DISTRIBUSI SAMPLING

(continued)

STATISTIK INDUSTRI I
KODE / SKS : TID-2314 / 3

Created By : Daonil, ST., MT.

UNIVERSITAS BHAYANGKARA JAKARTA (UBJ) – 2019
 If the Population is Normal

If a population is normal with mean μ and

standard deviation σ, the sampling
distribution of X is also normally
distributed with

σ
μX = μ and σX =
n
(This assumes that sampling is with replacement or sampling is
without replacement from an infinite population)
 Sampling Distribution Properties

For sampling with replacement:

As n increases, Larger
sample size
σ x decreases

Smaller
sample size

μ x
 If the Population is not Normal

We can apply the Central Limit

Theorem:
 Even if the population is not normal,
 …sample means from the population will be
approximately normal as long as the sample
size is large enough
 …and the sampling distribution will have

μx = μ σx =
σ
and
n
 Central Limit Theorem
 The central limit theorem is the most important
theorem in statistics. It states that
 If Xbar is the mean of a random sample of size n
from a population with an arbitrary distribution
with mean µ and variance σ2, then as n→∞, the
sampling distribution of Xbar approaches a normal
distribution with mean µ and standard deviation
σ/√n .
 The central limit theorem holds under the following
conditions:
 For any population distribution if n ≥ 30.
 For n < 30, if the population distribution is generally shaped
like a normal distribution.
 For any value of n if the population distribution is normal.
 Central Limit Theorem

the sampling
As the n↑
distribution
sample
becomes
size gets
almost normal
large
regardless of
enough…
shape of
population

x
 If the Population is not Normal
(continued)
Population Distribution
Sampling distribution
properties:

Central Tendency

μx = μ μ x
Sampling Distribution
Variation (becomes normal as n increases)
σ
σx = Larger
n Smaller sample
sample size size
(Sampling with
replacement)

μx x
 How Large is Large Enough?

 For most distributions, n > 30 will give a

sampling distribution that is nearly normal

 For fairly symmetric distributions, n > 15

 For normal population distributions, the sampling

distribution of the mean is always normally
distributed
 Example

Suppose a population has mean μ = 8 and

standard deviation σ = 2. Suppose a random
sample of size n = 25 is selected.

What is the probability that the sample mean is

between 7.8 and 8.2?
 Example
Example: 0.3830=0.6915-0.3085
 7.8 − 8 X − µ X 8.2 − 8 
P ( 7.8 < X < 8.2 ) = P  < < 
 2 / 25 σX 2 / 25 
= P ( −.5 < Z < .5 ) = .3830
Sampling Distribution Standardized
Normal Distribution
2
σX = = .4 σZ =1
25
.1915

7.8 8.2 X −0.5 0.5 Z

µX = 8 µZ = 0
 Example

Sebuah sampel berukuran 25 diambil dari suatu populasi yang

memiliki mean = 20 dan simpangan baku = 5. Hitunglah
peluang mean sampel akan < 19 ?
 Assessing Normality

 To check whether it is reasonable to

model our data important to
evaluate by a normal distribution
 Assessing Normality

(continued)
 Construct charts or graphs
 For small- or moderate-sized data sets, do a stem-and-
leaf display and box-and-whisker plot look symmetric?
 For large data sets, does the histogram or polygon
appear bell-shaped?
 Compute descriptive summary measures
 Do the mean, median and mode have similar values?
 Is the interquartile range approximately 1.33 σ?
 Is the range approximately 6 σ?
 Evaluate normal probability plot
 The Normal Probability Plot

(continued)

A normal probability plot for data

from a normal distribution will be
approximately linear:

X 90

60

30

-2 -1 0 1 2 Z
 Normal Probability Plot
(continued)

Left-Skewed Right-Skewed
X 90 X 90
60 60
30 30
-2 -1 0 1 2 Z -2 -1 0 1 2 Z

Rectangular
Nonlinear plots indicate a
X 90 deviation from normality
60
30
-2 -1 0 1 2 Z
 Sampling Distribution of S2

 If S2 is the variance of a random sample of size n taken from a

normal population with known variance σ2, then the statistic χ2
below has a chi-squared distribution with ν = n-1 degrees of
freedom:
(n − 1) S 2
(X − X ) 2

χ = =
n


2 i

σ 2 i =1
σ 2

The χ2 table is the reverse of the normal table.

 It shows the χ2 value that has probability α to the right of it.

 Note that the χ2 distribution is not symmetric.

 Sampling Distribution of S2

 Degrees of freedom:

 As before, you can think of degrees of freedom as the

number of independent pieces of information. We use ν
= n-1, since one degree of freedom is subtracted due to
the fact that the sample mean is used to estimate µ
when calculating S2.

 If µ is known, use n degrees of freedom.

 t-Distribution (when σ is Unknown)

 The problem with the central limit theorem is

that it assumes that σ is known.

 Generally, if µ is being estimated from the sample, σ

must be estimated from the sample as well.

 The t-distribution can be used if σ is unknown, but it

requires that the original population must be normally
distributed.
 t-Distribution

 Let X1, X2, ..., Xn be independent, normally

distributed random variables with mean µ and
standard deviation σ. Then the random variable T
below has a t-distribution with ν = n - 1 degrees
of freedom:

X −µ
t =
S / n

 The t-distribution is like the normal, but with

greater spread since both µ and σ have
fluctuations due to sampling.
 Using the t-Distribution

 Observations on the t-Distribution:

 The t-statistic is like the normal, but using S rather than
σ.
 Table value depends on the sample size (degrees of
freedom).
 The t-distribution is symmetric with µ = 0, but σ2 > 1.
As would be expected, σ2 is largest for small n.
 Approaches the normal distribution (σ2 = 1) as n gets
large.
 For a given probability α, table shows the value of tα
that has P(α) to the right of it.
 t-Distribution

The t-distribution can also be used for hypotheses

concerning the difference of two means where σ1
and σ2 are unknown, as long as the two populations
are normally distributed.
Usually if n ≥ 30, S is a good enough estimator of σ,
and the normal distribution is typically used instead.
 QUIZ/TASK

1. Produsen lampu LED memperkirakan life time produknya

terdistribusi normal dengan mean 800 jam dan standard
deviasi 40 jam. Berapakah peluang jika 16 buah sampel
lampu LED diambil, ditemukan rata-rata life timenya kurang
dari 775 jam?

2. Sebuah lift memiliki batas overload =500 kg. Rata – rata

penumpang yang naik memiliki berat 55 kg dan simpangan
baku 15 kg. Bila 9 orang naik lift tersebut, hitung peluang lift
akan mengalami overload?
 Created by : Daonil, ST., MT
UNIVERSITAS BHAYANGKARA JAKARTA – 2019