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If a random sample of 25 observations is taken from the normal distribution with mean \(\mu \) and standard deviation 2, what is the probability that the sample mean will lie within one unit of 渭 ?

Short Answer

Expert verified

Probability that the sample mean will lie within one unit of 渭 is 0.9876.

Step by step solution

01

Given information

Random samples of 25 observations are taken from the normal distribution with mean 渭 and standard deviation 2.

02

Computing the probability

We know that\(E\left( {\overline {{X_n}} } \right) = \mu \)and

\(\begin{array}{c}Var\left( {\overline {{X_n}} } \right) = \frac{{{\sigma ^2}}}{n}\\ = \frac{4}{{25}}\end{array}\)

\(Z = \frac{{\left( {\overline {{X_n}} - \mu } \right)}}{{\left( {\frac{2}{5}} \right)}} = \left( {\frac{5}{2}} \right)\left( {\overline {{X_n}} - \mu } \right)\)

Thus, Z will have the standard normal distribution.

Hence,

\(\begin{array}{c}{\rm P}\left( {\left| {\overline {{X_n}} - \mu } \right| \le 1} \right) = {\rm P}\left( {\left| Z \right| \le 2.5} \right)\\ = 2\phi \left( {2.5} \right) - 1\\ = 0.9876\end{array}\)

Therefore , the probability that the sample mean will lie within one unit of \(\mu \) is 0.9876.

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