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.o!ule 3: Sam&lin' 3istributions an! the CL8
Objectives: The objective of this module is to give you a hands-on discussion and
understanding of the Central Limit Theorem (CLT), a theorem that plays an
important role in statistics. The sampling distribution of a statistic can be obtained
mathematically, but e ill simulate the sampling process and ill observe the
empirical sampling distribution of various statistics.
!n this module you ill simulate random samples from a "non population
distribution and compute a sample statistic for each of the generated samples. The
generated sample statistics can be e#amined to learn about properties of the
sampling distribution of the statistic.
Overview: $tatistical inference is the process of draing conclusions about a
population parameter based on data. %hen a sample is selected from a population,
a summary number can be computed from the observations resulting in the value of
a statistic. A statistic is used to estimate the corresponding value for a population
(that is, a sample statistic estimates a population parameter). &oever, a sample
chosen at random ill not necessarily yield an estimate (a value of a statistic) that
is e#actly e'ual to the corresponding parameter for the population. The ne#t
selected sample of the same si(e ill probably give a di)erent estimate from the
*rst one. !f additional samples of the same si(e ere ta"en you ould begin to see
ho the possible estimates (possible values of the statistic) vary and ho close they
tend to be to the parameter value.
%ith a large number of samples, you can assess hether the value of the statistic
(e.g. sample mean X ) ill be fre'uently close to the true value of the population
parameter (e.g. population mean