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Sampling Distributions Overview

The document discusses sampling distributions and the central limit theorem. It provides examples of how to calculate the distribution of a sample mean for random variables with different distributions. It also shows how to calculate the sampling distribution of the difference between two sample means from independent populations. An exercise at the end asks the reader to calculate the probability that a random variable falls within a certain range.

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Thomas Shelby
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13 views14 pages

Sampling Distributions Overview

The document discusses sampling distributions and the central limit theorem. It provides examples of how to calculate the distribution of a sample mean for random variables with different distributions. It also shows how to calculate the sampling distribution of the difference between two sample means from independent populations. An exercise at the end asks the reader to calculate the probability that a random variable falls within a certain range.

Uploaded by

Thomas Shelby
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Chapter 7 (cont):

Point Estimation of Parameters


and
Sampling Distributions
7.2 Sampling Distributions and
the Central Limit Theorem.
Example 2:
Suppose that a random variable X has a continuous
uniform distribution

Find the distribution of the sample mean of a


random sample of size n = 40 ?
7.2 Sampling Distributions and
the Central Limit Theorem.
Solution: The mean and variance of X are
ab 46
  5
2 2
 b  a  6  4
2 2
1
 
2
 
12 12 3
The central limit theorem indicates that the
distribution of X is approximately normal with mean
21
 X    5; 
2
X

n 120
7.2 Sampling Distributions and
the Central Limit Theorem.
Now consider the case in which we have two
independent populations.
Let the first population have:   X1  1
2  X1 :  2
mean 1 and variance  1  X1   1 / n1
2

Let the second population have:   X 2  2


mean 2 and variance  22  X 2 :  2
 X 2   2 / n2
2

The sampling distribution of X 1  X 2 is normal with


mean       2
 2

X1  X 2 X1 X2 ;  2
X1  X 2
  2
X1
  2
 1
 2
X2
n1 n2
 1  2
7.2 Sampling Distributions and
the Central Limit Theorem.
Approximate Sampling Distribution of a
Difference in Sample Means
7.2 Sampling Distributions and
the Central Limit Theorem.
Example: The effective life of a component used
in a jet-turbine aircraft engine is a random variable
with mean 5000 hours and standard deviation 40
hours. The distribution of effective life is fairly
close to a normal distribution. The engine
manufacturer introduces an improvement into the
manufacturing process for this component that
increases the mean life to 5050 hours and decreases
the standard deviation to 30 hours. Suppose that a
random sample of n1  16 components is selected
from the “old” process and a random sample
7.2 Sampling Distributions and
the Central Limit Theorem.
Example:
of n2  25 components is selected from the
“improved” process.
What is the probability that the difference in the
two samples means X 2  X 1 is at least 25 hours ?
7.2 Sampling Distributions and
the Central Limit Theorem.
Solution:
1  5000; 1  40; n1  16
2  5050; 2  30; n2  25

P X 2  X 1  25  ? 
We have:  X  5000;  X2  10
1 1

 X  5050; 
2
2
X2
6
Then   50; 2
 136
X 2  X1 X 2  X1
7.2 Sampling Distributions and
the Central Limit Theorem.
Solution:
X 2  X 1 N  50,136 
So
 
P X 2  X 1  25  0.9838
7.2 Sampling Distributions and
the Central Limit Theorem.
Exercise:

Hint: Set Y  X  6; E Y   ?;V Y  


E  aX  b   aE  X   b;V  aX  b   a V  X 
2
7.2 Sampling Distributions and
the Central Limit Theorem.
Exercise:

 
P 2.1  X  2.5  ?
7.2 Sampling Distributions and
the Central Limit Theorem.
Exercise:

a  b 2  b  a  1  1
2

 ; 
2 12
7.2 Sampling Distributions and
the Central Limit Theorem.
Exercise:
7.2 Sampling Distributions and
the Central Limit Theorem.
Exercise:

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