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Central Limit Theorem: If random samples of size n are drawn from a large or
infinite population with mean and variance
2
, then the sampling distribution of
the sample mean X is approximately normally distributed with mean
x


and standard deviation .
X
n

Hence,
x
z
n

is a value of a standard normal variable Z.

Hb. An electrical firm manufactures light bulbs that have length of life that is
approximately normally distributed, with mean equal to 800 hours and standard
deviation of 40 hours. Find the probability that a random sample of 16 bulbs will
have an average life of less than 775 hours.

Theorem: If x and
2
s are the mean and variance, respectively, of a random sample
of size n taken from a population that is normally distributed mean and variance
2
, then
x
t
s
n

is a value of a random variable T having the t distribution with degrees of
freedom. ( 30) n

Hb.
1) Find
0.025 0.05
( ) P t T t
2) Find k such that ( 1.761) 0.045, P k T for a random sample of size 15 selected
from a normal distribution.
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3) A manufacturer of light bulbs claims that his bulbs will burn on the average 500
hours. To maintain this average, he tests 25 bulbs each month. If the computed t
value falls between
0.05
t and
0.05
, t he is satisfied with his claim. What conclusion
should he draw from a sample that has a mean 518 x hours and a standard
deviation 40 s hours? Assume the distribution of burning times to be
approximately normal.

Sampling Distribution of the Differences of Means
Theorem: If independent samples of size
1
n and
1
n are drawn from two large or
infinite populations, discrete or continuous, with means
1
and
2
and variances
2
1
and
2
2
, respectively, then the sampling distribution of the differences of means,
1 2
, X X is approximately normally distributed with mean and standard deviation
given by
1 2
1 2,
, X X

and
1 2
2 2
1 2
,
1 2
.
X X
n n

Hence
1 2 1 2
2 2
1 2
1 2
( ) ( )
.
x x
z
n n

is a value of a standard normal variable Z.

Hb.
1) A sample of
1
5 n is drawn at random from a population that is normally
distributed with mean
1
50 and variance
2
1
9, and the sample mean
1
x is
recorded. A second random sample of size
2
4 n is selected, independent of the first
sample, from a different population that is also normally distributed, with mean
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2
40 and variance
2
2
4, and the sample mean
2
x is recorded. Find
1 2
( 8.2) P X X .
2) The television picture tubes of manufacturer A have a mean lifetime of 6.5 years
and a standard deviation of 0.9 years, while those of manufacturer B have a mean
lifetime of 6.0 years and a standard deviation of 0.8 years. What is the probability
that a random sample of 36 tubes from manufacturer A will have a mean lifetime
that is at least 1 year more than the mean lifetime of a sample of 49 tubes from
manufacturer B?

Theorem: If the random variables X and Y are independent and normally
distributed with means
X
and
Y
and variances
2
X
and
2
,
Y
respectively, then the
distribution of the difference X Y is normally distributed with mean
X Y X Y

and variance
2 2 2
.
X Y X Y