STAT 2040 Lecture Notes - Lecture 9: Central Limit Theorem, Simple Random Sample, Confidence Interval

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Chapter 10: inference for two means: 10. 1: introduction, this chapter investigates inference procedures for the comparison of two population means, these procedures are typically more interesting and informative than one-sample procedures. In order to derive appropriate inference procedures, we will first need to know the characteristics of the sampling distribution of the difference in sample means: 10. 2: the sampling distribution of the difference in sample mean. If we are sampling from a normally distributed population, then the sampling distribution of the sample mean is normal. It is also true that linear combinations of normally distributed independent random variables are themselves normally distributed: the sampling distribution of sample mean will be exactly normal if we are sampling from normally distributed populations. In order for the pooled variance t procedure to be valid, we require: Independent simple random samples: normally distributed populations, equal population variances.

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