STAT-2066EL Chapter Notes - Chapter 9: Central Limit Theorem, Normal Distribution, Sampling Distribution
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Chapter 9: sampling distributions: a sampling distribution is created by, as the name suggests, sampling, the method we will employ on the rules of probability and the laws of expected value and variance to derive the sampling distribution. Sampling distribution of the mean: a fair die is thrown infinitely many times, with the random variable x = # of spots on any throw, the probability distribution of x is: Compare: compare the distribution of x with the sampling distribution of ! Generalize: we can generalize the mean and variance of the sampling of two dice: X = : the standard deviation of the sampling distribution is called the standard error: X normal distribution as an approximation for the sampling distribution of ! 2 /n and x = / n. X = : if x is normal, ! is normal. If x is non normal, ! is approximately normal for sufficiently large.