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LearningObjectives

Aftercompletingthismodule,thestudentwillbeableto

explainthevalueofrepeatingexperiments

explaintheroleofthelawoflargenumbersinestimatingpopulationmeans

describetheeffectof

increasingthesamplesize

orreducingmeasurement

errorsorothersourcesof

variability

KnowledgeandSkills

Propertiesofthe

arithmeticmean

Estimatingthemeanofa

normaldistribution

LawofLargeNumbers

EstimatingtheVarianceof

anormaldistribution

Generatingrandom

variatesinEXCEL

Prerequisites

1. Calculatingsamplemeanandarithmeticaverage

2. Calculatingsamplestandardvarianceandstandarddeviation

3. Normaldistribution

Citation:Neuhauser,C.EstimatingtheMeanandVarianceofaNormalDistribution.

Created:September9,2009Revisions:

Copyright:2009Neuhauser.ThisisanopenaccessarticledistributedunderthetermsoftheCreativeCommonsAttribution

NonCommercialShareAlikeLicense,whichpermitsunrestricteduse,distribution,andreproductioninanymedium,andallows

otherstotranslate,makeremixes,andproducenewstoriesbasedonthiswork,providedtheoriginalauthorandsourceare

creditedandthenewworkwillcarrythesamelicense.

Funding:ThisworkwaspartiallysupportedbyaHHMIProfessorsgrantfromtheHowardHughesMedicalInstitute. Page1

Pretest

1. LauraandHamidarelateforChemistrylab.Thelabmanualasksfordeterminingthedensityofsolid

platinum by repeating the measurements three times. To save time, they decide to only measure

thedensityonce.Explaintheconsequencesofthisshortcut.

2. Tom and Bao Yu measured the density of solid platinum three times: 19.8, 21.4, and 21.9 g/cm3.

Determinethearithmeticaverageofthesethreemeasurementsaccuratetothreedecimalplaces.

3. The following graphs are densities of probability distributions. Which represent the density of a

normaldistribution?

(a) (b) (c)

0.5 2.5 0.35

0.45

0.3

0.4 2

0.25

0.35

0.3 1.5

0.2

0.25

0.15

0.2 1

0.15

0.1

0.1 0.5

0.05

0.05

0 0 0

0 2 4 6 0 2 4 6 0 2 4 6

t t

4. Whichtwoparametersaretypicallyusedtodescribethenormaldistribution?

a. Median

b. Variance

c. Standarddeviation

d. Mean

5. Suppose X is normally distributed with mean 3 and standard deviation 1, that is, X N(3,1) . Use

EXCELto(a)find P( X > 3) ,(b)find P(1 < X < 4) ,and(c)determine a sothat P( X > a) = 0.74 .

Citation:Neuhauser,C.EstimatingtheMeanandVarianceofaNormalDistribution.

Created:September9,2009Revisions:

Copyright:2009Neuhauser.ThisisanopenaccessarticledistributedunderthetermsoftheCreativeCommonsAttribution

NonCommercialShareAlikeLicense,whichpermitsunrestricteduse,distribution,andreproductioninanymedium,andallows

otherstotranslate,makeremixes,andproducenewstoriesbasedonthiswork,providedtheoriginalauthorandsourceare

creditedandthenewworkwillcarrythesamelicense.

Funding:ThisworkwaspartiallysupportedbyaHHMIProfessorsgrantfromtheHowardHughesMedicalInstitute. Page2

EstimatingtheMeanofaNormallyDistributedPopulation

outcomeofeachindividualexperiment.Thearithmeticaverage xn iscalculated

x1 + x2 + + xn 1 n

xn = = xi

n n i =1

Whenoutcomesarenotalldistinct,wecancountthenumberoftimeseachvalueoccurs:Supposeagain

thatanexperimentisrepeatedntimesunderidenticalconditions.Butnow,weassumethatthereare

onlykdistinctvalues x j , j = 1,2,..., k ,andthat x j occurs f j times.Thenthearithmeticaverage xn is

calculated

k

1 1

xn =

n

( x1 f1 + x2 f2 + ... + xk fk ) =

n

x f

j =1

j j

Example

Supposethatthefollowingdatarepresenttheagesofpatientsinastudy:17,19,19,20,21,24,26,26,

26,and27.Wefindforthearithmeticaverage

17 + 19 + 19 + 20 + 21 + 24 + 26 + 26 + 26 + 27 225

x10 = = = 22.5

10 10

Sincesomeofthevaluesoccurmorethantwice,wecanalsousethefrequencydistribution:

xj 17 19 20 21 24 26 27

fj 1 2 1 1 1 3 1

Forthearithmeticaveragewefind

1 225

x10 = ((17)(1) + (19)(2) + (20)(1) + (21)(1) + (24)(1) + (26)(3) + (27)(1)) = = 22.5

10 10

Citation:Neuhauser,C.EstimatingtheMeanandVarianceofaNormalDistribution.

