MATH 1202 Lecture Notes - Lecture 6: Sampling Distribution, Central Limit Theorem, Linear Combination

• School: Saint Mary's University
• Department: Mathematics
• Course: MATH 1202
• Professor: Margaret Mc Kee

Document Summary

Sec 5. 3: statistics and their distributions: statistic: a statistic is any quantity whose value can be calculated from sample data. X, s2 are statistics: sampling distribution: the probability distribution of a statistic is sometimes referred to as its sampling distribution, random sample: a random variable"s x1, x2 . , xn are said to form a (simple) random sample of size n if: the xi"s are independent rv"s, every xi has the same probability distribution. Sec 5. 4: the distribution of sample mean: let x1, x2, . , xn be a random sample from a distri- bution with mean value and standard deviation . Then: e( x) = x = , v ( x) = 2. In addition, with t0 = x1 + . + xn (the sample total), e(t0) = n , v (t0) = n 2 and t0 = p(n) . X = 2/n and x = / n: proposition: let x1, x2, .