Illustrating the

Central Limit Theorem

Objectives:
1.illustrate the Central Limit Theorem;
2. define the sampling distribution of the sample
mean using the Central Limit Theorem.
 The Central Limit Theorem
 The
Central Limit Theorem is essential in statistics because it allows us to make probability statements about the sample mean, especially in relation to its value in comparison to the population
mean. It guarantees that no matter what the shape of the population distribution of the mean is, the sampling distribution of the sample means is closely normally distributed whenever n is large.

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 Properties of Sampling Distributions
Properties of Sampling Distributions of Sample Means
1. The mean of the sample means, x,
isμequal to the population mean.

μx = μ
2. The standard deviation of the sample means, is equal to the population
standard deviation, σx,
divided by the square root of n.
σ,
σ
σx =
n
The standard deviation of the sampling distribution of the sample means is
called the standard error of the mean.

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 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

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 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

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 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.
σ
σx  Standard deviation of the
sample means
n
This is also called the standard
error of the mean.
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 Large Sample Size

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 Caution:

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 Large Sample Size

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 THEOREM

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 THEOREM

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 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 σ
σx 
n
=8
0.7
= = 0.11
38
Continued.
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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 can be x

approximated by the normal 7.6 8 8.4

distribution. μx = 8 σ x = 0.11

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 Finding Probabilities
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.

The mean of the sampling distribution is 8

feet, and the standard error of the sampling μx = 8 n = 38
distribution is 0.11 feet. σ x = 0.11

Find the probability that the mean

x
height of the 38 bushes is less than
7.6 8 8.4
7.8 feet. 7.8
Continued.
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 Finding Probabilities
Example continued:
Find the probability that the mean height of the 38 bushes is less
than 7.8 feet.
μx = 8 n = 38
σ x = 0.11
x  μx
z 
P (x < 7.8) σx
x
7.6 8 8.4 7.8  8
=
7.8 0.11
z
0 = 1.82
P ( x < 7.8) = P (z < ____
? ) = 0.0344
1.82
The probability that the mean height of the 38 bushes is less than
7.8 feet is 0.0344.
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 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.
μ x = 78 x  μ x 75  78
z1 = = = 1.88
σ 8 σx 1.6
σx = = = 1.6
n 25
x  μ 79  78 = 0.63
z2 = =
P (75 < x < 79) σ 1.6

x
75 78 79
z
1.88
? 0 0.63
? Continued.
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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.
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 Probabilities of x and x
Example:
The population mean salary for auto mechanics is =
$34,000 with a standard deviation of  = $2,500. Find the probability
that the mean salary for a randomly selected sample of 50 mechanics
is greater than $35,000.
μ x = 34000
x  μ x 35000  34000 = 2.83
σ 2500 z  =
σx  = = 353.55 σx 353.55
n 50
P ( x > 35000) = P (z > 2.83) = 1  P (z < 2.83)
= 1  0.9977 = 0.0023

The probability that the mean salary

x for a randomly selected sample of 50
34000 35000 mechanics is greater than $35,000 is
z
0 2.83
? 0.0023.

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 Probabilities of x and x
Example:
The population mean salary for auto mechanics is =
$34,000 with a standard deviation of  = $2,500. Find the
probability that the salary for one randomly selected mechanic is
greater than $35,000.
(Notice that the Central Limit Theorem does not apply.)

μ = 34000 x - μ 35000 - 34000 = 0.4

z = =
σ 2500
σ = 2500
P (x > 35000) = P (z > 0.4) = 1  P (z < 0.4)
= 1  0.6554 = 0.3446

x The probability that the salary for

34000 35000 one mechanic is greater than
z
0 ?
0.4 $35,000 is 0.3446.

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 Probabilities of x and x
Example:
The probability that the salary for one randomly selected mechanic is
greater than $35,000 is 0.3446. In a group of 50 mechanics,
approximately how many would have a salary greater than $35,000?

This also means that 34.46% of mechanics

P(x > 35000) = 0.3446 have a salary greater than $35,000.

34.46% of 50 = 0.3446  50 = 17.23

You would expect about 17 mechanics out of the group of 50

to have a salary greater than $35,000.
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110

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