Created:September9,2009Revisions:

Copyright:2009Neuhauser.ThisisanopenaccessarticledistributedunderthetermsoftheCreativeCommonsAttribution

NonCommercialShareAlikeLicense,whichpermitsunrestricteduse,distribution,andreproductioninanymedium,andallows

otherstotranslate,makeremixes,andproducenewstoriesbasedonthiswork,providedtheoriginalauthorandsourceare

creditedandthenewworkwillcarrythesamelicense.

Funding:ThisworkwaspartiallysupportedbyaHHMIProfessorsgrantfromtheHowardHughesMedicalInstitute. Page3

InclassActivity

We will explore the properties of the arithmetic mean when measurements are taken from a normal

distribution.Openthefirsttab(Explore1)ontheaccompanyingspreadsheet.ColumnBhas100random

variates from a normal distribution with mean 3 and variance 1. Recall that the function

=NORMINV(probability,mean,standard_dev)returnstheinverseofthenormalcumulativedistribution

forthespecifiedmeanandstandarddeviation.ColumnCcalculatesthecumulativesumandColumnD

hasthecorrespondingarithmeticaverages.TheFigureplotsColumnDagainstColumnA.

UsetheF9keytoexplorethearithmeticaverage.Whatdoyouobserve?

Theory

In Explore 1, you observed that the arithmetic mean stabilizes around the mean of the normal

distribution, regardless of the variance, as you increase the sample size. This is a consequence of the

Law of Large Numbers. While we do not yet have the background to completely understand its

mathematicalformulation,wewillgiveithereanywaysothatyoucanseehowamathematicalresult

expressing this property is formulated. We will come back to this result later in the course when we

havemorebackground.

LawofLargeNumbers

tendstoinfinity, X n convergesto EX1 inprobability.

Problems

1. A random variate is a particular outcome of a random variable. Assume that random variates are

drawn repeatedly from a normal distribution with mean 4 and variance 9. If you calculated the

arithmeticaverageforalargenumberofvariatesfromthisdistribution,whatwouldyouexpectthe

arithmeticaveragetobecloseto?

2. The Law of Large Numbers holds quite generally. Without going more deeply into the theory, can

youguesstheanswertothefollowingproblem?Supposeyourepeatedlytossedabiasedcoinwhere

headsoccurwithprobability0.2.Whatpercentageoftimewouldyouexpecttoseeheads?

Based on our observations in Explore 1, we conclude that the mean of a normal distribution can be

estimatedbyrepeatedlysamplingfromthenormaldistributionandcalculatingthearithmeticaverageof

thesample.Thisarithmeticaverageservesasanestimateforthemeanofthenormaldistribution.

Citation:Neuhauser,C.EstimatingtheMeanandVarianceofaNormalDistribution.

Created:September9,2009Revisions:

Copyright:2009Neuhauser.ThisisanopenaccessarticledistributedunderthetermsoftheCreativeCommonsAttribution

NonCommercialShareAlikeLicense,whichpermitsunrestricteduse,distribution,andreproductioninanymedium,andallows

otherstotranslate,makeremixes,andproducenewstoriesbasedonthiswork,providedtheoriginalauthorandsourceare

creditedandthenewworkwillcarrythesamelicense.

Funding:ThisworkwaspartiallysupportedbyaHHMIProfessorsgrantfromtheHowardHughesMedicalInstitute. Page4

PropertiesoftheArithmeticAverage

Explore2

When you compare the arithmetic averages of 100 random variates in Explore 1, you will realize that

different runs of the simulation result in slightly different averages. Arithmetic averages are random

variables and we will explore their distribution as a function of the sample size. Again, we will use

normallydistributedrandomvariables.

AsimulationissetupunderthetabExplore2thatsimulatesarithmeticaveragesofnormallydistributed

randomvariables.Wevarythesamplesizes.Detailsareexplainedinthespreadsheet.UsetheF9keyto

exploretheeffectofthesamplesizeonthearithmeticaverage.Whatdoyouobserve?

Explore3

Thevariationinthearithmeticmeancomesfromthefactthattherandomvariatesineachsamplevary

fromruntorun.Themoretherandomvariatesvary,themorethearithmeticmeanvaries.Thedegree

ofvariationisdescribedbythestandarddeviation.Toexploretheeffectofthevariation,wesimulate

arithmeticmeansfortwodifferentscenariosinthespreadsheetundertabExplore3:inonesimulation,

we calculate arithmetic means for random variates that are normally distributed with mean 3 and

standard deviation 1; in the second scenario, we calculate arithmetic means for random variates that

are normally distributed with mean 3 and standard deviation 0.5. Details are explained in the

spreadsheet.UsetheF9keytoexploretheeffectofthestandarddeviationonthearithmeticaverage.

