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Sampling distributions are important in statistics because they provide a major simplification on the route to statistical inference. More specifically, they allow analytical considerations to be based on the sampling distribution of a statistic, rather than on the joint probability distribution of all the individual sample values.

INTRODUCTION

The sampling distribution of a statistic is the distribution of that statistic, considered as a random variable, when derived from a random sample of size n. It may be considered as the distribution of the statistic for all possible samples from the same population of a given size. The sampling distribution depends on the underlying distribution of the population, the statistic being considered, the sampling procedure employed and the sample size used. There is often considerable interest in whether the sampling distribution can be approximated by an asymptotic distribution, which corresponds to the limiting case as n . For example, consider a normal population with mean and variance . Assume we repeatedly take samples of a given size from this population and calculate the arithmetic mean for each sample this statistic is called the sample mean. Each sample has its own average value, and the distribution of these averages is called the "sampling distribution of the sample mean". This distribution is normal since the underlying population is normal, although sampling distributions may also often be close to normal even when the population distribution is not (seecentral limit theorem). An alternative to the sample mean is the sample median. When calculated from the same population, it has a different sampling distribution to that of the mean and is generally not normal (but it may be close for large sample sizes).

SAMPLING DISTRIBUTION

Suppose that we draw all possible samples of size n from a given population. Suppose further that we compute a statistic (e.g., a mean, proportion, standard deviation) for each sample. The probability distribution of this statistic is called a sampling distribution.

The variability of a sampling distribution is measured by its variance or its standard deviation. The variability of a sampling distribution depends on three factors:

N: The number of observations in the population. n: The number of observations in the sample. The way that the random sample is chosen.

If the population size is much larger than the sample size, then the sampling distribution has roughly the same sampling error, whether we sample with or without replacement. On the other hand, if the sample represents a significant fraction (say, 1/10) of the population size, the sampling error will be noticeably smaller, when we sample without replacement.

The central limit theorem states that the sampling distribution of any statistic will be normal or nearly normal, if the sample size is large enough. How large is "large enough"? As a rough rule of thumb, many statisticians say that a sample size of 30 is large enough. If you know something about the shape of the sample distribution, you can refine that rule. The sample size is large enough if any of the following conditions apply.

The population distribution is normal. The sampling distribution is symmetric, unimodal, without outliers, and the sample size is 15 or less. The sampling distribution is moderately skewed, unimodal, without outliers, and the sample size is between 16 and 40. The sample size is greater than 40, without outliers.

The exact shape of any normal curve is totally determined by its mean and standard deviation. Therefore, if we know the mean and standard deviation of a statistic, we can find the mean and standard deviation of the sampling distribution of the statistic (assuming that the statistic came from a "large" sample).

Suppose we draw all possible samples of size n from a population of size N. Suppose further that we compute a mean score for each sample. In this way, we create a sampling distribution of the mean. We know the following. The mean of the population () is equal to the mean of the sampling distribution (x). And the standard error of the sampling distribution (x) is determined by the standard deviation of the population (), the population size, and the sample size. These relationships are shown in the equations below: x = and x = * sqrt( 1/n - 1/N )

Therefore, we can specify the sampling distribution of the mean whenever two conditions are met:

The population is normally distributed, or the sample size is sufficiently large. The population standard deviation is known.

Note: When the population size is very large, the factor 1/N is approximately equal to zero; and the standard deviation formula reduces to: x = / sqrt(n). You often see this formula in introductory statistics texts.

In a population of size N, suppose that the probability of the occurence of an event (dubbed a "success") is P; and the probability of the event's non-occurence (dubbed a "failure") is Q. From this population, suppose that we draw all possible samples of size n. And finally, within each sample, suppose that we determine the proportion of successes p and failures q. In this way, we create a sampling distribution of the proportion. We find that the mean of the sampling distribution of the proportion (p) is equal to the probability of success in the population (P). And the standard error of the sampling distribution (p) is determined by the standard deviation of the population (), the population size, and the sample size. These relationships are shown in the equations below: p = P where = sqrt[ PQ ]. and p = * sqrt( 1/n - 1/N ) = sqrt[ PQ/n - PQ/N ]

Note: When the population size is very large, the factor PQ/N is approximately equal to zero; and the standard deviation formula reduces to: p = sqrt( PQ/n ). You often see this formula in intro statistics texts.

EXAMPLES

Example 1

Assume that a school district has 10,000 6th graders. In this district, the average weight of a 6th grader is 80 pounds, with a standard deviation of 20 pounds. Suppose you draw a random sample of 50 students. What is the probability that the average weight of a sampled student will be less than 75 pounds? Solution: To solve this problem, we need to define the sampling distribution of the mean. Because our sample size is greater than 40, the Central Limit Theorem tells us that the sampling distribution will be normally distributed. To define our normal distribution, we need to know both the mean of the sampling distribution and the standard deviation. Finding the mean of the sampling distribution is easy, since it is equal to the mean of the population. Thus, the mean of the sampling distribution is equal to 80. The standard deviation of the sampling distribution can be computed using the following formula. x = * sqrt( 1/n - 1/N ) x = 20 * sqrt( 1/50 - 1/10000 ) = 20 * sqrt( 0.0199 ) = 20 * 0.141 = 2.82 Let's review what we know and what we want to know. We know that the sampling distribution of the mean is normally distributed with a mean of 80 and a standard deviation of 2.82. We want to know the probability that a sample mean is less than or equal to 75 pounds. To solve the problem, we plug these inputs into the Normal Probability Calculator: mean = 80, standard deviation = 2.82, and value = 75. The Calculator tells us that the probability that the average weight of a sampled student is less than 75 pounds is equal to 0.038.

Example 2 Find the probability that of the next 120 births, no more than 40% will be boys. Assume equal probabilities for the births of boys and girls. Assume also that the number of births in the population (N) is very large, essentially infinite. Solution: The Central Limit Theorem tells us that the proportion of boys in 120 births will be normally distributed. The mean of the sampling distribution will be equal to the mean of the population distribution. In the population, half of the births result in boys; and half, in girls. Therefore, the probability of boy births in the population is 0.50. Thus, the mean proportion in the sampling distribution should also be 0.50. The standard deviation of the sampling distribution can be computed using the following formula. p = sqrt[ PQ/n - PQ/N ] p = sqrt[ (0.5)(0.5)/120 ] = sqrt[ 0.25/120 ] = 0.04564 In the above calculation, the term PQ/N was equal to zero, since the population size (N) was assumed to be infinite. Let's review what we know and what we want to know. We know that the sampling distribution of the proportion is normally distributed with a mean of 0.50 and a standard deviation of 0.04564. We want to know the probability that no more than 40% of the sampled births are boys. To solve the problem, we plug these inputs into the Normal Probability Calculator: mean = .5, standard deviation = 0.04564, and value = .4. The Calculator tells us that the probability that no more than 40% of the sampled births are boys is equal to 0.014. Note: This use of the Central Limit Theorem provides a good approximation of the true probabilities. The exact probability, computed using a binomial distribution, is 0.018 very close to the approximation obtained with the Central Limit Theorem. The accuracy of the approximation increases as sample size increases.

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