
17 18 18 18 19 19 19 19
• Population: 65
20 20 20 20 20 20 20 20
introductory statistics
students. 20 20 21 21 21 21 21 21
• Variable: age 21 21 21 21 22 22 22 22
22 22 22 22 22 23 23 23
23 23 24 24 24 24 24 25
25 25 26 26 27 27 29 29
30 32 32 33 33 34 38 43
50

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 Example Using Sample Mean X
• Displaying the population
using a histogram
• Population skewed right

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 Example Using Sample Mean X
• Displaying the population
using a dot plot
• Population skewed right

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 Sample of Size 1
17 18 18 18 19 19 19 19
• Take a random sample of
20 20 20 20 20 20 20 20
size n=1 from the
population. 20 20 21 21 21 21 21 21
• Sample mean of sample of 21 21 21 21 22 22 22 22
size n=1 is 22 22 22 22 22 23 23 23
23 23 24 24 24 24 24 25
X1
X  X1 25 25 26 26 27 27 29 29
1
30 32 32 33 33 34 38 43
50

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dji State University
 Sample of Size 1
17 18 18 18 19 19 19 19
• Take a random sample of
20 20 20 20 20 20 20 20
size n=1 from the
population. 20 20 21 21 21 21 21 21
• Sample mean of sample of 21 21 21 21 22 22 22 22
size n=1 is 22 22 22 22 22 23 23 23
23 23 24 24 24 24 24 25
21
X  21 25 25 26 26 27 27 29 29
1
30 32 32 33 33 34 38 43
50

03/12/23 Dr. Derek Webb Bemi 16

dji State University
 Sample of Size 1
17 18 18 18 19 19 19 19
• Take a random sample of
20 20 20 20 20 20 20 20
size n=1 from the
population. 20 20 21 21 21 21 21 21
• Sample mean of sample of 21 21 21 21 22 22 22 22
size n=1 is 22 22 22 22 22 23 23 23
23 23 24 24 24 24 24 25
33
X  33 25 25 26 26 27 27 29 29
1
30 32 32 33 33 34 38 43
50

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 Distribution of X
• There are 65 possible
samples of size n=1.
• Therefore, there are 65
values of X .
• The distribution of all
possible values of X is
called the sampling
distribution of X .

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dji State University
 Sample of Size 2
17 18 18 18 19 19 19 19
• Take a random sample of
20 20 20 20 20 20 20 20
size n=2 from the
population. 20 20 21 21 21 21 21 21
• Sample mean of sample of 21 21 21 21 22 22 22 22
size n=2 is 22 22 22 22 22 23 23 23
23 23 24 24 24 24 24 25
X1  X 2
X 25 25 26 26 27 27 29 29
2
30 32 32 33 33 34 38 43
50

03/12/23 Dr. Derek Webb Bemi 19

dji State University
 Sample of Size 2
17 18 18 18 19 19 19 19
• Take a random sample of
20 20 20 20 20 20 20 20
size n=2 from the
population. 20 20 21 21 21 21 21 21
• Sample mean of sample of 21 21 21 21 22 22 22 22
size n=2 is 22 22 22 22 22 23 23 23
23 23 24 24 24 24 24 25
21  27
X  24 25 25 26 26 27 27 29 29
2
30 32 32 33 33 34 38 43
50

03/12/23 Dr. Derek Webb Bemi 20

dji State University
 Distribution of X
• There are 2080 possible
samples of size n=2.
• Therefore, there are 2080
values of X .
• The distribution of all
possible values of X is
called the sampling
distribution of X .

03/12/23 Dr. Derek Webb Bemi 21

dji State University
 Sample of Size 3
17 18 18 18 19 19 19 19
• Take a random sample of
20 20 20 20 20 20 20 20
size n=3 from the
population. 20 20 21 21 21 21 21 21
• Sample mean of sample of 21 21 21 21 22 22 22 22
size n=3 is 22 22 22 22 22 23 23 23
23 23 24 24 24 24 24 25
X1  X 2  X 3
X 25 25 26 26 27 27 29 29
3
30 32 32 33 33 34 38 43
50

03/12/23 Dr. Derek Webb Bemi 22

dji State University
 Distribution of X
• There are 43,680 possible
samples of size n=3.
• Therefore, there are
43,680 values of X .
• The distribution of all
possible values of X is
called the sampling
distribution of X .

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dji State University
 Distribution of X
• The number of possible
samples increases very
quickly as n increases.
• For n=5 there are
8,259,888 possible
samples.

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 Distribution of X
• Sampling distribution of X
for n=10.
• Note: shape starting to
look very symmetric.
• Note: range of sample
mean is decreasing.
• Shape of the normal
distribution appearing.

