Random samples

The study of the relationship that exists between a population and the samples obtained from that
population is called Sampling Theory. This theory is used in many contexts. For example,
estimating unknown population quantities (such as the population mean and variance), also
known as population parameters or just parameters from the corresponding sample quantities
(such as the sample mean and variance) often known as statistical sampling.
Statistical inference is the part of statistics that aims to draw conclusions about an entire
population based on the information contained in a sample, probabilistically quantifying the
degree of certainty of those conclusions. The random sampling is used for obtaining the
information that makes possible to generate conclusions.

When all the elements of a population have a certain probability of being selected, exists a
random sample. It is necessary to define the features that certain variables must meet so that
they can, together, generate a random sample.
If the sampling is realized so that each of the possible samples has the same possibility of being
selected, then it is called simple random sampling.
In particular, when the probability of selecting any element (or individual) of the population has
the same probability, sampling is called simple random.

Any amount obtained from a sample for the purpose of estimate a population parameter is called
sample statistic or just statistic.
When functions are formed with sampling random variables, a statistical is obtained, but its
necessary to be extremely cautious that not depend on an unknown parameter.
A statistical probability distribution is usually called statistical sample distribution.
Sample mean
X1, X2,,Xn are independent random variables, got of a size n sample. Then the sample mean is a
random variable defined by:
The way of study the mean is through central limit theorem.
Mean sample distribution.
The normal distribution will be used to characterize the sampling distribution of the mean.
Be a random sample with normal distribution, mean and variance. Then the random variable has
normal distribution with mean and variance.
E.g. A shaft outside diameter normally distributed with mean and variance is inserted in a bearing
having an inner diameter normally distributed with mean and variance. Determine the probability
that the parts will not fit together.
Solution
Be the random variable representing the outside diameter of the shaft and the random variable
representing the inner diameter of the bearing.
E.g. A population consists of the five numbers 2, 3, 6, 8 and 11. Consider all samples of size 2 that
can be drawn from this population with replacement. Find: a) the average of the population, b)
the standard deviation of the population, c) the mean of the sampling distribution of means and d)
the standard deviation of the sampling distribution of means (i.e., the standard error of means).
If the population from which samples are taken is normally distributed with mean and variance
then the sample mean is normally distributed with mean and variance.
In general the random variables can have any distribution, not just normal. When these cases
present the central limit theorem is used. Then the standardized variable corresponding to x is
given by:
In practice, the central limit theorem provides a good approximation when it is greater than or
equal, regardless of the distribution of the random variables sampling.
E.g. the breaking strength of a rivet has a mean value of 10,000 psi and a standard deviation of 500
psi.
a) What is the probability that the mean breaking strength of the sample, for a random sample of
40 rivets is between 9900 and 10200?
b) If the sample size would have been 15 instead of 40, could the desired probability calculated in
part (a)?
Random numbers with normal distribution
To generate a random number with normal distribution with mean and standard deviation, 12
issues require uniform distribution and applying the above formula.
E.g. Using random numbers with uniform distribution between 0 and 1, generate a random
number with normal distribution with mean 2 and standard deviation 3.
Chi-squared distribution
Be n independent random variables with standard normal distribution, then: <<aqu falta algo, el
nombre de la variable aleatoria supongo>> is a random variable called chi square with degrees of
freedom. It is denoted by the symbol.
<<smbolo>>

Chi-squared distribution with k grades of freedom, what is abbreviated as <<abreviacin>>. The
mean is: The variance is:
We can say that it has chi-square distribution with k degrees of freedom.
Example:
Table (Appendix 1);
Be independent random variables with distribution chi-square and degrees of freedom,
respectively. The variable has a chi-square distribution with degrees of freedom.
Student T distribution
Be two independent random variables with normal distributions and chi-square standard
respectively, i.e., then the random variable defined as having a Student distribution with degrees
of freedom.