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Chapter 9

Sampling Distributions

Copyright 2009 Cengage Learning

9.1

Sampling Distributions
Asamplingdistributioniscreatedby,asthenamesuggests,
sampling.
Themethodwewillemployontherulesofprobabilityand
thelawsofexpectedvalueandvariancetoderivethe
samplingdistribution.
Forexample,considertherollofoneandtwodice

Copyright 2009 Cengage Learning

9.2

Sampling Distribution of the Mean


Afairdieisthrowninfinitelymanytimes,
withtherandomvariableX=#ofspotsonanythrow.
TheprobabilitydistributionofXis:
x
P(x)

1/6

1/6

1/6

1/6

1/6

1/6

andthemeanandvariancearecalculatedaswell:

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9.3

Sampling Distribution of Two Dice


Asamplingdistributioniscreatedbylookingat
allsamplesofsizen=2(i.e.twodice)andtheirmeans

Whilethereare36possiblesamplesofsize2,thereareonly
11valuesfor,andsome(e.g.=3.5)occurmore
frequentlythanothers(e.g.=1).
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9.4

Sampling Distribution of Two Dice


Thesamplingdistributionofisshownbelow:
6/36

1/36
2/36
3/36
4/36
5/36
6/36
5/36
4/36
3/36
2/36
1/36

5/36

P()

1.0
1.5
2.0
2.5
3.0
3.5
4.0
4.5
5.0
5.5
6.0

P()

4/36
3/36
2/36
1/36
1.0

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1.5

2.0

2.5

3.0

3.5

4.0

4.5

5.0

5.5

6.0

9.5

Compare
ComparethedistributionofX

1.0

1.5

2.0

2.5

3.0

3.5

4.0

4.5

5.0

5.5

6.0

withthesamplingdistributionof.
Aswell,notethat:
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9.6

Generalize
Wecangeneralizethemeanandvarianceofthesamplingof
twodice:

tondice:
Thestandarddeviationofthe
samplingdistributionis
calledthestandarderror:

Copyright 2009 Cengage Learning

9.7

Central Limit Theorem


Thesamplingdistributionofthemeanofarandomsample
drawnfromanypopulationisapproximatelynormalfora
sufficientlylargesamplesize.
Thelargerthesamplesize,themorecloselythesampling
distributionofXwillresembleanormaldistribution.

Copyright 2009 Cengage Learning

9.8

Central Limit Theorem


Ifthepopulationisnormal,thenXisnormallydistributed
forallvaluesofn.
Ifthepopulationisnonnormal,thenXisapproximately
normalonlyforlargervaluesofn.
Inmostpracticalsituations,asamplesizeof30maybe
sufficientlylargetoallowustousethenormaldistribution
asanapproximationforthesamplingdistributionofX.

Copyright 2009 Cengage Learning

9.9

Sampling Distribution of the Sample


Mean
1.
2.
3.IfXisnormal,Xisnormal.IfXisnonnormal,Xis
approximatelynormalforsufficientlylargesamplesizes.
Note:thedefinitionofsufficientlylargedependsonthe
extentofnonnormalityofx(e.g.heavilyskewed;
multimodal)

Copyright 2009 Cengage Learning

9.10

Sampling Distribution of the Sample


Mean
Wecanexpressthesamplingdistributionofthemeansimple
as

X
/ n

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9.11

Example 9.1(a)
Theforemanofabottlingplanthasobservedthattheamount
ofsodaineach32ouncebottleisactuallyanormally
distributedrandomvariable,withameanof32.2ouncesand
astandarddeviationof.3ounce.
Ifacustomerbuysonebottle,whatistheprobabilitythatthe
bottlewillcontainmorethan32ounces?

Copyright 2009 Cengage Learning

9.12

Example 9.1(a)
WewanttofindP(X>32),whereXisnormallydistributed
and=32.2and=.3
X 32 32.2
P(X 32) P

P( Z .67) 1 .2514 .7486


.3

thereisabouta75%chancethatasinglebottleofsoda
containsmorethan32oz.

