# The Central Limit Theorem – with Dragons

To quote Willy Wonka, “A little magic now and then is relished by the best of men [and women].” Any frequent reader of this blog will know that I am of a pragmatic nature when it comes to using statistics. For most people the Central Limit Theorem can remain in the realms of magic. I have never taught it, though at times I have waved my hands past it.

Sometimes you don’t need to know.

Students who want that sort of thing can read about it in their textbooks or look it up online. The New Zealand school curriculum does not include it, as I explained in 2012.

But – there are many curricula and introductory statistics courses that include The Central Limit Theorem, so I have chosen to blog about it, in preparation to making a video. In this post I will cover what the Central Limit does. Maybe my approach will give ideas to teachers on how they might teach it.

## Sampling distribution of a mean

First let me explain what a sampling distribution is. (And let me add the term to Dr Nic’s long list of statistics terms that cause unnecessary confusion.) A sampling distribution of a mean is the distribution of the means of samples of the same size taken from the same population. The distribution of the means will be different from the distribution of values in the original population.  The Central Limit Theorem tells us useful things about the sampling distribution and its relationship to the distribution of the values in the population.

## Example using dragons

We have a population of 720 dragons, and each dragon has a strength value of 1 to 8. The distribution of the strengths goes from 1 to 8 and has a population mean somewhere around 4.5. We take a sample of four dragons from the population. (Dragons are difficult to catch and measure so it will just be 4.)

We find the mean. Then we think about what other values we might have got for samples that size. In real life, that is all we can do. But to understand what is happening, we will take multiple samples using cards, and then a spreadsheet, to explore what happens.

# Important aspects of the Central Limit Theorem

Aspect 1: The sampling distribution will be less spread than the population from which it is drawn.

Dragon example

What do you think is the largest value the mean strength of the four dragons will take? Theoretically you could have a sample of four dragons, each with strength of 8, giving us a sample mean of 8. But it isn’t very likely. The chances that all four values are greater than the mean are pretty small.  (It’s about a 6% chance). If there are equal numbers of dragons with each strength value, then the probability of getting all four dragons with strength 8 is 0.0002.

So already we have worked out that the distribution of the sample means is going to be less spread than the distribution of the original population.

Aspect 2: The sampling distribution will be well-modelled by a normal distribution.

Now isn’t that amazing – and really useful! And even more amazing, it doesn’t even matter what the underlying population distribution is, the sampling distribution will still (in most cases) look like a normal distribution.

If you think about it, it does make sense. I like to see practical examples – so here is one!

Dragon example

We worked out that it was really unlikely to get a sample of four dragons with a mean strength of 8. Similarly it is really unlikely to get a sample of four dragons with a mean strength of 1.
Say we assumed that the strength of dragons was uniform – there are equal numbers of dragons with each of the strengths. Then we find out all the possible combinations of strengths from samples of 4 dragons. Bearing in mind there are eight different strengths, that gives us 8 to the power of 4 or 4096 possible combinations. We can use a spreadsheet to enumerate all these equally likely combinations. Then we find the mean strength and we get this distribution.

Or we could take some samples of four dragons and see what happens. We can do this with our cards, or with a handy spreadsheet, and here is what we get.

Four samples of four dragons each

The sample mean values are 4.25, 5.25, 4.75 and 6. Even with really small samples we can see that the values of the means are clustering around some central point.

Here is what the means of 1000 samples of size 4 look like:

And hey presto – it resembles a normal distribution! By that I mean that the distribution is symmetric, with a bulge in the middle and tails in either direction. A normal distribution is useful for modelling just about anything that is the result of a large number of change effects.

The bigger the sample size and the more samples we take, the more the distribution of the means (the sampling distribution) looks like a normal distribution. The Central Limit Theorem gives mathematical explanation for this. I put this in the “magic” category unless you are planning to become a theoretical statistician.

Aspect 3: The spread of the sampling distribution is related to the spread of the population.

If you think about it, this also makes sense. If there is very little variation in the population, then the sample means will all be about the same.  On the other hand, if the population is really spread out, then the sample means will be more spread out too.

