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.o!ule 3: Sam&lin' 3istributions an! the CL8

Objectives: The objective of this module is to give you a hands-on discussion and

understanding of the Central Limit Theorem (CLT), a theorem that plays an

important role in statistics. The sampling distribution of a statistic can be obtained

mathematically, but e ill simulate the sampling process and ill observe the

empirical sampling distribution of various statistics.

!n this module you ill simulate random samples from a "non population

distribution and compute a sample statistic for each of the generated samples. The

generated sample statistics can be e#amined to learn about properties of the

sampling distribution of the statistic.

Overview: $tatistical inference is the process of draing conclusions about a

population parameter based on data. %hen a sample is selected from a population,

a summary number can be computed from the observations resulting in the value of

a statistic. A statistic is used to estimate the corresponding value for a population

(that is, a sample statistic estimates a population parameter). &oever, a sample

chosen at random ill not necessarily yield an estimate (a value of a statistic) that

is e#actly e'ual to the corresponding parameter for the population. The ne#t

selected sample of the same si(e ill probably give a di)erent estimate from the

*rst one. !f additional samples of the same si(e ere ta"en you ould begin to see

ho the possible estimates (possible values of the statistic) vary and ho close they

tend to be to the parameter value.

%ith a large number of samples, you can assess hether the value of the statistic

(e.g. sample mean X ) ill be fre'uently close to the true value of the population

parameter (e.g. population mean

seen more easily through some pictures:

0ne 9an!om Sam&le 2ive 9an!om Sam&les

8ent$ 9an!om Sam&les

X

X X X

X X X X X X X

X X X X X X X X X X X X X X X

8rue 5o&ulation 5arameter 8rue 5o&ulation 5arameter 8rue

5o&ulation 5arameter

Note: 7ach : re&resents one statistic value (one estimate) com&ute! )rom one

sam&le.

When data are gathered by random sampling, the statistic will be a random

variable and as such it will have a probability distribution. The probability

distribution of the sample statistic is called its sam&lin' !istribution.

33

+enerally spea"ing, if e use a statistic to ma"e an inference about a population

parameter, e ant its sampling distribution to be centered at the true parameter

(a characteristic hich allos us to call that statistic unbiased), and e ould li"e

variability in the estimates to be as small as possible.

34

,elo e have to estimators that are both unbiased, but -stimator ! has less

variability (is more precise). Thus, e ould prefer -stimator ! over -stimator !!.

7stimator 6 7stimator 66

X X

X X X X X X

X X X X X X X X X X X XX

X X X X X X X X X X X X X X X X X XX

8rue 5o&ulation 5arameter 8rue

5o&ulation 5arameter

%e ill ne#t e#amine the sampling distribution of the sample statistic most

commonly used for measuring the center of a distribution -- the sample mean.

Formula card:

Activity: ;o !o Sam&le Si#e an! the 3istribution

o) the 5arent 5o&ulation a<ect the Sam&lin'

3istribution o) the Sam&le .ean=

!n this activity you ill observe the e)ects that sample si(e and the distribution of

the population you are sampling from have on the sampling distribution of the

sample mean. The sampling distribution of the sam&le mean,

X

, is the distribution

of the sample mean values for all possible samples of the same si(e from the same

population.

.or this activity open the sam&lin' !istribution a&&let (the original applet can be

found at http://onlinestatboo".com/stat0sim/sampling0dist/inde#.html). This applet

ill help you simulate sampling distributions for a variety of statistics, alloing you

to vary the sample si(e and the population from hich the samples are ta"en.

35

1ead the !nstructions.

2ress 3,egin4 and the $ampling

5istribution 6pplet ill open7

you ill see the screen at the

right.

8otice that hen the applet

begins, a histogram of the

normal distribution ith mean

9: and standard deviation ; is

displayed for the default

3parent distribution4.

The $ampling 5istribution 6pplet has several options you can choose from:

The 9

st

histogram, the 5arent 5o&ulation histogram is the population

from hich the sample ill be dran. <ou can select from Normal% ,ni)orm%

9i'ht Skee! or even customi(e the distribution by selecting Custom and

dragging the mouse over the plot of the parent distribution. .or no, "eep

the default 8(9:, ;) distribution as the parent population.

The =

nd

histogram, the Sam&le 3ata plot, displays a histogram of the

sampled data. This histogram is initially blan". The >

rd

and ?

th

histograms

sho the distribution of statistics computed from the sampled data. The

number of samples (replications) that the >

rd

and ?

th

histograms are based on

is indicated by the label @1epsA@ hich ill be displayed once the sample is

simulated.

$elect the .ean as the statistic in the >

rd

histogram ith a sample si(e

of ; (default), then clic" on Animate! sam&le, and one sample of si(e n A ;

ill be dran from the normal parent population (note 8 is sample si(e,

hereas e generally use n to indicate it). <ou ill see the *ve observations

appear in the =

nd

histogram7 the sample mean of the *ve numbers ill appear

in the >

rd

histogram as a blue s'uare. This graphically shos the process of

getting the sample mean from one sample of si(e ;. 1epeat this several

times and you ill see ho the 3sampling distribution4 of the sample mean

starts to form in the third histogram. Bnce you have a feeling of this or"s

you can speed things up by ta"ing ;, 9CCC or 9C,CCC samples at one time.