Copyright 2009 Cengage Learning

9.13

Example 9.1(b)
Theforemanofabottlingplanthasobservedthattheamount
ofsodaineach32ouncebottleisactuallyanormally
distributedrandomvariable,withameanof32.2ouncesand
astandarddeviationof.3ounce.
Ifacustomerbuysacartonoffourbottles,whatisthe
probabilitythatthemeanamountofthefourbottleswillbe
greaterthan32ounces?

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9.14

Example 9.1(b)
WewanttofindP(X>32),whereXisnormallydistributed
With=32.2and=.3
Thingsweknow:
1) Xisnormallydistributed,thereforesowillX.
2) =32.2oz.
3)

Copyright 2009 Cengage Learning

9.15

Example 9.1(b)
Ifacustomerbuysacartonoffourbottles,whatisthe
probabilitythatthemeanamountofthefourbottleswillbe
greaterthan32ounces?

Thereisabouta91%chancethemeanofthefourbottles
willexceed32oz.

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9.16

Graphically Speaking

what is the probability that one


bottle will contain more than 32
ounces?

Copyright 2009 Cengage Learning

mean=32.
2

what is the probability that the


mean of four bottles will exceed 32
oz?

9.17

Chapter-Opening Example
SalariesofaBusinessSchoolsGraduates
Intheadvertisementsforalargeuniversity,thedeanof
theSchoolofBusinessclaimsthattheaveragesalary
oftheschoolsgraduatesoneyearaftergraduationis
$800perweekwithastandarddeviationof$100.
Asecondyearstudentinthebusinessschoolwhohas
justcompletedhisstatisticscoursewouldliketocheck
whethertheclaimaboutthemeaniscorrect.

Copyright 2009 Cengage Learning

9.18

Chapter-Opening Example
SalariesofaBusinessSchoolsGraduates
Hedoesasurveyof25peoplewhograduatedoneyearagoand
determinestheirweeklysalary.
Hediscoversthesamplemeantobe$750.
Tointerprethisfindingheneedstocalculatetheprobability
thatasampleof25graduateswouldhaveameanof$750or
lesswhenthepopulationmeanis$800andthestandard
deviationis$100.
Aftercalculatingtheprobability,heneedstodrawsome
conclusions.
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9.19

Chapter-Opening Example
Wewanttofindtheprobabilitythatthesamplemeanisless
than$750.Thus,weseek

P( X 750)
ThedistributionofX,theweeklyincome,islikelytobe
positivelyskewed,butnotsufficientlysotomakethe
distributionofnonnormal.Asaresult,wemayassumethat
X
X
isnormalwithmean
x 800

andstandarddeviation
x / n 100 / 25 20
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9.20

Chapter-Opening Example
Thus,

P( X 750)
X x
750 800

20
x

P( Z 2.5)
.5 .4938
.0062
Theprobabilityofobservingasamplemeanaslowas$750when
thepopulationmeanis$800isextremelysmall.Becausethisevent
isquiteunlikely,wewouldhavetoconcludethatthedean'sclaimis
notjustified.
Copyright 2009 Cengage Learning

9.21

Using the Sampling Distribution for


Inference

Heresanotherwayofexpressingtheprobabilitycalculatedfroma
samplingdistribution.
P(1.96<Z<1.96)=.95
Substitutingtheformulaforthesamplingdistribution
P(1.96

X
/ n

1.96) .95

Withalittlealgebra

P( 1.96

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X 1.96

) .95

9.22

Using the Sampling Distribution for


Inference

Returningtothechapteropeningexamplewhere=800,=100,
andn=25,wecompute

P(800 1.96

100
25

X 800 1.96

100
25

) .95

or

P(760.8 X 839.2) .95


Thistellsusthatthereisa95%probabilitythatasamplemeanwill
fallbetween760.8and839.2.Becausethesamplemeanwas
computedtobe$750,wewouldhavetoconcludethatthedean's
claimisnotsupportedbythestatistic.
Copyright 2009 Cengage Learning

9.23

Using the Sampling Distribution for


Inference

Changingtheprobabilityfrom.95to.90changestheprobability
statementto

P( 1.645

X 1.645

) .90

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9.24

Using the Sampling Distribution for


Inference
Wecanalsoproduceageneralformofthisstatement

P( z / 2

X z / 2

) 1

Inthisformula(Greekletteralpha)istheprobabilitythat
doesnotfallintotheinterval.
Toapplythisformulaallweneeddoissubstitutethevaluesfor
,,n,and.