Whatdoyouobserve?

Problems(cont.)

3. BasedonyourobservationsinExplore2and3,whatistheeffectonthearithmeticmeanwhenyou

(a)increasesamplesizeand(b)reducevariation.Whatdoesthisimplyforexperiments?

Citation:Neuhauser,C.EstimatingtheMeanandVarianceofaNormalDistribution.

Created:September9,2009Revisions:

Copyright:2009Neuhauser.ThisisanopenaccessarticledistributedunderthetermsoftheCreativeCommonsAttribution

NonCommercialShareAlikeLicense,whichpermitsunrestricteduse,distribution,andreproductioninanymedium,andallows

otherstotranslate,makeremixes,andproducenewstoriesbasedonthiswork,providedtheoriginalauthorandsourceare

creditedandthenewworkwillcarrythesamelicense.

Funding:ThisworkwaspartiallysupportedbyaHHMIProfessorsgrantfromtheHowardHughesMedicalInstitute. Page5

Thefollowingresultquantifiestheeffectonvariancewhenweincreasethesamplesizen.Thelargerthe

sample size, the smaller the variance of the arithmetic mean. That is, the larger the sample size of a

sample drawn from a normal distribution, the more accurately can we estimate the mean of the

underlyingnormaldistribution.

Theory

If X is normally distributed with mean and standard deviation , one can show that the

EstimatingtheVarianceofaNormallyDistributedPopulation

outcomeofeachindividualexperiment.Thesamplevariance sn2 iscalculated

sn2 =

n 1

=

n 1 i =1

(xi xn )2

Thesamplevarianceservesasanestimateforthevarianceofanormallydistributedpopulation.This

impliesthatifwewishtoestimatethevarianceofanormallydistributedpopulation,wetakeasample

andcalculatethesamplevariance.Aswithestimatingthemean,thelargerthesampleis,thebetterthe

estimatewillbe.Wewilllearnlaterinthecoursewhywedividebyn1andnotbynwhenwecalculate

thesamplevariance.

Togainsomefamiliaritywiththeconceptofestimation,wewillsimulatenormallydistributedvariates

andestimatethemeanandthevariancefromthesimulateddata.

Explore4

The spreadsheet under the tab Explore 4 is set up to simulate 20 random variates from a normal

distributionwithmean (CellJ3)andstandarddeviation (CellJ4).InCellH10,weestimatethemean

bycalculatingthearithmeticaverage(=AVERAGE(number1,[number2],)).InCellH11,weestimate

Citation:Neuhauser,C.EstimatingtheMeanandVarianceofaNormalDistribution.

Created:September9,2009Revisions:

Copyright:2009Neuhauser.ThisisanopenaccessarticledistributedunderthetermsoftheCreativeCommonsAttribution

NonCommercialShareAlikeLicense,whichpermitsunrestricteduse,distribution,andreproductioninanymedium,andallows

otherstotranslate,makeremixes,andproducenewstoriesbasedonthiswork,providedtheoriginalauthorandsourceare

creditedandthenewworkwillcarrythesamelicense.

Funding:ThisworkwaspartiallysupportedbyaHHMIProfessorsgrantfromtheHowardHughesMedicalInstitute. Page6

the variance by calculating the sample variance (=VAR(number 1, [number 2], )). In Cell H12, we

calculate the sample standard deviation by taking the square root of the sample variance

(=SQRT(number)).

(a)UsetheF9keytoexplorehowtheestimatesforthemeanandthevariancechangefromruntorun.

(b) Change the simulation so that instead of simulating 20 random variates, simulate 40 random

variates.Calculatethearithmeticmean,thesamplevariance,andthesamplestandarddeviation.How

doesincreasingthesamplesizechangeyourestimates?

Homework(ReadingAssignmentsarefromC.Neuhauser,CalculusforBiologyandMedicine,3rd

edition,PrenticeHall)

ReadSection12.7.1.

DoProblems18and11inSection12.7.

Citation:Neuhauser,C.EstimatingtheMeanandVarianceofaNormalDistribution.

Created:September9,2009Revisions:

Copyright:2009Neuhauser.ThisisanopenaccessarticledistributedunderthetermsoftheCreativeCommonsAttribution

NonCommercialShareAlikeLicense,whichpermitsunrestricteduse,distribution,andreproductioninanymedium,andallows

otherstotranslate,makeremixes,andproducenewstoriesbasedonthiswork,providedtheoriginalauthorandsourceare

creditedandthenewworkwillcarrythesamelicense.

Funding:ThisworkwaspartiallysupportedbyaHHMIProfessorsgrantfromtheHowardHughesMedicalInstitute. Page7

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