Dragon example

Say the strengths of the dragons occur equally from 1 to 5 instead of from 1 to 8. The spread of the means of teams of four dragons are going to go from 1 to 5 also, though most of the values will be near the middle.

Aspect 4: Bigger samples lead to a smaller spread in the sampling distribution.

As we increase the size of the sample, the means become less varied. We reduce the effect of one extreme value. Similarly the chance of getting all high values in our sample or all low values gets smaller and smaller. Consequently the spread of the sample means will decrease. However, the reduction is not linear. By that I mean that the effect achieved by adding one more to the sample decreases, depending on how big the sample is in the first place. Say you have a sample of size n = 4, and you increase it to n = 5, that is a 25% increase in information. If you have a sample n = 100 and increase it to size n=101, that is only a 1% increase in information.

Now here is the coolest thing! The spread of the sampling distribution is the standard deviation of the population, divided by the square root of the sample size. As we do not know the standard deviation of the population (σ), we use the standard deviation of the sample (s) to approximate it. The spread of the sampling distribution is usually called the standard error, or s.e.

# Implications of the Central Limit Theorem

The properties listed above underpin most traditional statistical inference. When we find a confidence interval of a mean, we use the standard error in the formula. If we used the sample standard deviation we would be finding the values between which most of the values in the sample lie. By using the standard error, we are finding the values between which most of the sample means lie.

# Sample size

The Central Limit Theorem applies best with large samples. A rule of thumb is that the sample should be 30 or more. For smaller samples we need to use the t distribution rather than the normal distribution in our testing or confidence intervals. If the sample is very small, such as less than 15, then we can still use the t-distribution if the underlying population has a normal shape. If the underlying population is not normal, and the sample is small, then other methods, such as resampling should be used, as the Central Limit Theorem does not hold.

# Reminder!

We do not take multiple samples of the same population in real life. This simulation is just that – a pretend example to show how the Central Limit Theorem plays out. When we undergo inferential statistics we have one sample, and from that we use what we know about it to make inferences about the population from which it is drawn.

## Teaching suggestion

Data cards are extremely useful tools to help understand sampling and other aspects of inference. I would suggest getting the class to take multiple small samples(n=4), using cards, and finding the means. Plot the means. Then take larger samples (n=9) and similarly plot the means. Compare the shape and spread of the distributions of the means.

The Dragonistics data cards used in this post can be purchased at The StatsLC shop.

# Rich maths with Dragons

Thanks to the Unlocking Curious Minds fund, StatsLC have been enabled to visit thirty rural schools in Canterbury and the West Coast and provide a two-hour maths event to help the children to see themselves as mathematicians. The groups include up to 60 children, ranging from 7 to 12 years old – all mixed in together. You can see a list of the schools we have visited on our Rich Maths webpage. And here is a link to another story about us from Unlocking Curious Minds.

## What do mathematicians do?

We begin by talking about what mathematicians do, drawing on the approach Tracy Zager uses in “Becoming the Math teacher you wish you had”. (I talk more about this in my post on What Mathematicians do.)

• Mathematicians like a challenge.
• Mathematicians notice things and wonder
• Mathematicians make mistakes and learn
• Mathematicians work together and alone.
• Mathematicians have fun.

You can see a video of one of our earlier visits here.

Each child (and teacher) is given a dragon card on a lanyard and we do some “noticing and wondering” about the symbols on the cards. We find that by looking at other people’s dragons as well as our own, we can learn more. As each of the symbols is explained, there follows an excited buzz as children discuss whose dragon is stronger or older, or has more dangerous breath.  We wonder if green dragons are more friendly than red dragons and work together, making a human data table, and using proportional thinking to draw some conclusions.

A small sample of Dragonistics data cards

## Mixed group work

Next, in randomly chosen, mixed level groups of three, the children perform their own statistical investigations. They have randomly assigned roles, as dragon minder (looking after the cards), people minder (making sure everyone is participating) or record minder (making sure something gets written down). They take their roles seriously, and only occasionally does a group fail to work well. The teachers are free to observe or join in, while Shane and I go from group to group observing and providing guidance and feedback. All learners can take part at their own level.

