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CHAPTER 4

SAMPLES AND SAMPLING DISTRIBUTIONS


1. Why do We Use Samples?
2. Probability Sampling
2.1. Simple Random Samples
3. Sampling Distributions
3.1. The Sampling Distribution of the Sample Mean x
3.1.1.
The Expected Value of x
3.1.1.1.
The Relationship Between the Mean of the Parent Population
and the Mean of All x Values
3.1.2.
1The Variance of xx and Standard Error of x
3.1.3.
The Relationship Between the Variance of the Parent Population and
the Variance of x
3.1.4.
The Shape of the Sampling Distribution of x . The Relationship
Between the Parent Population Distribution and the Sampling Distribution
3.1.5.
Examples Using the Normal Sampling Distribution of x
3.1.6.
The Margin of Sampling Error (MOE)
3.1.7.
Error Probability
3.1.8.
Determining the Sample Size for a Given MOE
3.2. The Sampling Distribution of the Sample Proportion px
3.2.1.
The Expected Value of px
3.2.1.1. The Relationship Between the Parent Population Proportion and
the Mean of All px Values
3.2.2.
The Variance of px and Standard Error of px
3.2.2.1. The Relationship Between Variance of the Binary Parent
Population and the Variance of px
3.2.3.
The Sampling Distribution of px as a Normal Distribution
3.2.4.
Margin of Error for px
3.2.5.
Determining the Sample Size for a Given MOE

1. Why do We Use Samples?


Sampling is the basis for inferential statistics. A sample is a segment of a population. It is,
therefore, expected to reflect the population. By studying the characteristics of the sample
one can make inferences about the population. There are several reasons why we take a
part of the population to study rather than taking a full census of the population. These are:

Samples cost less.


Sampling takes less time.
Samples are more accurate. Sample observations are usually of higher quality
because they are better screened for errors in measurement and for duplication and
misclassifications;
Samples can be destroyed to gain information about quality (destructive sampling).

2. Probability Sampling

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A sample in which each element of the population has a known and nonzero chance of being
selected is called a probability sample.

2.1.

Simple Random Samples

A simple random sample is a probability sample in which all possible samples of size n are
equally likely to be chosen. To explain this requirement, let the population consist of letters
A, B, C, D, and E. Since there are five items in the population, then

N=5 . We want to

select a sample of size 3, that is, n=3 . Since sampling is random (the letters are written
on little balls and are put in a bowl), there is more than one way that we can select 3 items
from 5 items. Using the combination formula, the total number of possible samples is
C(N, n) = C(5, 3) = 10. The following is the list of all 10 possible samples:
ABC
ADE

ABD
BCD

ABE
BCE

ACD
BDE

ACE
CDE

The definition of SRS implies that each sample has the equal chance of 0.10 of being
selected. This process of simple random selection applies to a finite (small) population. The
simple random selection process is different when the population is not finite (large). Even
when the population is relatively small, the application of the definition becomes very
cumbersome. For example, what if the population size is 50 and we want to select a sample
of size 10. How many different samples are possible? Using the combination formula, the
total number of possible samples is 10,272,278,170. It would be impractical! to list all the
10.3 billion possible samples and select one of them at random.
The correct procedure to select a random sample is to assign a serial number to each of the
population elements and select the sample by drawing a pre-specified number of serial
numbers at random (use the "random numbers table").

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3. Sampling Distributions
A sampling distribution is a probability distribution of a sample statistic. Recall from Chapter
1 that a sample statistic is a summary characteristic computed from sample data. Since a
sample statistic is a summary characteristic obtained from a randomly selected sample, the
sample statistic is then a random variable. The value assigned to the sample statistic is
randomly determined. Furthermore, because a sample statistic is a random variable, it has
a probability distribution. The probability distribution of a sample statistic is called a
sampling distribution.

3.1.
Since

The Sampling Distribution of the Sample Mean

is a summary characteristic computed from sample data, then it is a sample

statistic. The probability distribution of

is called the sampling distribution of

reason we are able to define a probability distribution for


variable. The value of

is that

x . The

is a random

is determined by the samples chosen through a random process.

To illustrate the sampling distribution of x in the simplest terms, consider the following
example. The Jones family has five children. The following table lists the age of the children.
Since we are considering the age of all the Jones children, then the age data constitutes a
population.

Name

Age

Suppose, as an experiment, we Ann


want to estimate the average
3
age of the children by taking a Beth
sample of size three. Note that
6
for estimation purposes only a Charlotte
single sample of a size n is
9
randomly selected.
Thus, a David
single random sample selected
12
from the above population Eric
may result in the sample
15
elements, say, Ann, Beth and
David,
with
corresponding
values {3, 6, 12}. But we know this is one of the 10 possible samples. 1 There are nine other
possible samples that we could have randomly selected. Next table lists all the ten possible
samples of size n = 3 that we may select from a population of size N=5 . The table also
shows the average age computed from the values of each sample.

