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A. SAMPLE MEAN
a. NORMAL POPULATION
The mean of , when xi are iid with is found by exploiting the fact
that expectation is a linear operator
DISTRIBUTION OF
Suppose
also
gets larger and the probability that differs from the population mean
diminishes. Recall the weak law of large numbers.
b. NON-NORMAL POPULATIONS
the variance is
The following flow diagram should aid you deciding when to use the
binomial and when to rely on the normal as an approximation.
to get
Example: Acreage sales are normal. For any given year suppose that the
mean acreage per sale in a particular state is known to be 100. We have
calculated s to be 20 from a sample of n = 9. What is the probability
that our sample mean will exceed 109?
III.B.1. DISTRIBUTION OF s2
Assume
Recall
where
or
Note
recall
Also
Assume
Recall