6lthough e ill focus primarily on the sampling distribution of the

sample mean, you do have the option to simulate the sampling distribution of

any of the folloing statistics:

.ean7 .e!ian7 s!A $tandard deviation (8 is used in the denominator)7

*arianceA Dariance of the sample (8 is used in the denominator)7

36

*ariance(,)AEnbiased estimate of variance (8-9 is used in denominator)7

.A3A Fean absolute value of the deviation from the mean7 9an'e

%hen you are done ith a particular simulation, you can clic" on Clear Loer 3

button to clear the histograms =, > and ? and select ne settings for your ne#t

simulation.

37

Tasks: .or the folloing tas"s alays select .ean (sample mean) as the statistic

of interest in the

>

rd

histogram (and leave the ?

th

histogram ith none).

9. Select the Normal !istribution as a &arent &o&ulation.

a. %hat are the mean and standard deviation of this populationG

Fean A 9:.CC, sd A ;.CC

b. $elect a sam&le si#e n > ? for the mean as the statistic of interest. 5o

about ; animated samples and then ta"e 9C,CCC samples at once.

5ra a picture of the distribution of the sample means. Fa"e sure to label

both a#es.

&o does the distribution of the sample mean (>

rd

histogram) compare

ith the parent population (e.g., shape, mean, standard deviation)G

The distribution of the resulting sample mean values follos appro#imately a

normal shape that is centered around the original population mean value of

9:, but the spread of the sample mean values is smaller than the spread of

the values in the original population H that is, the sample mean values have a

smaller standard deviation.

c. Clear the loer three graphs and chan'e the sam&le si#e to n > @?.

6gain, do about ; animated samples and then ta"e 9C,CCC samples at

once.

5ra a picture of the distribution of the sample means.

Comment on the changes observed on the >

rd

histogram here as

compared to the >

rd

histogram generated in part 9(a).

The distribution of the resulting sample mean values again follos a normal

shape that is centered around the original population mean value of 9:, but

the sample means seem to be more concentrated (less varied) around the

population mean of 9:.

d. %hat can you say about the relationship beteen the standard deviation

of the sample mean and the population standard deviationG

The standard deviation of the sample mean is smaller than the population

standard deviation.

e. %hat can you say about the relationship beteen the sample si(e and the

standard deviation of the sample meanG

The standard deviation of the sample mean becomes smaller as the sample

si(e increases.

f. 5oes the number of samples (replications) inIuence the shape of the

sampling distributionG (8ote: the number of samples is not the sample

38

si(e.) .or e#ample, is the shape of the sampling distribution hen 1ep A

9C,CCC signi*cantly di)erent from the shape of the sampling distribution

hen 1ep A 9CC,CCCG

8o, only the sample si(e n and the shape of the parent population ill

inIuence the shape of the sampling distribution.

39

=. Clear the loer three graphs and then select the skee! !istribution as a

&arent &o&ulation.

a. $elect a sam&le si#e n > ? for the mean as the statistic of interest. 5o a

fe animated samples and then ta"e 9C,CCC samples at once. 5ra a picture

of the distribution of the sample means.

b. &o does the distribution of the sample mean (>

rd

histogram) compare to

the distribution of the sample mean in part 9(a) (hen the parent population

as normal)G

%hen the parent population as normal, the distribution of the sample mean

loo"ed more li"e a normal distribution H more symmetric and bell shaped than

this histogram of sample means.

c. &o does the distribution of the sample mean (>

rd

histogram) compare

ith the parent population (e.g., shape, mean, standard deviation)G

The distribution of the sample mean has a somehat symmetric shape, ith a

mean close to the population mean, and the standard deviation smaller than

that of the population.

d. Change the sample size to n = 25. 5o a fe animated samples and then ta"e

9C,CCC samples at once. Draw a picture of the distribution of the sample means.

Comment on the changes observed on the >

rd

histogram as compared to the

>

rd

histogram generated in part =(a).

The sample means seem to be more concentrated around the value of the

population mean and the shape of the distribution is somehat normal loo"ing.

e. %hat should be the value of the standard deviation of the sample mean if

the population standard deviation is :.== and the sample si(e is n A =;G &o

does the standard deviation in histogram > from part =(c) compare to this

valueG

The standard deviation of the sample mean ill be e'ual to :.==/

25

A 9.=?. The

standard deviation from =(c), =.J9, is larger due to have a smaller sample si(e.

(9/s'rt(n) is smaller).

>. Clear the loer three graphs, then select the custom !istribution as a

&arent &o&ulation. The parent population plot should be empty. To 3dra4 a

40

distribution, you ill need to use the mouse. Clic" and drag on di)erent parts of

the parent population graph until you have dran a distribution that you li"e.

a. $"etch your custom population.

This ill vary by student. -ncourage students to create a uni'ue distribution.