1 Using the combination formula C(N, n), there are C(5, 3) = 10 different samples of size
three selected from 5 objects without replacement.

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Sample Mean
Sample
Sample Values
Composition
x
A
A
A
A
A
A
B
B
B
C

B
B
B
C
C
D
C
C
D
D

C
D
E
D
E
E
D
E
E
E

3
3
3
3
3
3
6
6
6
9

6
6
6
9
9
12
9
9
12
12

x =

9
12
15
12
15
15
12
15
15
15

x
n

6
7
8
8
9
10
9
10
11
12

In above table note that the x values 8, 9 and 10 appear twice. Since three of the ten xx
are repeated, then there are seven distinct values of x . Next table shows the sampling
distribution of x , which is the listing of all 7 possible values the random variable x can
take on along with the probability (relative frequency) associated with each value. Since in
the sampling process values 8, 9 and 10 each occur twice, then the probability associated
with these values is

2
=0.20 . The sampling distribution of the sample mean age is then,
10
Sampling Distribution of

f ( x )

6
7
8
9
10
11
12

0.1
0.1
0.2
0.2
0.2
0.1
0.1
1.0

The following diagram shows the chart of the sampling distribution.

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3.1.1. The Expected Value of


The sample statistic

is a random variable with a probability distribution. Like all other

random variables, therefore,

has an expected value and a variance.

The expected

value of x is the (weighted) average of all the sample means. The weights are the
probability associated with each value of the sample mean. Since the expected value
represents the average of all possible sample means, it is also denoted by the symbol

x .

Expected value of the sample mean:

E( x )= x = x f ( x )

In the Jones family example the expected value of the sampling distribution of
determined as shown in following table.

is

2Calculation of x

f ( x )

x f ( x )

6
7
8
9
10
11
12

0.1
0.1
0.2
0.2
0.2
0.1
0.1

0.6
0.7
1.6
1.8
2.0
1.1
1.2

E ( x )=x = x f ( x )=

Note that we may compute

Chapter 4Sampling Distributions

9.0

directly from the 10 unweighted

values. In that case,

Page 5 of 33

x=

x 6+ 7+8+9+ 10+9+11+12 90
=
= =9
n
10
10

3.1.1.1.
The Relationship Between the Mean of the
Parent Population and the Mean of All x Values
To show an important relationship between the expected value of
sample means,

(the average of the

x ) and the mean of the parent population , determine the parent

population mean directly from the Jones family children population age data in.

x 3+6+9+12+15 45
=
= =9
N
5
5

The parent population average age = 9 is exactly the same as the mean of x . That is,
the mean value of all possible sample means is equal to the mean of the parent
populationthe mean of the means equals the mean.

E( x )= x =
This equality is not coincidental for this example. The equality of the expected value of the
sampling distribution of x and the population mean is true for all sampling distributions
of x . The mean of the means equals the mean!2

3.1.2. The Variance and the 3Standard Error of xx


The variance of x , denoted by var ( x ) , like any other variance measure, is simply the
mean squared deviation of the random variable x . Since within the random variable
framework the mean and expected value convey the same meaning, then we can express
the variance of x as the expected value (weighted mean) of the squared deviations of
x :

var ( x )=E [( x )2 ]= ( x )2 f ( x )
Next table shows the calculation of

var ( x ) as the expected value of squared deviations.

2 See Appendix for the mathematical proof that

Chapter 4Sampling Distributions

E( x )=

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4Calculation of

x
6
7
8
9
10
11
12

var ( x )=E [( x ) ]
f ( x )
( x )2 f ( x )
0.1
0.1
0.2
0.2
0.2
0.1
0.1

var ( x )=E [ ( x )2 ] =

0.9
0.4
0.2
0.0
0.2
0.4
0.9
3.0

The standard deviation of x is called the standard error of x and is denoted by


se ( x ) . The standard error is a measure of the dispersion of all possible x values
around the mean of x . It is the positive square root of the var ( x ) . For the Jones family
example:

se ( x )= var ( x )= 3=1.732
3.1.2.1.
The Relationship Between the Variance of
Parent Population and the Variance of x
Going back to the population age data, compute the population variance, using the variance
formula we learned in Chapter 1:
2

(x) 90
= =18
N
5

var ( x ) 2 . This is always the case. However, there is a definite relationship


between var ( x ) and 2. This relationship is shown as
Note that

var ( x )=

2 N n
n N1

From the Jones family example

var ( x )=

In the

18 53
=3
3 51

( )

var ( x )

formula, pay special attention to the term

n
( NN1
)

. This term is called

the finite population correction factor (FPCF).

