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Chapter 7 - Sampling Distributions CLT

Here are the solutions to the given modular arithmetic expressions: (3x + 13) mod 21 = (3x + 13) (5x + 15) mod 21 = (5x + 15) (7x + 17) mod 21 = (7x + 17) Since the numbers being divided (21) are greater than the expressions themselves, the remainders will simply be the expressions. Modular arithmetic only changes the result when the number being divided is smaller than the expression.

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125 views

Chapter 7 - Sampling Distributions CLT

Here are the solutions to the given modular arithmetic expressions: (3x + 13) mod 21 = (3x + 13) (5x + 15) mod 21 = (5x + 15) (7x + 17) mod 21 = (7x + 17) Since the numbers being divided (21) are greater than the expressions themselves, the remainders will simply be the expressions. Modular arithmetic only changes the result when the number being divided is smaller than the expression.

Uploaded by

Bui Tien Dat
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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7 Sampling Distributions

& Point Estimation of


Parameters
LO
• Discuss sampling distributions and use the Central Limit
Theorem to analyze sampling distribution of the means
• Discuss sampling distributions; find the point estimation
of a parameter.
• Apply Central Limit Theorem to calculate probabilities
regarding the sampling distribution of the means.
Introduction

Statistical techniques
Population
Make decisions
Sample Draw conclusions
Sample
about population

Statistical inference
Statistical inference

Statistical
inference

Parameter Hypothesis
estimation testing
Point estimate

A statistic 
෡
(estimator)
Population A single
having numerical
parameters  Sample Sample
value ෠

A statistic 
෡ is a function of the observations in a random sample X1, X2, …, Xn.
Distribution of a statistic 
෡ is called sampling distribution.
For example, the probability distribution of ഥX is the sampling distribution of the mean.
(Point) Estimation problems
Mean

Proportion p 2 Variance

Estimate

Difference between two means 1- 2 p1 – p2 Difference between two proportions


Reasonable estimates
Population parameter Estimate
Mean  
ෝ = 𝑥,ҧ the sample mean
Variance 2 
ෝ2 = s2, the sample variance

Proportion p 𝑝Ƹ = x/n, the sample proportion


 1 - 2 1 − ෞ
ෞ 2 = 𝑥ഥ1 - 𝑥ഥ2, the different sample
means of two ind. rand. samples
p1 – p2 𝑝ෝ1 - 𝑝ෝ2, the different sample proportions
computed from two ind. rand. samples
Example
Pond 1 = population 1 Pond 2 = population 2

 
   
 

 

Sample S1   Sample S2 


Weight: 1.2, 3.0, 2.3, 1.0; 1.9; 2.1; 1.4; Weight: 1.0, 2.3, 1.3; 1.5; 0.3; 1.6; 2.3; 2.6;
2.2; 0.7; 1.3; 0.5; 0.8; 2.3; 3.3; 4.1; 3.5; 3.3; 4.2; 0.8; 2.8; 3.7; 0.5; 4.1; 3.3; 2.1;
2.7; 1.3; 3.0; 1.4 3.6; 1.8; 2.1

1) Estimated average weight, variance, standard deviation in each pond.


2) Compare the weight average, variance, standard deviation of the number of fish
in two ponds.
Sampling Distributions
The Central Limit Theorem
ഥ Mean: 3.49922
Statistics: X
Sampling procedure: Sample 1
4.2
Roll a die 5 times (n=5) Sample 2
3.6
and compute xത Sample 3
4.8
----------------------------- •
•
Population parameter: •
 = 3.5 Sample 105
2.2
Specific results from 100,000 trials:
The population mean is 3.5; the mean of the 100,000 trials is 3.49922.
Notice the distribution is “normal.”
Sampling Distributions
The Central Limit Theorem
If we are sampling from a population that has an unknown probability distribution,
the sampling distribution of the sample mean will still be approximately normal with
mean  and variance 2/n, if the sample size n is large.
Theorem. (CLT). If X1, X2, … , Xn is a random sample of size n
taken from a population with mean  and finite variance 2, and if
ഥ
X is the sample mean, the limiting form of the distribution of
ത
𝑋−𝜇
Z=
𝜎/ 𝑛
as n → , is the standard normal distribution.
𝜎/ 𝑛 : standard error of sample mean
CLT – different sample size

Sampling distribution tends to standard normal distribution


as sample size gets larger
CLT - Example
An electronics company manufactures resistors that have a
mean resistance of 100 ohms and a standard deviation of
10 ohms. The distribution of resistance is normal.
Find the probability that a random sample of n 25 resistors
will have an average resistance less than 95 ohms.

----------------
Note that the sampling distribution of ഥ X is normal
with mean 100 ohms and std 𝜎/ 𝑛 = 10/ 25 = 2.
ത
𝑋−100 95−100
ഥ
P(X < 95) = P( < ) = P(Z < -2.5) = 0.0062
2 2
CLT – Ex2
Customers at a popular restaurant are waiting to be served.
Waiting times are independent and exponentially distributed
with mean 1/λ = 30 minutes. If 16 customers are waiting what
is the probability that their average wait is less than 25
minutes?
---
Let X be the average waiting time of 16 customers.
Since waiting time is exponentially distributed, the mean and
standard deviation of individual waiting time is μ = σ = 30.
By the central limit theorem, Z = (X - 30)/(30/ 16) ~ N(0, 1)
P(X < 25) = P(Z < -0.667) = 0.252
Approximate Sampling Distribution of
a Difference in Sample Means

N(0, 1)

Ex. 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 of n2 = 25 components is selected from the “improved” process.
What is the probability that the difference in the two sample means is at least 25 hours?
Assume that the old and improved processes can be regarded as independent
populations.
Example (cont.)
• We have
•ഥ
X1 ~ N(1, 𝜎12/𝑛1 ) = N(5000, 100)
•ഥ
X2 ~ N(2, 𝜎22/𝑛2 ) = N(5050, 36)
ഥ1 ~ N(1 - 2, 𝜎12/n1 + 𝜎22/n2) = N(50, 136)
ഥ2 - X
➔X
Like hurricanes and earthquakes, geomagnetic storms are natural
hazards with possible severe impact on the Earth. Severe storms can
cause communication and utility breakdowns, leading to possible
blackouts. The National Oceanic and Atmospheric Administration beams
electron and proton flux data in various energy ranges to various stations
on the Earth to help forecast possible disturbances. The following are 25
readings of proton flux in the 47-68 kEV range (units are in p / (cm2-sec-
sterMeV)) on the evening of December 28, 2011: 2310 2320 2010 10800
2190 3360 5640 2540 3360 11800 2010 3430 10600 7370 2160 3200
2020 2850 3500 10200 8550 9500 2260 7730 2250
a/ Find a point estimate of the mean proton flux in this time period.
b/ Find a point estimate of the standard deviation of the proton flux in this
time period.
c/ Find an estimate of the standard error of the estimate in part a/.
Exercises
• (3x + 13) mod 21
• (5x + 15) mod 21
• (7x + 17) mod 21

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