Copyright 2009 Cengage Learning

9.25

Using the Sampling Distribution for


Inference

Forexample,with=800,=100,n=25and=.01,we
produce
P( z .005

P(800 2.575

X z .005

100
25

) 1 .01

X 800 2.575

100
25

) .99

P(748.5 X 851.5) .99

Copyright 2009 Cengage Learning

9.26

How Large is Large Enough?

Formostdistributions,n>30willgivea
samplingdistributionthatisnearlynormal
Forfairlysymmetricdistributions,n>15
Fornormalpopulationdistributions,thesampling
distributionofthemeanisalwaysnormally
distributed

Copyright 2009 Cengage Learning

Sampling Distribution of a
Proportion
Theestimatorofapopulationproportionofsuccessesisthe
sampleproportion.Thatis,wecountthenumberof
successesinasampleandcompute:

(readthisasphat).
Xisthenumberofsuccesses,nisthesamplesize.

Copyright 2009 Cengage Learning

9.28

Normal Approximation to Binomial


Binomialdistributionwithn=20andp=.5withanormal
approximationsuperimposed(=10and=2.24)

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9.29

Normal Approximation to Binomial


Binomialdistributionwithn=20andp=.5withanormal
approximationsuperimposed(=10and=2.24)
wheredidthesevaluescomefrom?!
From7.6wesawthat:

Hence:
and
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9.30

Normal Approximation to Binomial


Normalapproximationtothebinomialworksbestwhenthe
numberofexperiments,n,(samplesize)islarge,andthe
probabilityofsuccess,p,iscloseto0.5
Fortheapproximationtoprovidegoodresultstwo
conditionsshouldbemet:
1)np5
2)n(1p)5

Copyright 2009 Cengage Learning

9.31

Normal Approximation to Binomial


TocalculateP(X=10)usingthe
normaldistribution,wecanfind
theareaunderthenormalcurve
between9.5&10.5

P(X=10)P(9.5<Y<10.5)
whereYisanormalrandomvariableapproximating
thebinomialrandomvariableX
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9.32

Normal Approximation to Binomial


Infact:
P(X=10)=.176
while
P(9.5<Y<10.5)=.1742
theapproximationisquitegood.
P(X=10)P(9.5<Y<10.5)
whereYisanormalrandomvariableapproximating
thebinomialrandomvariableX
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9.33

Sampling Distribution of a Sample


Proportion

Usingthelawsofexpectedvalueandvariance,wecan
determinethemean,variance,andstandarddeviationof.
(Thestandarddeviationofiscalledthestandarderrorof
theproportion.)

Sampleproportionscanbestandardizedtoastandardnormal
distributionusingthisformulation:
Copyright 2009 Cengage Learning

9.34

Example 9.2
Inthelastelectionastaterepresentativereceived52%ofthe
votescast.
Oneyearaftertheelectiontherepresentativeorganizeda
surveythataskedarandomsampleof300peoplewhether
theywouldvoteforhiminthenextelection.
Ifweassumethathispopularityhasnotchangedwhatisthe
probabilitythatmorethanhalfofthesamplewouldvotefor
him?

Copyright 2009 Cengage Learning

9.35

Example 9.2
Thenumberofrespondentswhowouldvotefortherepresentative
isabinomialrandomvariablewithn=300andp=.52.
Wewanttodeterminetheprobabilitythatthesampleproportionis
greaterthan50%.Thatis,wewanttofind

P(P .50)
P
Wenowknowthatthesampleproportionisapproximately
normallydistributedwithmeanp=.52andstandarddeviation

p(1 p) / n (.52)(1 .52) / 300 .0288

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9.36

Example 9.2
Thus,wecalculate
P(P .50)

.50 .52

.0288
p(1 p) / n

P p

P( Z .69)
.7549

Ifweassumethatthelevelofsupportremainsat52%,the
probabilitythatmorethanhalfthesampleof300people
wouldvotefortherepresentativeis75.49%.
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9.37