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n
( NN1
)
When the population is finite or small, as in the example above, the sample size relative to
the population,

n
, is large:
N

3
=60 . When population is nonfinite or large this ratio
5

becomes insignificant, the FPCF approaches 1 and, therefore, it plays no role in the
var (xx ) formula. The tendency of the FPCF to approach 1 as N gets larger is shown in the
following table. A sample size of n=10 is used to show this tendency.

5Finite Population Correction Factor


as N Increases (for n = 10)
N

N n
N1

25
50
100
1,000
10,000
100,000
1000,000

0.6250
0.8163
0.9091
0.9910
0.9991
0.9999
1.0000

Thus, for large populations, the variance of

var ( x )=

becomes

2
n

The standard error of

se ( x )=

x , as the square root of var ( x ) is then,

3.1.3. The Number of Possible Samples and

Values

To explain the concepts of sampling distribution, expected value, and standard error of the
sampling distribution, we used a simple example where from a very small parent population
(N=5) we took very small samples (n=3) . The number of possible samples (, the
Greek letter nu) is determined using the combination formula:
3 See Appendix for the mathematical proof.

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=C ( N , n )=C ( 5, 3 )=10 .
When the population size N increases, even with small sample size n , the number of
possible samples , and the number of corresponding
x values computed from these
samples, quickly rises to astronomical levels. The following table shows this clearly.
N
5
10
50

n
3
3
5

100

10

10
120
2,118,760
17,310,309,456,
440

In Chapter 1 we used the example of residents of a Florida retirement community as the


population, where N = 608, from which we selected a single sample of size n=40 to
explain the difference between the population parameter and the sample statistic x .
For that explanation we used only a single sample the values of which were selected
randomly. This sample yielded a sample mean of x =62.8 . This was only one sample and
one x among the following possible number of x values:

=
749,670,807,490,441,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.

Summary of the Different Variance Concepts and Formulas


With the introduction of the variance of x we have added a new variance concept to the
two we learned in Chapter 1. These variance concepts are summarized below:
Population Variance measures the mean squared deviation of population data from the
population mean:

2=

(x)2
N

Sample Variance measures the mean squared deviation of a sample data from the sample
mean:
2

(x x )
s=
n1
2

Variance of the mean x measures the mean squared deviation of all possible
x
values from the mean of
x . Since in all sampling problems there are astronomically
large number of x values, there is no formula to compute the var ( x ) from all possible
values of x . Rather, if the population variance is given, var ( x ) is determined as
follows:
2

var ( x )=
n

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3.1.4. The Shape of the Sampling Distribution of x . The


Relationship Between the Parent Population Distribution
and the Sampling distribution
The foundation of inferential statistics is the sampling distribution. We use the sampling
distribution of
x to infer about the population mean . The shape of the sampling
distribution plays a vital role in inferential statistics. In order make the inference about the
population parameter, the sampling distribution must have a specific shape. The required
shape of distribution is the normal distribution. If the sampling distribution is not normal,
then it cannot be used for inferential statistics.
At the outset, the most important issue to understand is that the shape of the sampling
distribution of x depends on one of two things: (1) the shape or distribution of the
population data set, and/or (2) the size of the sample (n) .

3.1.4.1.
When the Parent Population Has a Normal
(Bell-Shaped) Distribution
The first practical conclusion from this discussion is that when the parent population has
a normal (bell-shaped) distribution with mean and standard deviation , the
sampling distribution of
also has a normal distribution with mean
x
E ( x )= x = and standard deviation (standard error) se ( x )= / n .

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3.1.4.2. When the parent population is not


normally distributed
When the parent population is not normally distributed, the shape of the sampling
distribution will depend on the sample size n . The sampling distribution of x will
approach normal as the size of the sample increases. The rule thumb is, if the sample size
is 30 or more, the sampling distribution of
x will be treated as if normal. This conclusion
is based on the Central Limit Theorem.

This property of the sampling distribution makes statistical inference about possible even
when the population is not normally distributed.

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3.1.5. Examples Using the Normally Distributed Sampling


Distribution of x
The subsequent chapters are all devoted essentially to inferential statistic, where we will
apply the basic concepts we learned in this chapter to infer about characteristics of
population data by analyzing the characteristics of sample data. Inferences about a
summary characteristic of the population data, for now the mean , from the mean of a
sample are never exact statements. These inferences, instead, are probabilistic statements.
To make these probabilistic statements, and be able to state the exact probabilities, it is
essential that the sampling distribution of
x be normal. The following examples are
typical applications of the normal distribution to the sampling distribution of x . What we
learn from these examples, will help us with understanding of inferences about the
population mean in the subsequent chapters.
Example 1
In a bottling plant the amount of soda in each 32-ounce bottle is a normally distributed
random variable with a mean = 32 ounces and standard deviation of = 0.3 ounces.
a)

If a single bottle is randomly selected, what is the probability that it contains between
31.8 and 32.2 ounces of soda? Alternatively stated, given the mean and standard
deviation of the fill of bottles, what fraction (proportion, or percentage) of the bottles
contain between 31.8 and 32.2 ounces of soda?

