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Unformatted text preview: 9/23/11 Chapter 11 11 Central Limit Theorem No matter what distribution the population values follow, the sample mean will follow a Normal distribution if the sample size is large. If a random sample of size n is selected from ANY population with mean m and standard deviation f , then when n is large the sampling distribution of the sample mean is approximately Normal: is approximately N( , & / ) X n X 9/23/11 Central Limit Theorem How large is large? The sample size you need to satisfy the CLT depends on the distribution of the population. Naturally, the less the population looks like a Normal, the larger a sample it will take to make the sampling distribution 22 O bj1 0 5 9/23/11 Central Limit Theorem How large is large? A general rule of thumb says that the sample size needs to be at least 30 in order for the CLT to apply. Well use this rule of thumb more in later chapters....
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This note was uploaded on 09/23/2011 for the course STAT 2053 taught by Professor Staff during the Fall '08 term at Oklahoma State.
 Fall '08
 staff
 Central Limit Theorem

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