Central Limit Theorem

Random Sampling
Statistics (Functions of n Random Variables)
The CLT

Romarie U. Lorenzo
August 6/7, 2013
 Random Sampling
Population = totality of observations
(measurements, sample values)
Sample = subset of a population
CAUTION: The term sample could refer to the
subset of the population or to a single
measurement.
 Random Sampling
Inferences are valid if the samples are
representative of the population
Biased sampling consistently overestimates or
underestimate some characteristic
Random sampling observations are independent
and at random
 Random Sampling
Let X1, X2, , Xn be a random sample of size n.
If each Xi has the same pdf f(x), then the joint pdf
of the random sample is

f ( x 1, x 2, , x n )= f ( x 1 ) f ( x 2 ) f ( x n )

since all the Xi's are independent.

 Statistics
Statistic = any function of the random variables
constituting a random sample
Location measures: Sample Mean X, Sample
Median x , Sample Mode
Variability Measures: Sample Variance, Sample
Standard Deviation, Range
Sampling Distribution = probability distribution
of a statistic
 Sample Mean and Sample Sum

The random variables

1 n n
X = X i and S n = X i
n i =1 i =1

are referred to as sample mean and

sample sum or sample total, respectively
of the sample

X 1 , , X n
 Central Limit Theorem
Let X 1 , X 2 , , X n be a random sample from a
distribution with mean and variance 2.
Then if n is sufficiently large, X has approx. a
normal distribution with X =
and X2
= 2
n and
S n has approx. a normal distribution with S = n
and S = n. The larger the value of n, the better the
2 2

approximation.
Jay Devore
Probability and Statistics for Engg and Sciences
The Central Limit Theorem
The Central Limit Theorem
The Central Limit Theorem
The Central Limit Theorem
Central Limit Theorem
 YouTube Videos
Central Limit Theorem and Sampling Distributions
for x-bars (sample means)
http://www.youtube.com/watch?v=zr-97MVZYb0
Central Limit Theorem Simulation
http://www.youtube.com/watch?v=XAuMfxWg6eI
 Next Meeting
CLT Continuation
Examples
Continuity Correction