HAWKES LEARNING SYSTEMS

Copyright 2010 by Hawkes Learning

math courseware specialists

Systems/Quant Systems, Inc.

All rights reserved.

Chapter 9
Samples and Sampling
Distributions

HAWKES LEARNING SYSTEMS

Samples and Sampling Distributions

math courseware specialists

Section 9.6 The Distribution of the Sample Mean

Objectives:
To describe attributes of sampling distributions.
To understand the concept of sample means.
To understand the theory behind the Central Limit Theorem.

HAWKES LEARNING SYSTEMS

Samples and Sampling Distributions

math courseware specialists

Section 9.6 The Distribution of the Sample Mean

Definition:

Sampling distribution for sample means describes the

means of all possible samples of a particular sample size from a
specified population.

HAWKES LEARNING SYSTEMS

Samples and Sampling Distributions

math courseware specialists

Section 9.6 The Distribution of the Sample Mean

Example:
Determine the sampling distribution of all possible samples of size
two of the diameters of the valves of respirators.
Valve Measurements

It is important to realize the data set to the

left constitutes a population with

Valve

Diameter

0.124

0.1486, and

0.136

2 0.00073.

0.201

0.144

Both the population mean and variance are

considered population parameters.

0.138

HAWKES LEARNING SYSTEMS

Samples and Sampling Distributions

math courseware specialists

Section 9.6 The Distribution of the Sample Mean

Example:
Determine the sampling distribution of all possible samples of size
two of the diameters of the valves of respirators.
Solution:
Sample Valve Measurements
First
Observatio
n

Second
Observatio
n

1 (A & B)

0.124

0.136

2 (A & C)

0.124

0.201

3 (A & D)

0.124

0.144

Sample
Number

x
0.1300
0.1625
0.1340
0.1310
0.1685

4 (A & E)

0.124

0.138

0.1400

5 (B & C)

0.136

0.201

0.1370
0.1725

6 (B & D)

0.136

0.144

0.1695

7 (B & E)

0.136

0.138

0.1410

HAWKES LEARNING SYSTEMS

Samples and Sampling Distributions

math courseware specialists

Section 9.6 The Distribution of the Sample Mean

Attributes of Sample Means:

Central value of the variable (mean).
Variability of the variable (variance).
Familiar pattern of the variable (distribution).

HAWKES LEARNING SYSTEMS

Samples and Sampling Distributions

math courseware specialists

Section 9.6 The Distribution of the Sample Mean

Definition:

Unbiased If the average value of an estimator equals the

population parameter being estimated, the estimator is
unbiased.

HAWKES LEARNING SYSTEMS

Samples and Sampling Distributions

math courseware specialists

Section 9.6 The Distribution of the Sample Mean

Bias:
Estimators are unbiased if the values are dispersed around the
central value.
Unbiased

Biased

HAWKES LEARNING SYSTEMS

Samples and Sampling Distributions

math courseware specialists

Section 9.6 The Distribution of the Sample Mean

Examples of Unbiased Estimators:

x is an unbiased estimator of .
$ is an unbiased estimator of p.
p
s 2 is an unbiased estimator of 2 .

HAWKES LEARNING SYSTEMS

Samples and Sampling Distributions

math courseware specialists

Section 9.6 The Distribution of the Sample Mean

Definition:
Variance of the sample mean it can be shown that for a
population of infinite size the variance of x 2 equals
x

2

n
2
x

where 2 is the population variance and n is the sample size.

Example:
For a population whose variance is 0.00073, calculate the
variance of the sample means for samples of size n = 2.
Solution:
2

0.00073
x2

0.000365
n
2

HAWKES LEARNING SYSTEMS

Samples and Sampling Distributions

math courseware specialists

Section 9.6 The Distribution of the Sample Mean

Definition:
Variance of the sample mean it can be shown that for a
population of finite size the variance of x 2 equals
x

where

2
x

N n 2

N 1 n

N = size of the population, and

n = size of the sample.

Example:
For a population whose variance is 0.00073, calculate the
variance of the sample means for samples of size n = 2,
assuming there is a finite population of N = 5.
Solution:

2
x

N n 2 5 2

N 1 n 5 1

0.00073

0.0002738
2

HAWKES LEARNING SYSTEMS

Samples and Sampling Distributions

math courseware specialists

Section 9.6 The Distribution of the Sample Mean

Example:
For a population whose variance is 0.00073, calculate the
variance of the sample means for samples of size n = 3,
assuming there is a finite population of N = 5.
Solution:

Note:

For

2
x

N n 2 5 3

1
n

5 1

0.00073

0.0001217
3

n=2, 2 0.0002738
x
n=3, 2 0.0001217
x

So as n grows larger the sample variance grows smaller.

