The Law of Large Numbers and the Central Limit Theorem · seed 1 · A4, ink-friendly. The answer key prints on its own page for grown-ups.

Averages: convergence and normal limits

Mathematics · Data & Statistics · ages 19-20
Name ______________________   Date ____________
  1. Independent rolls of a fair six-sided die have mean μ = 3.5. The first three results are 2, 4, 3, and the fourth is 1. LLN says adding the fourth result cannot move the running mean farther from μ. Is this true?

    Circle one:   True   False

  2. Independent observations from one population have standard deviation 16. Sample size rises from 4 to 64. Find the new standard error divided by the old standard error. Give your answer as a decimal.

    Answer: ______________

  3. Take 49 independent observations from one population with standard deviation 14. What is the standard error of their sample mean?

    Answer: ______________

  4. A strongly skewed population has finite, positive variance. A researcher takes 100 independent observations. Does this alone certify an accurate normal approximation for the mean?

    • Yes; a sample size of 100 guarantees accuracy for every population with finite variance.
    • Yes; independent observations make the mean exactly normal regardless of population shape.
    • No; convergence is a limit as n grows, so accuracy at n = 100 still depends on population shape.
  5. Nine independent observations come from a normal population with mean 60 and standard deviation 15. The sample mean is 70. Find its standardised value z.

    Answer: ______________

  6. Independent observations come from one population with mean μ and standard deviation σ > 0. A normal model fits the sample mean. How do you standardise it?

    • Subtract σ from the sample mean, then divide by the population mean μ.
    • Subtract μ from the sample mean, then divide by its standard error σ / √n.
    • Subtract μ from the sample mean, then divide by the population standard deviation σ.
  7. Independent observations from one population have standard deviation 10. What is the smallest integer sample size giving a standard error of the mean at most 3?

    Answer: ______________

  8. A random observation X has standard deviation 7. A researcher fills all 100 entries of a sample with copies of this same X. What is the standard deviation of their mean?

    • 0.7, using 7 / √100 as if the entries were independent.
    • 0, because equal entries make the mean nonrandom.
    • 7, since averaging these dependent copies leaves the random observation X unchanged.
    • 0.07, using 7 / 100 as the spread of the mean of 100 entries.
  9. An income population is skewed and has finite, positive variance. Dee says the CLT makes one randomly selected income normally distributed. Which response is valid?

    • One income becomes normal if the population has finite, positive variance.
    • One income becomes normal when many other incomes are sampled independently.
    • One income keeps the population distribution; CLT concerns standardised sample means.
  10. For 200 independent trials with success probability p = 0.03 on every trial, does the check requiring both expected counts to be at least 10 support a normal model for the sample proportion?

    • No: 6 expected successes fall below the required minimum of 10.
    • Yes: a total of 200 trials is enough.
    • Yes: 194 expected failures satisfy the check regardless of expected successes.
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Answer key

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Averages: convergence and normal limits W1-mt_NknG3L5rQp-s1

  1. False · The mean changes from 3 to 2.5. Its distance from μ = 3.5 increases from 0.5 to 1. LLN does not require improvement after every added observation.
  2. 0.25 · The old standard error is 16 / 2 = 8. The new one is 16 / 8 = 2. New divided by old is 2 / 8 = 0.25.
  3. 2 · Standard error = 14 / √49 = 14 / 7 = 2. Population normality is not needed for this calculation.
  4. No; convergence is a limit as n grows, so accuracy at n = 100 still depends on population shape. · The CLT gives a limit as sample size grows. It does not guarantee a particular approximation accuracy at n = 100.
  5. 2 · The standard error is 15 / √9 = 5. The difference from μ is 70 - 60 = 10. Thus z = 10 / 5 = 2.
  6. Subtract μ from the sample mean, then divide by its standard error σ / √n. · Subtract μ to centre the mean. Divide by σ / √n to express that difference in standard-error units.
  7. 12 · The requirement is n ≥ (10 / 3)² = 100 / 9. This is between 11 and 12, so round up to 12.
  8. 7, since averaging these dependent copies leaves the random observation X unchanged. · The sum is 100X, so the mean is X. Its standard deviation remains 7. The entries are dependent copies, so the independent-sampling formula does not apply.
  9. One income keeps the population distribution; CLT concerns standardised sample means. · The distribution of one randomly selected income is the skewed population distribution. The CLT's normal limit concerns standardised means.
  10. No: 6 expected successes fall below the required minimum of 10. · Expected successes are 200 × 0.03 = 6; expected failures are 194. The success count is below 10, so the stated check is not met.
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