In this simulation, we first study the sampling distribution of
sample mean of 5 observations (that is, m=5) from Weibull distribution with
parameters a=2 and b=5. We use Matlab to generate a (?) by (?) matrix with each
element is a random observation from the Weibull distribution. Then we calculate the mean
cross row of the
matrix and
obtain a vector with length=(?) where each
element of the vector is the sample mean of 5 observations. Finally,
we use the Matlab function sdist to draw the histogram for the (?) sample means. We repeat this procedure for sample
sizes m=25,50 and 100. We observe that the histograms all are
mound-shaped and tend to
cluster about the mean of Weibull(2,5), which is equal to (?). Furthermore, as the sample size m increases, there
is less variation in the sampling distribution, that is, the
histogram is more sharply centered at the mean.
By Central Limiting Theorem, we know that when the sample size m is large enough, the sampling distribution of the sample mean can be approximated by a normal distribution with mean equal to the population mean and variance is equal to the variance of the population distribution divided by m. To check this, we superpose a normal density curve on each figure with appropriate mean and variance. For example, when the sample size m=5, we plot the normal density curve with mean=(?) and variance =(?). The figures show that when the sample size m increases, the shape of the sampling distribution tends toward the shape of the normal distribution (symmetric and mound-shaped).