Sampling Distribution

Chapter 9
Sampling Distributions
Copyright 2009 Cengage Learning
9.1
Sampling Distributions
Asamplingdistributioniscreatedby,asthenamesuggests,
sampling.
Themethodwewillemployontherulesofprobabilityand
thelawsofexpectedvalueandvariancetoderivethe
samplingdistribution.
Forexample,considertherollofoneandtwodice
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:
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).
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
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:
9.6
Generalize
Wecangeneralizethemeanandvarianceofthesamplingof
twodice:
tondice:
Thestandarddeviationofthe
samplingdistributionis
calledthestandarderror:
9.7
Central Limit Theorem

Thesamplingdistributionofthemeanofarandomsample
drawnfromanypopulationisapproximatelynormalfora
sufficientlylargesamplesize.
Thelargerthesamplesize,themorecloselythesampling
distributionofXwillresembleanormaldistribution.
9.8
Central Limit Theorem

Ifthepopulationisnormal,thenXisnormallydistributed
forallvaluesofn.
Ifthepopulationisnonnormal,thenXisapproximately
normalonlyforlargervaluesofn.
Inmostpracticalsituations,asamplesizeof30maybe
sufficientlylargetoallowustousethenormaldistribution
asanapproximationforthesamplingdistributionofX.
9.9
Sampling Distribution of the Sample

Mean
1.
2.
3.IfXisnormal,Xisnormal.IfXisnonnormal,Xis
approximatelynormalforsufficientlylargesamplesizes.
Note:thedefinitionofsufficientlylargedependsonthe
extentofnonnormalityofx(e.g.heavilyskewed;
multimodal)
9.10
Sampling Distribution of the Sample

Mean
Wecanexpressthesamplingdistributionofthemeansimple
as
X
/ n
9.11
Example 9.1(a)
Theforemanofabottlingplanthasobservedthattheamount
ofsodaineach32ouncebottleisactuallyanormally
distributedrandomvariable,withameanof32.2ouncesand
astandarddeviationof.3ounce.
Ifacustomerbuysonebottle,whatistheprobabilitythatthe
bottlewillcontainmorethan32ounces?
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.
9.13
Example 9.1(b)
Theforemanofabottlingplanthasobservedthattheamount
ofsodaineach32ouncebottleisactuallyanormally
distributedrandomvariable,withameanof32.2ouncesand
astandarddeviationof.3ounce.
Ifacustomerbuysacartonoffourbottles,whatisthe
probabilitythatthemeanamountofthefourbottleswillbe
greaterthan32ounces?
9.14
Example 9.1(b)
WewanttofindP(X>32),whereXisnormallydistributed
With=32.2and=.3
Thingsweknow:
1) Xisnormallydistributed,thereforesowillX.
2) =32.2oz.
3)
9.15
Example 9.1(b)
Ifacustomerbuysacartonoffourbottles,whatisthe
probabilitythatthemeanamountofthefourbottleswillbe
greaterthan32ounces?
Thereisabouta91%chancethemeanofthefourbottles
willexceed32oz.
9.16
Graphically Speaking
what is the probability that one

bottle will contain more than 32
ounces?
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.
9.18
SalariesofaBusinessSchoolsGraduates
Hedoesasurveyof25peoplewhograduatedoneyearagoand
determinestheirweeklysalary.
Hediscoversthesamplemeantobe$750.
Tointerprethisfindingheneedstocalculatetheprobability
thatasampleof25graduateswouldhaveameanof$750or
lesswhenthepopulationmeanis$800andthestandard
deviationis$100.
Aftercalculatingtheprobability,heneedstodrawsome
conclusions.
9.19
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
9.20
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.
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
X 1.96
) .95
9.22

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.
9.23

Inference
Changingtheprobabilityfrom.95to.90changestheprobability
statementto
P( 1.645
X 1.645
) .90
9.24

Inference
Wecanalsoproduceageneralformofthisstatement
P( z / 2
X z / 2
) 1
Inthisformula(Greekletteralpha)istheprobabilitythat
doesnotfallintotheinterval.
Toapplythisformulaallweneeddoissubstitutethevaluesfor
,,n,and.
9.25

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
9.26
How Large is Large Enough?
Formostdistributions,n>30willgivea
samplingdistributionthatisnearlynormal
Forfairlysymmetricdistributions,n>15
Fornormalpopulationdistributions,thesampling
distributionofthemeanisalwaysnormally
distributed
Sampling Distribution of a
Proportion
Theestimatorofapopulationproportionofsuccessesisthe
sampleproportion.Thatis,wecountthenumberof
successesinasampleandcompute:
(readthisasphat).
Xisthenumberofsuccesses,nisthesamplesize.
9.28
Normal Approximation to Binomial

