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Sampling Distributions
( x gets closer to µ )
0.24
from this Mean = 2.56
0.20
population 0.16
distribution: 0.12
0.08
0.04
0.00
0 1 2 3 4 5 6 7 8 9 10 11
Values of X
population on the 5
4
5
4
previous slide. Each 3 3
2 2
sample is of size 25. 1 1
0 0
Each of these 0 1 2 3 4 5 6 7 8 9 10 11 0 1 2 3 4 5 6 7 8 9 10 11
Values of X Values of X
distributions looks
somewhat like the Sample Distribution for Sample 3 Sample Distribution for Sample 4
“parent” population
11 11
distribution (i.e., the 10 10
Number of Data Points
0 1 2 3 4 5 6 7 8 9 10 11 0 1 2 3 4 5 6 7 8 9 10 11
from each other as Values of X Values of X
well.
Sampling Distributions Topic 9 12
Example: Sampling from a Distribution (cont.)
• Now here is the distribution of the measurements in a sample of
size 1000.
• This distribution looks much more like the parent population.
Population
Sample
Sample
Sample
Sample
Sample
Sample
Sample
?
Sampling Distributions Topic 9 14
Distribution of the Sample Mean
● Suppose we take a series of different random samples.
▪ Sample 1 – we compute sample mean x1
▪ Sample 2 – we compute sample mean x2
▪ Sample 3 – we compute sample mean x3
▪ etc.
● Each time we sample, we may get a different result. The
sample mean x is a random variable! Therefore, the sample
mean has a mean, a standard deviation, and a probability
distribution.
▪ Since the sample mean is determined by chance, there is
variability in our point estimates.
▪ This variability leads to uncertainty as to whether our estimates
are correct.
▪ So, need some way to indicate the reliability of statements
made about a population based on sample data.
Important Property:
The sampling distribution of the sample mean does not
necessarily look like the population distribution.
0.24
from this Mean = 2.56
0.20
population 0.16
distribution: 0.12
0.08
0.04
0.00
0 1 2 3 4 5 6 7 8 9 10 11
Values of X
This looks somewhat like a Probability Dist'n of Sample Mean for Samples of Size 10
normal curve and not at
0.5
all like the parent μ=2.56
population. 0.4
Probability Density
0.2
0.1
Distribution
0.0
across many
1 2 3 4 5 6
samples. Values of the Sample Mean
0.8
0.7
Probability Density
0.6
0.5
1
0.4
0.3
0.2
0.1
0.0 0
The sampling distribution for the The sampling distribution for the sample
sample mean for a sample size of 40. mean for a sample size of 160.
This looks more like a normal curve This looks almost exactly like a normal
than for a sample of size 10. curve.
Values of the sample mean range from Values of the sample mean range from
approximately 1.5 to 4. approximately 1.75 to 3.25. (A much
tighter distribution – variation
Sampling Distributions Topic 9
decreases as sample size gets larger.)
22
Behavior of Sampling Distribution
What can we take from our sampling distribution example
above?
1) The distribution of measurements in a sample looks like the
distribution in the parent population, NOT necessarily like a
Normal curve.
2) The sampling distribution of the sample mean looks like a normal
curve as our sample size increased, even though the parent
population is definitely NOT normal.
3) As the sample size increases, the sample mean gets closer to the
population mean, i.e., the difference between the sample mean and
the population mean tends to become smaller (i.e., approaches zero).
(Law of Large Numbers!)
4) The spread in the histograms for the sampling distribution of the
sample mean is getting smaller for larger sample sizes.
(Law of Large Numbers!)
Sampling Distributions Topic 9 23
Mean and Standard Deviation of the Sampling
Distribution of the Sample Means
Mean of a sampling distribution of a sample mean
There is no tendency for a sample mean to fall systematically above
or below , even if the distribution of the raw data is skewed. Thus,
the mean of the sampling distribution is an unbiased estimate of the
population mean .
Draw an SRS of size n from any population with mean m and finite
standard deviation s . The central limit theorem (CLT) says that when n
is large, the sampling distribution of the sample mean x is approximately
Normal:
æ s ö
x is approximately N ç m, ÷
è nø
Summary:
● If the random variable X (i.e., the population) is normally
distributed, then the sampling distribution of the sample mean is
normally distributed for any sample size.
● For all other random variables X (i.e., other populations), the
sampling distribution of the sample mean is approximately
normally distributed if n is 30 or higher. (The convention in our
class for n large enough)
b) What is the probability that a random sample of 20 time intervals will have
a mean less than 75 minutes? Cannot be done with information given
c) What is the probability that a random sample of 30 time intervals will have
a mean less than 75 minutes? 0.0050
d) What is the probability that a random sample of 30 time intervals will have
a mean greater than 100 minutes? 0.0001
e) What is the probability that a random sample of 30 time intervals will have
a mean between 75 and 90 minutes? 0.8963
Sampling Distributions Topic 9 34
Summary: Distribution of the Sample Mean
The sample mean is a random variable with a probability
distribution called the sampling distribution.
– The mean of the sampling distribution is equal to the mean of
the population =μ.
– The standard deviation of the sampling distribution
(i.e., the standard error, ) is equal to = σ / n , where
σ = population standard deviation and n = sample size.
– Shape of the sampling distribution:
• If the sample size n is sufficiently large (30 or more is a
good rule of thumb), then this distribution is
approximately normal (regardless of the shape of the
population distribution).
• If the population is normally distributed, then the
sampling distribution is normal for any sample size.
Sampling Distributions Topic 9 35
A Few More Facts
Any linear combination of independent
Normal random variables is also Normally
distributed.
More generally, the central limit theorem
notes that the distribution of a sum or
average of many small random quantities is
close to Normal.
Finally, the central limit theorem also applies
to discrete random variables.
x P( X <= x )
0 0.34868
1 0.73610
2 0.92981
3 0.98720
4 0.99837
5 0.99985
6 0.99999
7 1.00000
Probability Histogram
n=10, p=0.1
Sampling Distributions Topic 9 51
Example
Sample surveys show that fewer people enjoy shopping than in the past. A survey asked a
nationwide random sample of 2500 adults if they agreed or disagreed that “I like buying
new clothes, but shopping is often frustrating and time-consuming.” Suppose that exactly
60% of all adult U.S. residents would say “Agree” if asked the same question. Let X = the
number in the sample who agree. Estimate the probability that 1520 or more of the
sample agree.
1. Verify that X is approximately a binomial random variable.
Success = agree, Failure = don’t agree
n = 2500 trials of the chance process.
The probability of selecting an adult who agrees is p = 0.60.
Each trial is independent