Note: This part of the problem does not deal with sampling distribution. It is shown,
however, to explain how to differentiate between the probability of
x (the random
variable representing the parent population) and the probability of
x (the random
variable representing the sample means).
= 32

= 0.3

P(31.8< x <32.2)

z=

x 31.832
=
=0.670.67

0.3

P(0.67 < z < 0.67) = 0.4971


b)

If a sample of size n = 9 bottles is taken, what is the probability that the mean of this
sample, xx , is between 31.8 and 32.2 ounces? Alternatively stated, what fraction
(proportion, or percentage) of the means obtained from samples of size n = 9 fall
within 31.8 and 32.2 ounces?

Now you are dealing with the probability distribution of x . Since the parent population of
bottles is normal, then the distribution of x values (the sampling distribution of x ) is
also normal with the following mean and standard deviation (standard error):

x ==3 2
se ( x )=

0.3
=
=0.1
n 9

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The objective is now to find

P(31.8< x <32.2)
First we must convert the normal random variable
conversion formula is

z=

to the standard normal z. The z

x
se ( x )

Using this formula we can find

z 1=

31.832
=2.00
0.1

z 2=

32.232
=2.00
0.1

and
P(2.00 < z < 2.00) = 0.9545

Note that in these two examples, even though the distribution of


x (the parent
population) and sampling distribution of x both have the same mean ( = 32), the same
interval (31.8-32.2) contains 95.5% of all the x values, but only 49.7% of the x values.

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The reason for this difference is that the x values are far less dispersed than the x
values.
And, this is because the standard deviation of the distribution of
x ,
se ( x )= / n , is smaller than , the standard deviation of x . The x values are
much more closely clustered around the mean =32 than the x values.

3.1.6. The Margin of Sampling Error


The next example is used to explain the extremely important concept of the margin of
sampling error ( MOE) . This concept plays a crucial rule in inferential statistic. You
must always keep MOE in mind when dealing with the sampling distribution of a sample
statistic.
Example 2
A given population has a mean of 50 and a standard deviation of 18. Consider the sampling
distribution of the means of samples of size 36 obtained from this population. Find the
interval of x values that contains the middle 90 percent of all possible x values.
First, establish the parameters of the distribution of the population, and the parameters of
the sampling distribution. In the population, x is normally distributed with mean the
mean and standard deviation:

=5 0

=18

In the sampling distribution, x is normally distributed (because the parent population is


normal) with mean and standard deviation (standard error):

x ==50 se ( x )=

18
=
=3
n 36

Consider the following diagram showing the distribution of

where

x 1

and

x 2

represent the upper and lower end of the interval which contains the middle 90% of all
possible sample means obtained from samples of size n=36 . The objective is to find the
x 1 and x 2 .
values of

x 2 using the formula that converts the normal random variable


into the standard normal random variable z :

You can find

x 1 and

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z=

x
se ( x )

From which you can solve for

x :

x =+ z se ( x )
The term

z se ( x ) in this formula is called the margin of sampling error or simply the


( MOE) .

margin of error

MOE=z se ( x )
To find MOE, first compute the standard error of

se ( x )=

x .

18
=
=3
n 36

The value for z is determined as follows: Note that the middle area within the interval is
90%. Thus, the two tail areas are 5% each. Therefore, the z score corresponding to x 2 is
the

z score that bounds a right tail area of 5%, that is,

z 0.05=1.64 . Thus,

MOE=z 0.05 se ( x ) =1.64 ( 3 )=4.92


The margin of error of 4.92 simply implies that the middle 90% of all possible x values
fall within 4.92 (data units) from the population mean . The lower and upper ends of the
interval are thus:

x L =504.92=45.02
x U =50+4.92=54.92

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Again, the lower and upper boundaries of this interval indicates that the middle 90% of all
x fall within the interval bounded by 45.08 and 54.92. Stated differently, 90% of the
means computed from samples of size n=36 deviate from the parent population mean by
no more than 4.92.
Example 3
In the previous example, where =50 and =18 , find the interval that contains the
middle 95% of all the means obtained from samples of size n=36 .
Form this example we must find the 95% margin of error.

MOE=z 0.025 se ( x )=1.96 ( 3 )=5.88

Thus,

x 1=505.88=44.12
x 2=50+5.88=55.88
Example 4
In the soda bottle example, where =32 ounces and =0.3 ounces, find the interval
that contains the middle 95% of the means obtained from samples of size n=25 bottles.
Since the middle interval to contain 95% of all x values, then then each tail area would
contain 2.5% of x s. The z score that bounds a tail area of 0.025 is z 0.025 =1.96 .

x 1 , x 2= MO E
MOE=z 0.025 se ( x )
se ( x )=0.3/ 25=0.06
MOE=1.96 ( 0.06 )=0.118
x 1 , x 2=32 0.118=( 31.882, 32.118 )

Chapter 4Sampling Distributions

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We can, therefore, state that of every 100 samples of size 25 that we select from the
population of soda bottles, we expect 95 of them to have a sample mean fill that is between
31.88 and 32.12 ounces.