41

b. $elect a sam&le si#e n > ? for the mean as the statistic of interest. 5o a

fe animated samples and then ta"e 9C,CCC samples at once. &o does the

distribution of the sample mean

(>

rd

histogram) compare ith the parent population (e.g., shape, mean,

standard deviation)G

The distribution of the sample mean has a somehat symmetric shape, ith a

mean close to the population mean, and the standard deviation smaller than

that of the population.

c. Chan'e the sam&le si#e to n > @?. 5o a fe animated samples and

then ta"e 9C,CCC samples at once. Comment on the changes observed on the

>

rd

histogram here as compared to the >

rd

histogram generated in part >(b).

%hat can you say about the shape of the distribution of the sample mean

ith respect to the sample si(e nG

The sample means seem more concentrated around the value of the population

mean ith a distribution that does loo" appro#imately normal. The larger sample

si(e n, the narroer the distribution of the sample mean is.

d. %hat should be the standard deviation of the sample mean for samples of

si(e n A =; from your custom populationG ($ho your calculation.) &o does

the standard deviation of the values in histogram > from part >(c) compare to

itG

6ccording to the central limit theorem, the standard deviation for the sample

mean should be e'ual to n , here

this particular 3custom4 distribution

sample mean is 6.26 25 A9.=;. %e can see from the >

rd

histogram, the standard

deviation of this empirically generated sampling distribution of the sample mean

is 9.=:, hich is 'uite close to the e#pected 9.=;.

?. .ill in the blan"s to summari(e your *ndings in -#ercises 9, =, and >:

a. 6) the &arent &o&ulation is a normal !istribution ith a mean and a

standard deviation , then for an$ sam&le si#e (small or large), the sam&le

mean ill have a 00normal00 distribution ith a mean of 00000 and a

standard deviation of 00 n 00.

b. 6) the &arent &o&ulation is N08 a normal !istribution but ith a

mean and a standard deviation , then for a lar'e sam&le si#e, the

sam&le mean ill have approximately a 00 normal 00

distribution ith a mean of 00 00 and a standard deviation of 00 n 00.

The result in ?a is "non as the Sam&lin' 3istribution o) the Sam&le .ean.

The result in ?b is "non as the Central Limit 8heorem. <ou should note that

there are several similarities beteen them. &oever, ma"e sure you can see

and understand the di)erence beteen the to results.

.ill out the chart belo to further summari(e your *ndings regarding the

sampling distribution of the sample mean based on the CLT.

Will the Sam&lin' 3istribution o) Sam&le

.ean

be a&&ro"imatel$ Normal=

n > A0% 5arent 5o&ulation

Normal

/es

4

n > A0% 5arent 5o&ulation

N08 Normal

No

n > ?0% 5arent 5o&ulation

Normal

/es

n > B0% 5arent 5o&ulation

N08 Normal

/es

43

Check Your Understandin:

6 researcher interested in the environmental impact of contaminants in soil has

collected a sample of 9CC tree saplings of a certain species. Ten years ago, the

average height of all such tree saplings as

:C inches ith a standard deviation of ? inches. Let K denote the height of a tree

sapling.

a. The sample mean for the 9CC tree saplings as ;:. .ill in appropriate notation:

00

x 00 A ;:.

b. 2rovide the e#pected value, standard deviation, and appro#imate distribution of

the sample mean height of tree saplings assuming the values from ten years ago

are treated as population parameters.

6ppro#imately 8ormal (:C,C.?)

8ote that C.? comes from ?/L9CC

c. 5ra a detailed s"etch of the sampling distribution of the sample mean height of

tree samplings. Fa"e sure to include your labels.

This ill be appro#imately normal ith the #-a#is labeled #(bar) or Msample

mean valuesN. The distribution should be centered at a mean of :C ith a

standard deviation of C.?.

8(:C, C.?)

x

44

density

59 72 71 10 15 19 82

7"am&le 7"am Cuestion on Sam&lin' 3istribution o) the

Sam&le .ean

.or a particular community it is "non that the mean amount of ater used per

home during Bctober is 9=;C gallons and the standard deviation is >=; gallons.

a. The distribution for amount of ater used is skee! to the ri'ht. $"etch a

s"eed right distribution belo and label both a#es.

b. .or a promotional campaign a radio station plans to randomly select ;C homes

and pay their ater bills for the month of Bctober. 5escribe the a&&ro"imate

sam&lin' !istribution o) the sam&le mean amount o) ater use! )or a

ran!om sam&le o) ?0 homesG

2rovide all features of the distribution.

The sample mean ill have appro#imately a 8B1F6L distribution ith a mean of

9=;C gallons and a standard deviation of

962 . 45

50

325

=

c. The radio station can a)ord to pay for a total of :O,CCC gallons. %hat is the

&robabilit$ that the total number of gallons for a random sample of ;C homes

ill e#ceed :O,CCC gallonsG (&int: thin" about ho a total and an average are

related.)

!"!A# > 67000 ( ) = $%A& >

67000

50

= ' >1340 ( )

= (>

1340 1250

45.962

= (>1.96 ( ) = 0.025

45

density

6mount of ater (gallons)

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