Sampling Distribution:

Difference of two

means
Thefinalsamplingdistributionintroducedisthatofthe
differencebetweentwosamplemeans.Thisrequires:
independentrandomsamplesbedrawnfromeachoftwo
normalpopulations
Ifthisconditionismet,thenthesamplingdistributionofthe
differencebetweenthetwosamplemeans,i.e.
willbenormallydistributed.
(note:ifthetwopopulationsarenotbothnormally
distributed,butthesamplesizesarelarge(>30),the
distributionofisapproximatelynormal)
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9.38

Sampling Distribution:

Difference of two

means
Theexpectedvalueandvarianceofthesampling
distributionofaregivenby:

mean:

standarddeviation:
(alsocalledthestandarderrorifthedifferencebetweentwo
means)
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9.39

Example 9.3
Sincethedistributionofisnormalandhasa
meanof
andastandarddeviationof

WecancomputeZ(standardnormalrandomvariable)inthis
way:

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9.40

Example 9.3
StartingsalariesforMBAgradsattwouniversitiesare
normallydistributedwiththefollowingmeansandstandard
deviations.Samplesfromeachschoolaretaken
University1

University2

Mean

62,000$/yr

60,000$/yr

Std.Dev.

14,500$/yr

18,300$/yr

50

60

samplesizen

Whatistheprobabilitythatthesamplemeanstartingsalaryof
University#1graduateswillexceedthatofthe#2grads?
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9.41

Example 9.3
Whatistheprobabilitythatthesamplemeanstartingsalary
ofUniversity#1graduateswillexceedthatofthe#2grads?
WeareinterestedindetermingingP(X1>X2).Converting
thistoadifferenceofmeans,whatis:P(X1X2>0)?

thereisabouta74%chancethatthesamplemean
startingsalaryofU.#1gradswillexceedthatofU.#2
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9.42

From Here to Inference


InChapters7and8weintroducedprobabilitydistributions,
whichallowedustomakeprobabilitystatementsabout
valuesoftherandomvariable.
Aprerequisiteofthiscalculationisknowledgeofthe
distributionandtherelevantparameters.

Copyright 2009 Cengage Learning

9.43

From Here to Inference


InExample7.9,weneededtoknowthattheprobabilitythat
PatStatsdudguessesthecorrectansweris20%(p=.2)and
thatthenumberofcorrectanswers(successes)in10
questions(trials)isabinomialrandomvariable.
Wethencouldcomputetheprobabilityofanynumberof
successes.

Copyright 2009 Cengage Learning

9.44

From Here to Inference


InExample8.2,weneededtoknowthatthereturnon
investmentisnormallydistributedwithameanof10%anda
standarddeviationof5%.
Thesethreebitsofinformationallowedustocalculatethe
probabilityofvariousvaluesoftherandomvariable.

Copyright 2009 Cengage Learning

9.45

From Here to Inference


Thefigurebelowsymbolicallyrepresentstheuseof
probabilitydistributions.
Simplyput,knowledgeofthepopulationandits
parameter(s)allowsustousetheprobabilitydistributionto
makeprobabilitystatementsaboutindividualmembersofthe
population.

ProbabilityDistribution Individual

Copyright 2009 Cengage Learning

9.46

From Here to Inference


Inthischapterwedevelopedthesamplingdistribution,
whereinknowledgeoftheparameter(s)andsome
informationaboutthedistributionallowustomake
probabilitystatementsaboutasamplestatistic.

Population
& Parameter ( s )

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Sampling distribution
Statistic

9.47

From Here to Inference


Statisticalworksbyreversingthedirectionoftheflowof
knowledgeinthepreviousfigure.Thenextfiguredisplays
thecharacterofstatisticalinference.
StartinginChapter10,wewillassumethatmostpopulation
parametersareunknown.Thestatisticspractitionerwill
samplefromthepopulationandcomputetherequired
statistic.Thesamplingdistributionofthatstatisticwill
enableustodrawinferencesabouttheparameter.

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9.48

From Here to Inference


Sampling distribution

StatisticParameter

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9.49