3.1.7.

Error Probability

In computing the MOE in the first two examples in this section, each MOE involved a
specified probability. The first required a middle interval with a 90% margin of error, and the
second a 95% MOE. In the first example, the middle interval built around using a 90%
MOE contained 90% of all possible sample means. Thus 10% of the sample means fell
outside the interval, that is, they deviated from by more than the established MOE. Thus,
in that example, if a random sample of size n=36 were selected from the population,
there was a 10% probability that the sample mean deviated from the =50 by more than
4.92 . This 10% probability is called the error probability and is denoted by the Greek
letter .
In the second example, 95% of sample means deviated from =50 by no more than
5.88. The error probability in that example was, therefore, = 0.05.
Using the as a general symbol for error probability, the
written as:

MOE

formula can then be

MOE=z /2 se ( x )
Note that the subscript of z is /2 , since we divide the error probability equally
between the two tails of the normal curve.

3.1.8. Determining the Sample Size for a Given Margin of


Error
In the margin of error formula
Thus,

MOE=z /2 se ( x ) , the standard error is se ( x )= / n .


MOE=z /2

This indicates that the MOE varies inversely with the sample size n. The bigger the
sample size, the narrower the MOE . In many statistical questions you are required to
determine the sample size for a specified MOE . To determine n , we can reconfigure
the MOE formula as follows:

n=

z / 2
MOE

Squaring both sides, we obtain the formula to determine the sample size
given MOE .

Chapter 4Sampling Distributions

for a

Page 17 of 33

z
n= / 2
MOE

Example 5
In the previous example, where =32 ounces and =0.3 ounces, what should the
sample size be so that 95% of all possible sample means fall within a margin of error of 0.08
( MOE=0.08 ) ounces from the population mean?
Given a 95%

n=

MOE , the error probability is then

=0.05 .

z / 2
1.96 0.3 2
=
=54.02
MOE
0.08

) (

Rounded up, n = 55.


Note that in this example, we are interested in a narrower margin of error (0.08 versus
0.118). To make MOE narrower and, hence, the interval more precise, we must increase
the sample size. Of every 100 means obtained from samples of size n = 55 bottles, 95 of
them are expected to fall within 0.08 ounces from the mean of all bottles filled by the
machine.

3.2. The Sampling Distribution of the Sample


Proportion p
Consider a population of size N . Let x be the number of elements in the population
that have a given attribute. Assign the number 1 to the elements with this attribute and
0 to all others. Then the population data is binary, and x is a binary variable. As
explained in Chapter 1, the mean of a binary population data set is called the proportion and
is denoted by . We use the same formula to compute the population proportion formula as
for the population mean:

x
N

For example, in a given academic year a total of 37,196 students (full-time equivalent) were
enrolled at a major university campus, of whom 30,131 were undergraduate students.
Assigning 1 to undergraduate student, then the population proportion of undergraduates
enrolled at this campus is:

30,131
=0.81
37,196

Now, suppose a sample of size n students is taken from the population. The proportion of
undergraduates in the sample, the sample proportion, is

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p=

x
n

Suppose you took a sample of n=200 students of whom


undergraduate students, then the sample proportion is,

p=

x=156

were

156
=0.78
200

Note that, like x , which is the sample statistic estimating the population parameter ,
p is also a sample statistic, now estimating the population parameter . Like x , p
is then a random variable because its value is determined by the outcome of a random
experimentthe experiment being selecting a random sample. The probability distribution
of p is called the sampling distribution of p .
To explain how the sampling distribution is generated, consider the Jones family example
used in explaining the sampling distribution of x . In this case, instead of the age of the
children, we are interested in a non-quantitative attribute of the children, their gender
(male/female). To show how the concepts of the sampling distributions of x and
p are closely related, assign the value 1 to female (the attribute of interest in this
example) and 0 to male. The following table shows the population elements by gender
and the numeric assignment to each gender.
Gender of the Jones Family Children
Numeric
Name
Gender
Assignment
Ann
F
1
Beth
F
1
Charlotte
F
1
David
M
0
Eric
M
0
The proportion of female in the population of the Jones family children is,

3
= =0.60
5
Now, we conduct an experiment by taking a sample of size n=3 to estimate the
population proportion. For samples of size n=3 , there are 10 samples possible with the
sample proportion of females shown in the following table.

