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STA2004F: Distribution of Sample Statistics Summary

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A detailed and understandable summary of the distribution of sample statistics (chapter 5). Contains all important formula, tricks for scaling normals, how to manipulate formula and RV transformations. Perfect for exam revision.

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Institution: University of Cape Town (UCT)
Course: STA2004F (STA2004F)

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Uploaded on: February 8, 2022
Number of pages: 4
Written in: 2021/2022
Type: Summary

Subjects

actuarial science
sta2004f
second year
uct

Content preview

Chapter 5 : Distribution of sample statistic's

Sample Mean

Single Sample
✗ = E. ii. Xi
In

✗ ~ N (
µ ,
%

Trick :
Scaling of Normal Trick : Sum 1- Difference of Normals

C. N ,
n N c.
µ ; c? 6 Let XnN( µ ,
,
6 ?)

Y~N(µzi6i
In NCI ; I
✗ +
Y n N ( µ, + µ. ; 6 ? + 6?

X -

y ~ N µ, -

Mz ; 6 ? + 61
Trick :

standardizing a Normal

✗ ~
NC u 62 )
,

✗ -

µ ~ N 0,1
62

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STA2004F: Distribution of Sample Statistics Summary

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