In: Statistics and Probability
. For n = 2 look at the smallest and largest sample means. How close is each of these sample means to the population mean? Use the formula x − . This difference is called the sampling error.
Do the same for n = 3 and n = 4. What do you notice as n gets larger?
Suppose the population consist of elements { 4,5,6,7}
Considering n=2, we take sample 1 : (5,4) have sample mean =4.5
Sample 2 : (6,4) have sample mean = 5
Sample 3 : ( 6,5) have sample mean= 5.5
sample 4: (6,7) have sample mean = 6.5
Sample 5: (5,7) have sample mean = 6
Sample 6: (4,7) have sample mean= 5.5
Largest sample mean = 6.5
Smalles Sample Mean = 4.5 , given the set of observation
We know that, Mean of Sample Mean = Population mean according to Central Limit Theorem
Hence Population mean = (4.5 + 5+ 5.5 + 6.5+ 6 + 5.5 ) /6
= 33 / 6
= 5.5
Therefore, Sampling error = 1 unit
now for n = 3, we take sample 1 : (4,5,6) have sample mean= 5
sample2 : (4,5,7) have sample mean= 5.33
Sample 3 : ( 5,6,7) have sample mean = 6
Sample 4 : (4,6,7) have sample mean = 5
Here largest sample mean = 6
Smallest sample Mean = 5
Population mean = (5 + 5.33 + 6 + 5 ) /4
= 5.33
Largest Sampling error = (6 - 5.33 )
= 0.67
when n =4 , sample 1: (4,5,6,7) have sample mean = 5.5
Population mean = (4+4+6+7) / 4 = 22/4 = 5.5
Here sampling error = 0
Hence from the above it can observed that , as Sample size increases, Sampling distribution of mean tends to normality or closer to normal distribution and it justifies the Central Limit Theorem .