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Chapter 10: Sampling Distributions and the Central Limit Theorem

455

populations and compute the differences for the sample means for these

repeated samples.

Definition: Sampling Distribution of the Difference Between Two

Independent Sample Means

A sampling distribution of the difference between two independent sample

means is a distribution obtained by using the difference of the sample means

computed from random samples obtained from the two populations.

Again, we can use statistical software to help with the investigation of the

properties of the sampling distribution of the difference between two sample

means through simulations. The statistical software was used to simulate

10,000 samples of size of 36 were simulated from normal distributions

with

means

= 5 and

= 9, and standard deviations

= 3 and

= 5. The

descriptive statistics for the differences of the sample means for a simulation

is given in

Figure 10-31

.

Figure 10-31:

Descriptive Statistics of Simulation for

DifferencebetweenTwo Sample Means

Let

̅

̅

represent the mean of the differences of the sample means, and

̅

̅

represent the standard deviation of the differences of the sample