Statistics 371 Discussion 4: Sampling Distributions and Normal Approximation to Binomial, Study notes of Statistics

Information on sampling distributions, focusing on the normal distribution and central limit theorem. It also covers the normal approximation to the binomial distribution. Students are expected to be familiar with the normal table and its uses, as well as the central limit theorem and the normal approximation to the binomial distribution. Exercises on calculating probabilities related to normally distributed data and determining sample size for the normal approximation to the binomial.

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Pre 2010

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STAT 371 DISCUSSION 4
TA: Lane Burgette
Office: 1245F MSC, 1300 University Avenue
URL: www.stat.wisc.edu/˜burgette/371.html or naviagate from stat.wisc.edu
Office Hours: M 1:15-2:15; T 9:25-10:25
1 Sampling distributions
•Normal Distribution
Be familiar with the normal table, and the different ways we can use it. In particular,
remember that it gives us P(X≤x), so you may have to do some subtraction to get the
desired probability. Also remember that you may have to look for a probability inside the
table to get a quantile. Also, be prepared to standardize, using Z= (Xāˆ’Āµ)/σ.
•Central Limit Theorem
For pretty much any distribution you are going to come across, ĀÆ
Ynwill be normally distributed
with the same mean as each Yiand variance σ2/n, for large n. A rule of thumb is that this
holds for n≄30, if the distribution is not very skewed.
If Yis normally distributed in the first place, then we have the same result, but it is exact,
and holds for any sample size.
•Normal Approximation to the Binomial
If np and n(1 āˆ’p) are both 5 or bigger, then a binomial with parameters nand pcan be
approximated by a normal, with mean np and variance np(1āˆ’p). This can be improved using
the continuity correction, which can be seen by writing P(X≤x) = P(X < x + 1) = P(X≤
x+.5), for Xbinomial.
2 Exercises
•Suppose that heights of students on this campus are normally distributed, with mean 62
inches, and standard deviation 3 inches.
What is the probability that a randomly selected student’s height exceeds 66 inches?
If I select 12 students, what is the probability that exactly 5 of them are 66 inches or taller?
With the same 12, what is the probability that the average is greater than 66 inches?
Now I want to sample more people. How many do I need to sample so that I can use the
normal approximation to the binomial? How does this compare to the rule of thumb for the
CLT?
Instead, I decide to sample 81 people. Find the probability that 18 or fewer are taller than
66 inches.
1

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STAT 371 DISCUSSION 4

TA: Lane Burgette Office: 1245F MSC, 1300 University Avenue E-mail: [email protected] URL: www.stat.wisc.edu/˜burgette/371.html or naviagate from stat.wisc.edu Office Hours: M 1:15-2:15; T 9:25-10:

1 Sampling distributions

  • Normal Distribution Be familiar with the normal table, and the different ways we can use it. In particular, remember that it gives us P (X ≤ x), so you may have to do some subtraction to get the desired probability. Also remember that you may have to look for a probability inside the table to get a quantile. Also, be prepared to standardize, using Z = (X āˆ’ μ)/σ.
  • Central Limit Theorem For pretty much any distribution you are going to come across, YĀÆn will be normally distributed with the same mean as each Yi and variance σ^2 /n, for large n. A rule of thumb is that this holds for n ≄ 30, if the distribution is not very skewed. If Y is normally distributed in the first place, then we have the same result, but it is exact, and holds for any sample size.
  • Normal Approximation to the Binomial If np and n(1 āˆ’ p) are both 5 or bigger, then a binomial with parameters n and p can be approximated by a normal, with mean np and variance np(1āˆ’p). This can be improved using the continuity correction, which can be seen by writing P (X ≤ x) = P (X < x + 1) = P (X ≤ x + .5), for X binomial.

2 Exercises

  • Suppose that heights of students on this campus are normally distributed, with mean 62 inches, and standard deviation 3 inches. What is the probability that a randomly selected student’s height exceeds 66 inches? If I select 12 students, what is the probability that exactly 5 of them are 66 inches or taller? With the same 12, what is the probability that the average is greater than 66 inches? Now I want to sample more people. How many do I need to sample so that I can use the normal approximation to the binomial? How does this compare to the rule of thumb for the CLT? Instead, I decide to sample 81 people. Find the probability that 18 or fewer are taller than 66 inches.