HAWKES LEARNING SYSTEMS

Samples and Sampling Distributions

math courseware specialists

Section 9.6 The Distribution of the Sample Mean

Choosing Sample Sizes:

Based on the graphs below of a population with mean 43,660
and standard deviation of 2500 which sample size of n = 25,
n = 100, or n = 200 is preferred?
Solution:
Because it has less
variability it seems that
the estimator when
n = 200 would be
preferred.

HAWKES LEARNING SYSTEMS

Samples and Sampling Distributions

math courseware specialists

Section 9.6 The Distribution of the Sample Mean

Characteristics of Sample Means:

The mean of the sample means is the population mean. Another
way of expressing this concept is to say that the expected value of x
is equal to the population mean. Symbolically, this can be
expressed as

E x . unbiasedness

If the sample size is increased, the variability of the sample mean

decreases. This implies that the quality of the estimator tends to
improve as the sample size increases.

HAWKES LEARNING SYSTEMS

Samples and Sampling Distributions

math courseware specialists

Section 9.6 The Distribution of the Sample Mean

Central Limit Theorem:

If a sufficiently large sample (i.e. n > 30) is drawn from a population
with mean, , and variance, 2, the distribution of the sample mean
will have the following characteristics:
An approximately normal distribution regardless of the
distribution of the underlying population.

x E x (The mean of the sample means equals the

population mean.)

2

(The variance of the sample means equals the
n
2
x

variance of the population divided by the sample size.)

HAWKES LEARNING SYSTEMS

Samples and Sampling Distributions

math courseware specialists

Section 9.6 The Distribution of the Sample Mean

Central Limit Theorem:

Distribution of
the population

Distribution of the sample

mean for large samples

HAWKES LEARNING SYSTEMS

Samples and Sampling Distributions

math courseware specialists

Section 9.6 The Distribution of the Sample Mean

Central Limit Theorem:

Distribution of
the population

Distribution of the sample

mean for large samples

HAWKES LEARNING SYSTEMS

Samples and Sampling Distributions

math courseware specialists

Section 9.6 The Distribution of the Sample Mean

Central Limit Theorem:

Distribution of
the population

Distribution of the sample

mean for large samples

HAWKES LEARNING SYSTEMS

Samples and Sampling Distributions

math courseware specialists

Section 9.6 The Distribution of the Sample Mean

Central Limit Theorem:

Distribution of
the population

Distribution of the sample

mean for large samples

HAWKES LEARNING SYSTEMS

Samples and Sampling Distributions

math courseware specialists

Section 9.7 Using the Central Limit Theorem

Objective:
To apply Central Limit Theorem to normal random variables.

HAWKES LEARNING SYSTEMS

Samples and Sampling Distributions

math courseware specialists

Section 9.7 Using the Central Limit Theorem

Example:
If a population has a mean of 30, a variance of 25, and a sample
of 100 is drawn from the population, what is the probability that the
sample mean will be larger than 31?
Solution:

2 25

n 100

30

Using Central Limit Theorem. The distribution of x will be normal with

a mean equal to the population mean, 30, and a variance given by

2
25

0.25
n 100
2
x

x 0.25 0.5

HAWKES LEARNING SYSTEMS

Samples and Sampling Distributions

math courseware specialists

Section 9.7 Using the Central Limit Theorem

Example:
If a population has a mean of 30, a variance of 25, and a sample
of 100 is drawn from the population, what is the probability that
the sample mean will be larger than 31?
Solution:

31 30
P x 31 P z
P z 2 0.5 0.4772 .0228
0
.
5

HAWKES LEARNING SYSTEMS

Samples and Sampling Distributions

math courseware specialists

Section 9.7 Using the Central Limit Theorem

Example:
If a population has a mean of 30, a variance of 25, and a
sample of 100 is drawn from the population, what is the
probability that the sample mean will be in error by at most one
unit from the true mean?
Solution:
To satisfy the condition that an error of less than one unit has
been made, the condition

x 1
must be satisfied.

P 29 x 31

P x 1 P x
P 2 z 2

.4772 .4772 .9544

HAWKES LEARNING SYSTEMS

Samples and Sampling Distributions

math courseware specialists

Section 9.7 Using the Central Limit Theorem

Example:
If a population has a mean of 30, a variance of 25, and a
sample of 100 is drawn from the population, what is the
probability that the sample mean will be in error by at most
one unit from the true mean?
Solution:

Thus, if a sample size of 100 is drawn from the population given in the
problem, the probability that the sample mean will be within one unit of
the population mean is .9544.

HAWKES LEARNING SYSTEMS

Samples and Sampling Distributions

math courseware specialists

Section 9.8 The Distribution of the Sample Proportion

Objective:
To apply the Central Limit Theorem to population proportions.

HAWKES LEARNING SYSTEMS

Samples and Sampling Distributions

math courseware specialists

Section 9.8 The Distribution of the Sample Proportion

Definition:

Population proportion (p) the percentage of a population that

has a certain characteristic.

Sample proportion ( ) the percentage of a sample that has a

certain characteristic.

