Lect_09_Central_Limit_theorem_Hypothesis_testing_edited_Ana.pptxVIP

1 Mathematics and Statistics for the Social Sciences Week 9 Central Limit Theorem and Hypotheses testing Notations μ = the mean of the initial population σ = the standard deviation of the initial population = the mean of the sample (sample mean) s = the standard deviation of the sample 2 3 When the population is normally distributed, the distribution of the sample means is also normal. 4 Central Limit Theorem Even if the population is not normal, if sampling is random and the sample size (n) is ≥ 32, then the distribution of the sample means can be regarded as approximately normal. We can then still use our Z statistic and Z tables for calculating probabilities for this distribution of sample means 5 Central Limit Theorem 6 Question. The output of glass panels has a mean thickness of 4cm and a standard deviation of 1cm. If a random sample of 100 glass panels is taken, what is the probability of the sample mean having a thickness between 3.9cm and 4.2cm? Solution. The population has: The sample has: 7 SolutionA1 + A2 = 0.8185 8 Question. The output of glass panels has a mean thickness of 4cm. If a random sample of 100 glass panels is taken, what is the probability of the sample mean having a thickness between 3.9cm and 4.2cm, if the sample has a standard deviation of 0.8cm? Solution. In what follows, we will work under one of the assumptions : the initial population is normally distributed or the sample size is ≥ 32. 9 10 Confidence intervals Recall: A confidence interval is a range of values within which we can have a certain level of confidence that a particular value will lie. 95% and 99% confidence intervals are the most usual. 11 Confidence intervals We will look at: Confidence intervals for the sample mean; Confidence intervals for the population mean. Note. We will usually deal with 95% or 99% confidence intervals. 95% and 99% confidence intervals for the sample mean These are the intervals aroun