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Sample Proportion of Females Among the Jones Family


Children
Sample
Proportion
x
Sample Values

p=

xi

Sample Composition
A
B
C
A
B
D
A
B
E
A
C
D
A
C
E
A
D
E
B
C
D
B
C
E
B
D
E
C
D
E

1
1
1
1
1
1
1
1
1
1

1
1
1
1
1
0
1
1
0
0

1
0
0
0
0
0
0
0
0
0

3/3
2/3
2/3
2/3
2/3
1/3
2/3
2/3
1/3
1/3

The sampling distribution of p , the proportion of females, is shown below as the relative
frequency of the proportions in previous table.

Sampling Distribution of

f ( p )

1/3
2/3
3/3

0.30
0.60
0.10

1.00

3.2.1. The Expected Value (Mean) of

p is a random variable with a probability distribution. Again, like all


other random variables, p has an expected value and a standard deviation. The
expected value of p is the (weighted) mean of all the sample proportions. The weights
The sample statistic

are the probability associated with each value of the sample proportion. Since the expected
value represents the mean of all possible sample proportions, it is also denoted by the
symbol

p .

E( p )= p= p f ( p )
Using the sampling distribution of the sample proportion of females shown in the previous
table, the calculation of the mean of p is shown as follows.

Chapter 4Sampling Distributions

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Calculation of E(px )

f ( p )

p f ( p )

1/3
2/3
3/3

0.30
0.60
0.10

0.10
0.40
0.10

E ( p )= p= p f ( p )= 0.60
Alternatively, we can compute

p=

p directly from the 10 unweighted

p values.

3/3+2/3+2/3+2/3+2/3+1 /3+2 /3+ 2/3+ 1/3+1/3 18 /3


=
=0.60
10
10
3.2.1.1.
The Relationship Between the Parent
Population Proportion and the Mean of All p
Values

Now, considering the binary population data of the gender of the children, three out of five
children are female. Therefore, the population proportion is,

=3 /5=0.60
Note the important conclusion here that the mean of all possible sample proportions is
exactly the same as the population proportion .4

E( p )= p =
Recall that at the start of this discussion it was stated that the proportion is a special case of
the mean where the values in the data set are binary values 0s and 1s. Thus, the mean of
the sampling distribution of p and the mean of sampling distribution of x are both
equal to the population mean. Only the symbols differ is the mean of the population
when the data is binary, and is the mean of non-binary data.

3.2.2. The Variance and Standard Error of


The variance of the random variable p
, denoted by
weighted mean squared deviation, of p
.

var ( p ) , is the expected value, or

var ( p )=E [ ( p p )2 ]= ( p p)2 f ( p )


Since

p= , then,

var ( p )=E [ ( p )2 ]=( p )2 f ( p )

4 See Appendix for the proof that

Chapter 4Sampling Distributions

E( p )=

Page 21 of 33

Calculation of var ( p ) from Sampling


Distribution of p
2

f ( p )

( p ) f ( p )

1/3
2/3
3/3

0.30
0.60
0.10

0.021
0.003
0.016

( p ) f ( p )=

0.040

p is simply the square root of the variance:

The standard error of

se ( p )= var ( p )
se ( p )= 0.04=0.2
3.2.2.1. The Relationship Between Variance of the
Parent Population and the Variance of p
To explain the relationship, lets first compute the variance of the parent population in our
Jones children example. Using the appropriate symbols for the binary population data,
recalling from Chapter 1, the population variance is:

2= (1)
Thus, for the Jones family children binary data,

2=0.6(10.6)=0.24
The variance of px is then,

var ( p )=

(1 ) N n
n
N 1

Thus,

var ( p )=

0.24 53
=0.04
3 51

( )

When the population is non-finite the FPCF approaches 1 and disappears from the
picture and the formula for var ( p ) becomes simply:5

var ( p )=

(1 )
n

5 For the proof that

var ( p )=

Chapter 4Sampling Distributions

(1 )
n

see Appendix.

Page 22 of 33

The standard error of

se ( p )=

p is then,

(1)
n

3.2.3. The Sampling Distribution of


Distribution

as a Normal

In the binomial distribution, as the number of independent trials increases (and if probability
of success is closer to 0.5), then the distribution of the binomial random variable x , the
number of successes in the trial, can be approximated by the normal distribution. The rule
of thumb for x to be approximately normally distributed is:

n =5

and

n (1 )=5

Now, rather than x , we are interested in the distribution of the random variable p .
Note that p is a linear transformation of x , the number of successes (the number of
1s in the binary sample data):

p=

x
n

We transform

to

p by multiplying

x by the constant

1
. Thus, if
n

is

approximately normal, then its linear transformation p is also approximately normal.


(Only the location of the normal curve along the number line changes and not its shape.)
The following diagram shows the sampling distribution of p as a normal distribution with
a mean of and the standard deviation (standard error) of

se ( p )=

(1) .
n

The following examples use the normal distribution to solve probabilities involving the
sampling distribution of px .

