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Worked solution

Distinguish CLT estimates from exact probabilities and strict thresholds

(a) A random sample of size 50 is taken from X∼B(10,0.4)X\sim B(10,0.4). Find the probability that the sample mean is less than 4.5.

(b) YY is normally distributed with mean 4 and variance 3, and Yˉ\bar Y is the mean of nn independent observations. (i) Find P(Yˉ<5)P(\bar Y<5) when n=5n=5. (ii) If YY is not normal, state one condition for applying the central limit theorem to calculate this probability. (iii) If instead YY is uniform on (0,12)(0,12), with E(Y)=6E(Y)=6 and Var⁡(Y)=12\operatorname{Var}(Y)=12, find the smallest sample size such that P(Yˉ>5)>0.99P(\bar Y>5)>0.99.

CJC · Discussion · Question 5

Answer

(a) Printed CLT approximation 0.9890.989; exact binomial value 0.9869935684…0.9869935684\ldots. (b)(i) 0.9020.902; (ii) sufficiently large independent sample (course convention n≥30n\ge30); (iii) least n=65n=65.

(a) Printed CLT approximation

E(X)=10(0.4)=4E(X)=10(0.4)=4 and Var⁡(X)=10(0.4)(0.6)=2.4\operatorname{Var}(X)=10(0.4)(0.6)=2.4. For 50 independent observations, the source uses Xˉ∼˙N(4,2.4/50)=N(4,0.048)\bar X\mathrel{\dot\sim}N(4,2.4/50)=N(4,0.048) by the CLT. Hence P(Xˉ<4.5)≈Φ(0.5/0.048)=0.98876056…≈0.989P(\bar X<4.5)\approx\Phi(0.5/\sqrt{0.048})=0.98876056\ldots\approx0.989, to 3 s.f. This retains the printed unadjusted normal approximation.

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(a) Authored exact check for this binomial model

The total T=∑j=150XjT=\sum_{j=1}^{50}X_j is exactly B(500,0.4)B(500,0.4) for independent observations. Since TT is an integer, Xˉ<4.5\bar X<4.5 means T≤224T\le224. Thus the exact probability is ∑k=0224(500k)(0.4)k(0.6)500−k=0.9869935684…\sum_{k=0}^{224}\binom{500}{k}(0.4)^k(0.6)^{500-k}=0.9869935684\ldots. The source’s 0.989 is an approximation, not this exact binomial value.

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(b)(i) Exact normal sample mean

Yˉ∼N(4,3/5)\bar Y\sim N(4,3/5) exactly. Therefore P(Yˉ<5)=Φ(1/3/5)≈0.902P(\bar Y<5)=\Phi(1/\sqrt{3/5})\approx0.902, to 3 s.f.

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(b)(ii) State the large-sample condition with its limits

The printed answer is a large sample, using the course convention n≥30n\ge30. With independent identically distributed observations and finite variance, the CLT justifies an approximate normal sample mean as nn becomes large. Thirty is a practical convention, not a universal accuracy guarantee for every population shape.

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(b)(iii) Method 1: quantile calculation

The uniform model is a new population with mean 6 and variance 12. For large nn, Yˉ∼˙N(6,12/n)\bar Y\mathrel{\dot\sim}N(6,12/n). The inequality becomes P(Z>−n/12)>0.99P(Z>-\sqrt{n/12})>0.99, or n/12>Φ−1(0.99)=2.32634787…\sqrt{n/12}>\Phi^{-1}(0.99)=2.32634787\ldots. Thus n>12[Φ−1(0.99)]2≈64.9427n>12[\Phi^{-1}(0.99)]^2\approx64.9427 and the least integer under this approximation is 65, which also meets the source’s large-sample convention.

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(b)(iii) Method 2: integer table and precision check

The source uses normalcdf(5,10^99,6,√(12/X)), with lower 5, upper 109910^{99}, mean 6 and standard deviation 12/X\sqrt{12/X}. Its printed comparison table is:

nnProbability
640.9895
650.9900
660.9905

The rounded 0.9900 at n=65n=65 alone cannot establish a strict inequality. The unrounded normal value is about 0.9900273, which is greater than 0.99. At 64 it is below 0.99. The surrounding screen values are retained below.

Source screen values:

nnProbability
620.9885
630.9890
640.9895
650.9900
660.9905
670.9909
680.9914
690.9918
700.9921
710.9925
720.9928
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Common mistakes

A normal approximation is not an exact binomial probability. A rounded table value of 0.9900 does not by itself prove a probability is greater than 0.99.

Solution notes

No marks are printed for this question; none are invented.

The exact binomial check is authored and kept distinct from the printed CLT answer. An independent exact Irwin–Hall calculation for the uniform model confirms that the true least integer is also 65: probabilities at 64 and 65 are about 0.9896573345 and 0.9901436023, with every smaller integer failing. The original solution uses CLT, not this exact distribution.

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