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 Distribution of X - Summary

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 Distribution of X - Summary
• The original distribution of ages is very skewed
and disjoint.
• The distribution of possible X values is called the
sampling distribution of X .
• As sample size n increases the sampling
distribution of X becomes symmetrical.
• The larger the sample size, the more closely the
distribution resembles the normal distribution.

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 Distribution of X - Summary
• The mean of the sampling distribution of X
equals the mean of the original distribution.
X  
The mean of the sampling distribution
equals the mean of the original distribution

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 Distribution of X - Summary
Mean = 23.9 Mean = 23.9

Mean = 23.9 Mean = 23.9

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 Distribution of X - Summary
• The standard deviation (spread) of the
sampling distribution of X equals the standard
deviation of the original distribution divided
by the square root of the sample size.
X  / n
The standard deviation of the sampling distribution
decreases as n increases.

03/12/23 Dr. Derek Webb Bemi 30

dji State University
 Distribution of X - Summary
The standard deviation of the sampling distribution
decreases as n increases.

Standard Deviation = 5.88

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 Distribution of X - Summary
The standard deviation of the sampling distribution
decreases as n increases.

Standard Deviation = 2.63

03/12/23 Dr. Derek Webb Bemi 32

dji State University
 Distribution of X - Summary
The standard deviation of the sampling distribution
decreases as n increases.

Standard Deviation = 1.86

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dji State University
 Distribution of X - Summary
The standard deviation of the sampling distribution
decreases as n increases.

Standard Deviation = 1.52

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 Example Using the Sample Sum: T
• Recall T   X i  X 1  X 2  X 3    X n
• Population: U.S. adults
• Sample: Full flight on a Boeing 747
– Boeing 747 holds 358 passengers
– Average weight of U.S. male: 172 lbs
– Average weight of U.S. female: 143 lbs
– Percent of U.S. population that is male: 49.1%
– Percent of U.S. population that is female: 50.9%

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 Distribution of Population
• Combination of two
distributions, one for
females and one for
males.

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 Distribution of T
• Distribution of Total
passenger weight for n=5
• Mean of distribution is
787.35 pounds
• Red lines indicate middle
95% of distribution which
is (681 lbs, 894 lbs)

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dji State University
 Distribution of T
• Distribution of Total
passenger weight for n=10
• Mean of distribution is
1574.8 pounds
• Red lines indicate middle
95% of distribution which
is (1424 lbs, 1725 lbs)

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dji State University
 Distribution of T
• Distribution of Total
passenger weight for
n=100
• Mean of distribution is 7.8
tons
• Red lines indicate middle
95% of distribution which
is (7.6 tons, 8.1 tons)

03/12/23 Dr. Derek Webb Bemi 39

dji State University
 Distribution of T
• Distribution of Total
passenger weight for
n=358
• Mean of distribution is
28.2 tons
• Red lines indicate middle
95% of distribution which
is (27.7 tons, 28.6 tons)

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dji State University
 Distribution of T - Summary
• The original distribution of potential adult
passengers is complex and non-normal.
• The distribution of possible T values is
called the sampling distribution of T.
• The larger the sample size, the more closely
the distribution of T resembles the normal
distribution.

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dji State University
 Distribution of T - Summary
• The mean of the sampling distribution of T equals
n times the mean of the original distribution.

 X  n
• The mean of the original distribution is   157
pounds.
• The mean of the distribution of T for n=358 is
n  358 *157  56,206 lbs  28.1 tons.

03/12/23 Dr. Derek Webb Bemi 42

dji State University
 Distribution of T - Summary
• The standard deviation (spread) of the sampling
distribution of T equals the square root of the sample
size times the standard deviation of the original
distribution.
 X  n *
• The standard deviation of the original distribution is
  24 pounds.
• The standard deviation of the distribution of T for
n=358 is
n  358 * 24  454 lbs  0.227 tons.

03/12/23 Dr. Derek Webb Bemi 43

dji State University
 Why is the Central Limit Theorem so
Important?
• Most populations we study are not normally
distributed.
• Elementary hypothesis test and confidence
interval methods require a normally
distributed population OR large sample size
( n  30 ).
• These methods are frequently used and
oftentimes the only methods students learn.

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 Why is the Central Limit Theorem so
Important?
• Teachers and students may notice that a
simulation exercise in class results in a
histogram that looks normal.
• Teachers need to be aware of why it looks
normal – ie Teachers need to understand the
central limit theorem and know when it
shows up in simulation exercises.

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 Questions?

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