Chapter 4Sampling Distributions

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Example 6
Sixty eight percent (68%) of vehicles on Indiana interstate highways violate the speed limit
( =0.68 ) . A sample of 500 vehicles are randomly clocked for speed. What is the
probability that more than 70% of vehicles in the sample violate the speed limit? Find

P( p >0.70)
Since the requirements for normal approximation are satisfied (n = 340, and n (1 ) =
231.2), then p is normally distributed with the following parameters:

p==0.68
se ( p )=

(1)
0.68(10.68)
=
=0.0209
n
500

The formula to transform the normally distributed

z=

p to

is:


p
se ( p )

The z score is then

z=

0.700.68
=0.96
0.0209

P( z >0.96)=0.1685

The diagram indicates that 0.1685 proportion (16.85%) of sample proportions obtained from
random samples of n=500 would exceed 0.70.
Example 7
In the previous example, what is the probability that the sample proportion is within 3
percentage points from the population proportion? Alternatively stated, what proportion
(percentage) of p values computed from repeated samples of size n=500 are within 3

Chapter 4Sampling Distributions

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percentage points

( 0.03)

from the population proportion?

P ( 0.03< p < +0.03 )


=0.68
se ( p )=

n=500
(1)
=0.0209
n

P ( 0.680.03< p < 0.68+0.03 )

P ( 0.65< p <0.71 )=
z 1=

0.650.68
=1.44
0.0209

z 2=

0.710.68
=1.44
0.0209

P (1.44< z<1.44 )=12 ( 0.0749 ) =0.8502

Example 8
In the previous example, what proportion (or proportion) of p values computed from
samples of size n = 500 fall within 4 percentage points ( 0.04 ) from the population
proportion?

P ( 0.04< p < +0.04 )


=0.68
se ( p )=

n=500
(1)
=0.0209
n

Chapter 4Sampling Distributions

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P ( 0.680.0 4< p <0.68+0.0 4 )

P ( 0.6 4< p < 0.7 2 )=


z 1=

0.6 40.68
=1. 91
0.0209

z 2=

0.7 20.68
=1. 91
0.0209

P(1.91< z<1.91)=0.9438

As the diagram shows 94.38% of p values computed from samples of size n=500 fall
within 0.04 ( 4 percentage points) from the population proportion =0.68 , that
is, they fall within the interval bounded by pL =0.64 and pU =0.72 .
Example 9
In the previous example, what proportion (or percentage) of
samples of size n = 1,000 fall within 3 percentage points
proportion?

p values computed from


( 0.03 ) from the population

P ( 0.03< p < +0.03 )


P ( 0.680.03< p < 0.68+0.03 )

P ( 0.65< p <0.71 )=
Note that even though the p interval is the same as in the Example 7, the probability will
be different because the sample size is larger. We need to recalculate the standard error of
p taking into account the new, larger, sample size.

Chapter 4Sampling Distributions

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se ( p )=
z=

(1)
0.68(10.68)
=
=0.0148
n
1000

0.650.68
=2.032.03
0.0148

P (2.03< z <2.03 ) =12 0.0212=0.9576

3.2.4.

Margin of Error for

Similar to the discussion of MOE for x , the concept of margin of error for p plays a
crucial rule in inferential statistics. This is why we place a special emphasis on this topic.
The following example involves the MOE for p .
Example 10
Given that the population proportion of vehicles violating the legal speed limit is 0.68, using
the sample size of n = 1,000, in the sampling distribution of p find the interval of p
values which contains the middle 90% of all sample proportions computed from random
samples of size n=1,000 .
To find the lower and upper ends of the interval, you must add to and subtract from a
certain quantity (in this case, a proportion, or percentage points). The lower end and upper
p2 .
end are denoted by, respectively, p1
and

The quantity added to and subtracted from is the

Chapter 4Sampling Distributions

MOE . To obtain the

MOE

for

Page 27 of 33

p rearrange
z=

p
se ( p)

by solving for

p :

p= + z se( p)
Thus, to obtain

p1 we must subtract

z se ( p) and for

p2 must add

z se ( p) .

p1 , p2= z se ( p)
We know = 0.68 and, given n=1,000 , se ( p )=0.0148 . Since we want 90% of all
sample proportions to be included in the interval, then of the remaining = 10% (recall that
is called the error probability), one half will be on the right tail and the other half on the
left tail outside the interval. The margin of statistical error is then,

MOE=z /2 se ( p)
Since =0.10 , the relevant z-score is
interval is then:

z / 2=z 0.05=1.64 . The

MOE for the 90%

MOE=1.64 (0.0148)=0.024
The lower and upper end of the interval are therefore:

p1 , p2= z0.05 se ( p )=0.68 0.024=( 0.656, 0.704 )


This means that if you took repeated samples of 1,000 vehicles and computed the
proportion in each sample which violated the speed limit, then 90% of these proportions
would have values ranging from 0.656 to 0.704. Alternatively stated, 90% of sample
proportions would deviated from by no more than 0.025, or 2.5 percentage points.