Notation: p$ is pronounced p-hat.

$ x,
$
is
defined
by
the
formula
p
p
n
where x is the number in the sample possessing the characteristic
of interest and n is the sample size.

HAWKES LEARNING SYSTEMS

Samples and Sampling Distributions

math courseware specialists

Section 9.8 The Distribution of the Sample Proportion

Attributes of Sample Proportions:

Central value of the variable (expected value).
Variability of the variable (variance).
Familiar pattern of the variable (distribution).

HAWKES LEARNING SYSTEMS

Samples and Sampling Distributions

math courseware specialists

Section 9.8 The Distribution of the Sample Proportion

Sample Proportions:
$ , is the population
The expected value of the sample proportion, p
proportion, p. Symbolically this is expressed as
$ is given by
The variance of p

$ p.
E p

p$2

p 1 p
n

$is the estimator for p, the variance of the sample proportion is

Since p
estimated as
$ 1 p
$
p
p$2
.
n

HAWKES LEARNING SYSTEMS

Samples and Sampling Distributions

math courseware specialists

Section 9.8 The Distribution of the Sample Proportion

Sampling Distribution:
$ approaches normality as n becomes
The sampling distribution of p
sufficiently large. The sample size is generally considered sufficiently
large if
np 5, and
n 1 p 5.

$
Sampling Distribution of p

HAWKES LEARNING SYSTEMS

Samples and Sampling Distributions

math courseware specialists

Section 9.8 The Distribution of the Sample Proportion

Sampling Distribution of the Sample Proportion

If the population is infinite and the sample is sufficiently large, the
$ has the following characteristics:
distribution of p
1. An approximately normal distribution.
$
2. p$ E p p (The mean of the population proportions equals

the population proportion.)

$ 1 p
$
p
p
1

.
$
3. p
n
n

HAWKES LEARNING SYSTEMS

Samples and Sampling Distributions

math courseware specialists

Section 9.8 The Distribution of the Sample Proportion

Sampling Distribution of the Sample Proportion

If the population is finite and the sample is sufficiently large, the
$ has the following characteristics:
distribution of p
1. An approximately normal distribution.
$
2. p$ E p p (The mean of the population proportions equals

the population proportion.)

$ 1 p
$
p
p
1

n
N

n
2

,
$
3. p N 1 n
N 1
n
where N is size of the population.

HAWKES LEARNING SYSTEMS

Samples and Sampling Distributions

math courseware specialists

Section 9.8 The Distribution of the Sample Proportion

Example:
Suppose a sample of 400 persons is used to perform a taste
test. If the true fraction in the population that prefers Pepsi is
really .5, what is the probability that less than .44 of the persons
in the sample will prefer Pepsi?
Solution:

$is normal with E p$ .5,

Assume the distribution of p

2
$
p

.5 1 .5

400

0.000625, and p$ .025.

HAWKES LEARNING SYSTEMS

Samples and Sampling Distributions

math courseware specialists

Section 9.8 The Distribution of the Sample Proportion

Example:
Suppose a sample of 400 persons is used to perform a taste
test. If the true fraction in the population that prefers Pepsi is
really .5, what is the probability that less than .44 of the
persons in the sample will prefer Pepsi?
Solution:

$ .44
P p

.44 .5

.
0
2
5

P z 2.4 .5 .4918 .0082

HAWKES LEARNING SYSTEMS

Samples and Sampling Distributions

math courseware specialists

Section 9.8 The Distribution of the Sample Proportion

Example:
Suppose a sample of 500 is used to estimate the fraction of
voters that favor a particular candidate. If the population
proportion that favors the candidate is really .4. what is the
probability that the error of estimation will be less than .05?
Solution:
Since the true value of the population proportion is .4, the value
$must fall between .35 and .45 in order for the error to be less
of p
than .05.

$ .4
E p

2
$
p

.4 1 .4
500

p$ .0219

.00048

HAWKES LEARNING SYSTEMS

Samples and Sampling Distributions

math courseware specialists

Section 9.8 The Distribution of the Sample Proportion

Example:
Suppose a sample of 500 is used to estimate the fraction of
voters that favor a particular candidate. If the population
proportion that favors the candidate is really .4. what is the
probability that the error of estimation will be less than .05?
Solution:
$
To find the probability that p
is within .05 of the true mean, we
must find

$ p .05 P .35 p
$ .45
P p .05 p

HAWKES LEARNING SYSTEMS

Samples and Sampling Distributions

math courseware specialists

Section 9.8 The Distribution of the Sample Proportion

Example:
Suppose a sample of 500 is used to estimate the fraction of
voters that favor a particular candidate. If the population
proportion that favors the candidate is really .4. what is the
probability that the error of estimation will be less than .05?
Solution:
Using the z-transformation,

.35 .40

.0219

.45 0.40

P 2.283 z 2.283
.4887 .4887
.9774

.0219