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It is important for you to understand when to use the CLT . If you are being asked to find the probability of the mean, use the CLT for the mean. If youare being asked to find the probability of a sum or total, use the CLT for sums. This also applies to percentiles for means and sums.
Law of Large Numbers
The Law of Large Numbers says that if you take samples of larger and larger size from any population, then the mean of the sample tends to get closer and closer to . From the Central Limit Theorem, we know that as gets larger and larger, the sample means follow a normal distribution. The larger n gets, the smaller thestandard deviation gets. (Remember that the standard deviation for is .) This means that the sample mean must be close to the population mean . We can say that is the value that the sample means approach as gets larger. The Central Limit Theorem illustrates the Law of Large Numbers.
Central Limit Theorem for the Mean and Sum Examples
A study involving stress is done on a college campus among the students. The stress scores follow a uniform distribution with the lowest stress score equal to 1 and the highest equal to 5. Using a sample of 50 students, find:
Let = one stress score.
Problems 1. asks you to find a probability for a mean . Problems 2. asks you to find a probability for a total or sum . The sample size, , is equal to 50.
Since the individual stress scores follow a uniform distribution, ~ where and (See Continuous Random Variables for the uniform).
For problems 1., let = the mean stress score for the 50 students. Then,
~ where .
Find . Draw the graph.
The probability that the mean stress score is lessthan 2.65 is about 1.6%.
This problem is also worked out in a Two Column Model Step by Step Example. This model is in the next section of this chapter. This is the model that we will use in class, for homework, and for the statistics project.
For problem 2., let = the sum of the 50 stress scores. Then, ~
Find . Draw the graph.
The mean of the sum of 50 stress scores is
The standard deviation of thesum of 50 stress scores is
The probability that the total of 50 scores is greater than 175 is about 0.
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