The Distribution of the

Sample Mean ()
 Sampling Distributions
Sample 1:
Population

Sample 2:

Sample 3:

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 Sampling Distributions
Sample 1:
• Understanding sampling distributions of
Sample 2:
sample statistics tells us how much
sampling variability is present.
• In inferential statistics, this will help us
quantify how much error is present in our
estimates of population parameters.
Sample 3:

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The Central Limit Theorem
When taking a random sample of independent observations, the
distribution of the sample mean () will be approximately normal with
mean, and standard deviation, if the sample size is sufficiently large.

Standard Error of the

Mean
The Central Limit Theorem
When taking a random sample of independent observations, the
distribution of the sample mean () will be approximately normal with
mean, and standard deviation, if the sample size is sufficiently large.

Assumptions to apply CLT:

1. Random sample
2. Independent observations
• Simple random sample <10% of the population, or sample with replacement
3. Sufficiently large means, n≥30
The Central Limit Theorem (Informal
Description)
The distribution of sample means () of independent observations of a
random variable () will get closer and closer to a normal distribution as
the sample size increases, even if the original population distribution
isn’t normal itself.

Remark: If the original population distribution is

normal, then the distribution of sample means
() will also be normal, even for small sample
sizes.

Devore, J. L. (2008). Probability and Statistics for Engineering and the Sciences.
Central Limit Theorem: Example
You are public health researcher interested in texting and driving in youth ages 15
to 19. You know the population mean for the time spent driving in this group is and
the population standard deviation is . If you take a simple random sample of 50
drivers, what is the probability that the sample mean is between 24.7 and 25.5
minutes?

Step 1: Check Assumptions of CLT to Establish Normality

a) This is a simple random sample.
b) Observations are independent. A sample of 50 drivers is < 10% of the
population of young drivers.
c) Sample is sufficiently large because 50≥30.
Central Limit Theorem: Example
You are public health researcher interested in texting and driving in youth ages 15
to 19. You know the population mean for the time spent driving in this group is and
the population standard deviation is . If you take a simple random sample of 50
drivers, what is the probability that the sample mean is between 24.7 and 25.5
minutes?

Step 2: Find the mean and standard deviation of the sampling distribution. In
general, and .
 Central Limit Theorem: Example
You are public health researcher interested in texting and driving in youth ages 15 to 19.
You know the population mean for the time spent driving in this group is and the
population standard deviation is . If you take a simple random sample of 50 drivers, what is
the probability that the sample mean is between 24.7 and 25.5 minutes?
Step 3: Use normal calculations to find the probability.

data ex;
q = cdf('normal',2.36) -
cdf('normal',-1.41);
run;

proc print data=ex;

run;