Binomialdistributionwithn=20andp=.5withanormal
approximationsuperimposed(=10and=2.24)
9.29

Binomialdistributionwithn=20andp=.5withanormal
approximationsuperimposed(=10and=2.24)
wheredidthesevaluescomefrom?!
From7.6wesawthat:
Hence:
and
9.30

Normalapproximationtothebinomialworksbestwhenthe
numberofexperiments,n,(samplesize)islarge,andthe
probabilityofsuccess,p,iscloseto0.5
Fortheapproximationtoprovidegoodresultstwo
conditionsshouldbemet:
1)np5
2)n(1p)5
9.31

TocalculateP(X=10)usingthe
normaldistribution,wecanfind
theareaunderthenormalcurve
between9.5&10.5
P(X=10)P(9.5<Y<10.5)
whereYisanormalrandomvariableapproximating
thebinomialrandomvariableX
9.32

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
9.33
Sampling Distribution of a Sample

Proportion
Usingthelawsofexpectedvalueandvariance,wecan
determinethemean,variance,andstandarddeviationof.
(Thestandarddeviationofiscalledthestandarderrorof
theproportion.)
Sampleproportionscanbestandardizedtoastandardnormal
distributionusingthisformulation:
9.34
Example 9.2
Inthelastelectionastaterepresentativereceived52%ofthe
votescast.
Oneyearaftertheelectiontherepresentativeorganizeda
surveythataskedarandomsampleof300peoplewhether
theywouldvoteforhiminthenextelection.
Ifweassumethathispopularityhasnotchangedwhatisthe
probabilitythatmorethanhalfofthesamplewouldvotefor
him?
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
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%.
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)
9.38
Sampling Distribution:
Difference of two
means
Theexpectedvalueandvarianceofthesampling
distributionofaregivenby:
mean:
standarddeviation:
(alsocalledthestandarderrorifthedifferencebetweentwo
means)
9.39
Example 9.3
Sincethedistributionofisnormalandhasa
meanof
andastandarddeviationof
WecancomputeZ(standardnormalrandomvariable)inthis
way:
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?
9.41
Example 9.3
Whatistheprobabilitythatthesamplemeanstartingsalary
ofUniversity#1graduateswillexceedthatofthe#2grads?
WeareinterestedindetermingingP(X1>X2).Converting
thistoadifferenceofmeans,whatis:P(X1X2>0)?
thereisabouta74%chancethatthesamplemean
startingsalaryofU.#1gradswillexceedthatofU.#2
9.42
From Here to Inference

InChapters7and8weintroducedprobabilitydistributions,
whichallowedustomakeprobabilitystatementsabout
valuesoftherandomvariable.
Aprerequisiteofthiscalculationisknowledgeofthe
distributionandtherelevantparameters.
9.43

InExample7.9,weneededtoknowthattheprobabilitythat
PatStatsdudguessesthecorrectansweris20%(p=.2)and
thatthenumberofcorrectanswers(successes)in10
questions(trials)isabinomialrandomvariable.
Wethencouldcomputetheprobabilityofanynumberof
successes.
9.44

InExample8.2,weneededtoknowthatthereturnon
investmentisnormallydistributedwithameanof10%anda
standarddeviationof5%.
Thesethreebitsofinformationallowedustocalculatethe
probabilityofvariousvaluesoftherandomvariable.
9.45

Thefigurebelowsymbolicallyrepresentstheuseof
probabilitydistributions.
Simplyput,knowledgeofthepopulationandits
parameter(s)allowsustousetheprobabilitydistributionto
makeprobabilitystatementsaboutindividualmembersofthe
population.
ProbabilityDistribution Individual
9.46

Inthischapterwedevelopedthesamplingdistribution,
whereinknowledgeoftheparameter(s)andsome
informationaboutthedistributionallowustomake
probabilitystatementsaboutasamplestatistic.
Population
& Parameter ( s )
Sampling distribution
Statistic
9.47

Statisticalworksbyreversingthedirectionoftheflowof
knowledgeinthepreviousfigure.Thenextfiguredisplays
thecharacterofstatisticalinference.
StartinginChapter10,wewillassumethatmostpopulation
parametersareunknown.Thestatisticspractitionerwill
samplefromthepopulationandcomputetherequired
statistic.Thesamplingdistributionofthatstatisticwill
enableustodrawinferencesabouttheparameter.
9.48

Sampling distribution
StatisticParameter
9.49

Sampling Distribution

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Chapter 9

Copyright 2009 Cengage Learning

Copyright 2009 Cengage Learning