2009 Central Limit Theorem

The Distribution Of The Sample Mean
Central Limit Theorem

If X1 , X2 , ......... , Xn is a random sample of size n from any distribution
with mean µ and variance σ2 then , for large n, the distribution of the
sample mean X is approximately normal and X ∼ N( µ , σ n ) ;
2
X 1 + X 2 + .............. + X n σ
where X = . n is known as the standard
n
error.
Let X and Y be two independent normal variables, then
E( X ± Y ) = E( X ) ± E( Y ) ; Var ( X ± Y ) = Var ( X ) + Var ( Y )
1. A random variable X has a Poisson distribution with mean 4. The

random variable X is the mean of a random sample of 100 values of
X. By using a suitable approximation, find P( X < 3.5).
2. The mid-day temperature on the tropical island of Uclesy, in Celsius,
has mean 20 and variance 36. Find the probability that the average
mid-day temperature over a randomly chosen period of 62 days lies
between 20 and 21.
3. Y is a normal variable with mean 10 and standard deviation 2. A
sample of n measurements of the value of Y is taken, and the random
variable W is the mean of the n sample values. Write down an
expression for the standard deviation of W, and find the least value of
n for which P (W > 10.1) ≤ 0.01.
4. The mass of coffee in a randomly chosen jar sold by a certain company
may be taken to have a normal distribution with mean 203 g and
standard deviation 2.5 g.
(i) Find the probability that a randomly chosen jar will contain at
least 200 g of coffee.
(ii) Find the mass m such that only 3% of jars contain more than m
grams of coffee .
(iii) Find the probability that two randomly chosen jars will together
contain between 400 g and 405 g of coffee.
(iv) The random variable X denotes the mean mass (in grams) of
coffee per jar in a random sample of 20 jars. Find the value of b
such that P(| X -203|< b) = 0.95.
5. A random sample of size 100 is taken from Bin(20,0.6). Find the
probability that X is less than 12.2, where X is the sample mean of
X.
6. The height of a new variety of sunflower are normally distributed with
mean 2 m and standard deviation 40 cm. 100 samples of 50 flowers
each are measured. In how many would you expect the sample mean
to be
(i) greater than 210 cm
(ii) between 195 cm and 205 cm
(iii) less than 188 cm.
7. The standard deviation of the masses of articles in a large population
is 4.55 kg. If random samples of size 100 are drawn from the
population, find the probability that a sample mean will differ from
the true population mean by less than 0.8 kg.
8. Two red balls and two white balls are placed in a bag. Balls are drawn
one by one, at random and without replacement. The random
variable X is the number of white balls drawn before the first red ball
is drawn.
(i) Show that P(X = 1) = 1/3, and find the rest of the probability
distribution of X.
(ii) Find E(X) and show that Var(X) = 5/9
iii) The sample mean for 80 independent observations of X is
denoted by X . Using a suitable approximation, find P( X >
0.75 ).
9. The working lives of a particular brand of electric light bulb are
distributed with mean 1200 hours and standard deviation 200 hours.
What is the probability of the mean life of a sample of 64 bulbs
exceeding 1150 hours?
10.If a large number of samples, size n are taken from a population
which follows a normal distribution with mean 74 and standard
deviation 6, find n if the probability that the sample mean exceeds 75
is 0.282.
11.The random variable X is such that X ∼ N (µ, 4). A random sample,
size n, is taken from the population. Find the least n such that
P (|M - µ| < 0.5) > 0.95, where M is the mean of X.
12.In a certain country the heights of men are normally distributed with
mean 175 cm and standard deviation 5 cm and the heights of women
are normally distributed with mean 165 and standard deviation 6 cm.
Find the probability that the mean height of three women chosen at
random is greater than the mean height of four men chosen at
random from the population.
13.i) If X1, X2, …….,Xn is a random sample from N(µ, 1), state the
distribution of
the sample mean X .
ii) Find the sample size required to ensure that the probability that X
is within 0.1 of µ is greater than 0.95.
Answer
1. 0.0062 2. 0.4052 3. 2165

4. (i) 0.8849(ii) 207.7 (iii) 0.3437 (iv) b = 1.096
5. 0.8194
6. (i) 3.85 (ii) 62.3 (iii) 1.7
7. 0.9212
8. (i) P(X = 0) = ½ , P(X = 2) = 1 6
2
(ii) E(X) =
3
(iii) 0.1587
9. 0.9772 10. 12 11. 62 12. 0.00961
13. 385
Textbook: Exercise 9c Page 443

2009 Central Limit Theorem

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What is the Central Limit Theorem and what does it state?

What is the standard error and how is it calculated?

The Distribution Of The Sample Mean

Central Limit Theorem

Let X and Y be two independent normal variables, then

E( X ± Y ) = E( X ) ± E( Y ) ; Var ( X ± Y ) = Var ( X ) + Var ( Y )

1. A random variable X has a Poisson distribution with mean 4. The

1. 0.0062 2. 0.4052 3. 2165

Textbook: Exercise 9c Page 443

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