Example 11

Chapter 4Sampling Distributions

Page 28 of 33

Suppose in a certain election a candidate received 55% of the votes. What proportion (or
percentage) of sample proportions obtained from repeated samples of size n=600 voters
each would fall within 3 percentage points ( 0.03 ) of the population proportion of
0.55? The objective here is to find

P( 0.03< p < + 0.03)

=0.5 5

n=600

P(0.52< p <0.58)
se ( p )=
z=

( 1 )
0.55(10.55)
=
=0.0203
n
600

p
se ( p)

z 1=

0.520.55
=1.48
0.0203

z 2=

0.580.55
=1.48
0.0203

P(1.48< z< 1.48)=0.8611


Therefore, about 86% of sample proportions would deviate from = 0.55 by no more than
0.03, or by no more than 3 percentage points.
Example 12
In the previous example, where = 0.55, what interval of
middle 95% of p values of all possible samples of size
Now that we have learned about
are:

p values would contain the


n=600 ?

MOE , then the lower and upper ends of the interval

pL , pU = MO E

Since the interval is to contain 95% of all sample proportions, then the error probability is
= 0.05. The margin of error is then,

MOE=z /2 se ( p)
where relevant z-score is

z / 2=z 0.025=1.96 , and se ( p )=0.0203 . Thus,

MOE=1.96 ( 0.0203 ) =0.0398 or ( 0.04 )


Chapter 4Sampling Distributions

Page 29 of 33

That is, 95% of sample proportions in samples of size 600 fall within 0.04 (or 4 percentage
points) from the population proportion of 0.55.

pL , pU =0.55 0.04=( 0.51, 0.59 )


3.2.5.
p

Determining the Sample Size for a Given

MOE

for

Once again, in many inferential statistics questions you will be asked to determine the
sample size that yields a desired margin of error for p . Considering the formula for the
margin of error for p , the M OE varies inversely with sample size.

MOE=z /2 se ( p)
MOE=z /2

(1 )
n

We can rearrange this formula to solve for n. Squaring both sides and then solving for n we
obtain the formula to determine the sample size for a given MOE .

z /2 2
n=
(1)
MOE

Example
In the previous question, where = 0.55, what is the minimum sample size so that the
probability that the sample proportion is within 0.02 (or 2 percentage points) from the
population proportion is 95%?
Here we are looking for a 95% MOE . Therefore, the error probability is
z / 2=z 0.025=1.96 . We want the margin of error to be MOE=0.02 .

=0.05 , and

1.96 (
0.55 ) (10.55 )=2376.99
0.02

( )

n=

n=2,377 (always round up)

Chapter 4Sampling Distributions

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Appendix
The proof that

E ( x )= x =
x
E( x )=E
n
1
E( x )= E ( x 1 + x 2++ x n )
n

( )

x
x
E( n)
( 1)+ E ( x 2)++
E
1
E(x )=
n
x i are selected from the same population, then

Since all

x
x
E ( n)=
( 1)=E ( x 2 )==
E
Therefore,

1
n
E ( x )= ( + ++ )= =
n
n
The proof that
2

var ( x )=

var (x)=var
var (x)=
Since all

( nx )

1
var ( x 1+ x 2 ++ x n )
n2
x i are independently selected from the same population,

var ( x 1 + x 2++ x n ) =var (x 1 )+ var ( x 2 )++ var (x n )


and,

Chapter 4Sampling Distributions

Page 31 of 33

var ( x 1 )=var ( x 2 )==var ( x n )= 2


Thus,

var ( x )=

1( 2 2
n 2 2
2
)

++
=
=
n
n2
n2

The proof that E(px ) = :


After taking a sample of size n, determining the number of successes x in the sample
(number of 1s in the binary data) is a Bernoulli process. Thus x has a binomial
distribution. In Chapter 2 it was shown that the expected value of a binomial random
variable is:

E ( x )=n
Since

p=

x
n

then,

x=n p
Substituting

n p for

in

E ( x )=n ,

E ( n p )=n
For a given sample size n, then

E ( n p )=n E( p)

n E ( p )=n
Dividing both sides by

n ,

E ( p )=
The proof that

var ( p )=

(1 )
n

Once again, since the number of successes


then the variance of x is:

( x)

in a sample has a binomial distribution,

var ( x)=n (1 )

Chapter 4Sampling Distributions

Page 32 of 33

Substituting for

x=n p , we have:

var (n p)=n (1)

n2 var ( p)=n (1)


var (p)=

(1 )
n

Chapter 4Sampling Distributions

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