As we visit a variety of schools we can see the children who are more accustomed to open-ended activities. In some schools, and with the older children, they can quickly start their own investigations. Other children may need more prompting to know where to begin. Sometimes they begin by dividing up the 24 cards among the three children, but this is not effective when the aim is to study what they can find from a group of dragons.

## Levels of analysis

It is interesting to observe the levels of sophistication in their analysis. Some groups start by writing out the details of each individual card. I find it difficult to refrain from moving them on to something else, but have come to realise that it is an important stage for some children, to really get to understand the multivariate nature of the data before they begin looking at properties of the group. Others write summaries of each of the individual characteristics. And some engage in bivariate or multivariate investigations. In a sequence of lessons, a teacher would have more time to let the learners struggle over what to do next and to explore, but in our short timeframe we are keen for them to find success in discovering something. After about fifteen minutes we get their attention, and get them to make their way around the room and look at what the other groups are finding out. “Mathematicians learn from other mathematicians”, we tell them.

## Claims

Sometimes groups think they have discovered everything there is to know about their set of dragons, so we have a range of “claims” for them to explore. These include statements such as:

• Is this true? “There are more green dragons than red dragons.”
• Is this true? “Changeable dragons are less common than friendly or dangerous dragons.”
• Is this true? “There are more dragons younger than 200 than older than 200.”
• Is this true? “Fire breathing dragons are mainly female.”
• Is this true? “There are no fire breathing, dangerous green dragons.”
• Is this true? “Strong dragons are more dangerous.”

Some of the claims are more easily answered than others, and all hint at the idea of sample and population in an intuitive rather than explicit way. Many of them require decisions from the learners, such as what does “mainly” mean, and how you would define a “strong” dragon?

The children love to report back their findings.  Depending on the group and the venue, we also play big running around games where they have to form pairs and groups, such as 2 metres different in height, one of each behaviour, or nothing at all the same. That has proved one of the favourite activities, and encourages communication, mathematical language – and fun! Then we let them choose their own groups and choose from a range of mathematical activities involving the Dragonistics data cards.

The children work on one or more of the activities in groups of their own choice, or on their own. Then in the last fifteen minutes we gather them together to revisit the five things that mathematicians do, and liken it to what they have been doing. We get the children to ask questions, and we leave a set of Dragonistics data cards with the school so they can continue to use them in their learning. It is a blast! We have had children tell us it feels like the first time they have ever enjoyed mathematics. Every school is different, and we have learned from each one.

## A wise intervention

The aim is for our event to help children to change the way they feel about maths in a way that empowers them to learn in the future. There has been research done on “wise interventions”, which have impact greater than their initial effect, due to ongoing ripples of influence. We believe that helping students to think about struggle, mistakes and challenge in mathematics in a positive light, and to think of themselves as mathematicians can reframe future events in maths. When they find things difficult, they may see that as being a mathematician, rather than as failing.

## Lessons for us

This is a wonderful opportunity for us to repeat a similar activity with multiple groups, and our practice and theory are being informed by this. Here is an interesting example.

At the beginning of the open-choice section, we outline the different activities that the children can choose from. One is called “Activity Sheets”, which has varying degrees of challenge. It seems the more we talk up the level of challenge in one of the activities, the keener the children are to try it. Here is a picture of the activity:

The activity involves placing nine dragons cards in position to make all of the statements true. Originally the packs included just 20 dragons, and by swapping in and out, it is challenging. However, when you have just nine dragons to place, it can be very difficult. Now for the first few visits, when children rushed to show us how they had completed their sheet, we would check it for correctness. However, through reading, thinking and discussion we have changed out behaviour. We wish to put the emphasis on the learning, and on the strategy. Peter Johnston in his book, “Choice words: how our language affects children’s learning” states,

“The language we choose in our interactions with children influences the ways they frame these events and the ways the events influence their developing sense of agency.”

When we simply checked their work, we retained our position as “expert”. Now we ask them how they know it is correct, and what strategies they used. We might ask if they would find it easier to do it a second time, or which parts are the trickiest. By discussing the task, rather than the result, we are encouraging their enjoyment of the process rather than the finished product.

We hope to be able to take these and other activities to many more schools either in person or through other means, and thus spread further the ripples of mathematical and statistical enjoyment.