05 Sampling Distributions

ProbabilityandSamples
SamplingDistributions
CentralLimitTheorem
StandardError
ProbabilityofSampleMeans
InferentialStatistics
tomorrowandbeyond
Population
Sample
lastweekandtoday
Probability
Whenwetakeasamplefromapopulationwecantalk
abouttheprobabilityof
gettingacertaintypeofindividualwhenwe
sampleonce
lastThursday
gettingacertaintypeofsamplemeanwhenn>1
today
DistributionofIndividualsinaPopulation
frequency
6
5
4
3
2
1
10 20 30 40 50 60 70
rawscore
p(X>50)=?
frequency
6
5
4
3
2
1
10 20 30 40 50 60 70
rawscore
p(X>50)=
1 =0.11
9
frequency
6
5
4
3
2
1
10 20 30 40 50 60 70
rawscore
p(X>30)=?
frequency
6
5
4
3
2
1
10 20 30 40 50 60 70
rawscore
p(X>30)=
6 =0.66
9
frequency
normallydistributed
=40,=10
5
4
3
2
1
10 20 30 40 50 60 70
p(40<X<60)=?
frequency
6
5
4
normallydistributed
=40,=10
3
2
1
10 20 30 40 50 60 70
p(40<X<60)=p(0<Z<2)=47.7%
frequency
normallydistributed
=40,=10
5
4
3
2
1
10 20 30 40 50 60 70
p(X>60)=?
rawscore
frequency
6
5
4
normallydistributed
=40,=10
3
2
1
10 20 30 40 50 60 70
rawscore
p(X>60)=p(Z>2)=2.3%
Fortheprecedingcalculationstobeaccurate,itis
necessarythatthesamplingprocessberandom.
Arandomsamplemustsatisfytworequirements:
1. Eachindividualinthepopulationhasanequal
chanceofbeingselected.
2. Ifmorethanoneindividualistobeselected,there
mustbeconstantprobabilityforeachandevery
selection(i.e.samplingwithreplacement).
DistributionofSampleMeans
Adistributionofsamplemeansis:
thecollectionofsamplemeansforallthepossible
randomsamplesofaparticularsize(n)thatcanbe
obtainedfromapopulation.
Population
frequency
6
5
4
3
2
1
1
rawscore
fromSamplesofSizen=2
Sample#ScoresMean()
X
2,2
2,4
2,6
2,8
4,2
4,4
4,6
4,8
6,2
10
6,4
11
6,6
12
6,8
13
8,2
14
8,4
15
8.6
16
8.8
frequency
6
5
4
3
2
1
1
samplemean
Wecanusethedistributionofsamplemeanstoanswer
probabilityquestionsaboutsamplemeans
frequency
6
5
4
3
2
1
1
samplemean
p(>7)=?
X
frequency
6
5
4
3
2
1
1
samplemean
p(>7)=
X
1 =6%
16
6
5
4
3
2
1
=5,=2.24
1 2 3 4 5 6 7 8 9
rawscore
frequency
frequency
DistributionofIndividualsinPopulation
6
5
X=5,X=1.58
4
3
2
1
1 2 3 4 5 6 7 8 9
samplemean
6
5
4
3
2
1
=5,=2.24
1 2 3 4 5 6 7 8 9
rawscore
p(X>7)=25%
frequency
frequency
DistributionofIndividuals
6
5
X=5,X=1.58
4
3
2
1
1 2 3 4 5 6 7 8 9
samplemean
p(X>7)=6%,forn=2
Akeydistinction
PopulationDistributiondistributionofallindividualscores
inthepopulation
SampleDistributiondistributionofallthescoresinyour
sample
SamplingDistributiondistributionofallthepossiblesample
meanswhentakingsamplesofsizenfromthepopulation.Also
calledthedistributionofsamplemeans.
6
5
4
3
2
1
=5,=2.24
1 2 3 4 5 6 7 8 9
rawscore
frequency
frequency
6
5
X=5,X=1.58
4
3
2
1
1 2 3 4 5 6 7 8 9
samplemean
frequency
6
5
ThingstoNotice
4
3
2
1.
Thesamplemeanstendtopileup
aroundthepopulationmean.
2.
Thedistributionofsamplemeansis
approximatelynormalinshape,even
thoughthepopulationdistributionwas
not.
3.
Thedistributionofsamplemeanshas
lessvariabilitythandoesthepopulation
distribution.
1
1 2 3 4 5 6 7 8 9
samplemean
Whatifwetookalargersample?
24
frequency
22
20
X=5,X=1.29
18
16
14
12
p(X>7)=
10
8
6
4
2
1
samplemean
1 =2%
64
Asthesamplegetsbigger,the
samplingdistribution
1. stayscenteredatthepopulation
mean.
2. becomeslessvariable.
3. becomesmorenormal.
CentralLimitTheorem
Foranypopulationwithmeanandstandarddeviation,
thedistributionofsamplemeansforsamplesizen
1. willhaveameanof
2. willhaveastandarddeviationof
n
3. willapproachanormaldistributionas
napproachesinfinity
Notation
the mean of the sampling distribution
X
the standard deviation of sampling distribution
(standard error of the mean)
X
n
StandardError
Thestandarderrorofthemeanis:
Thestandarddeviationofthedistributionofsample
means.
Thestandarderrormeasuresthestandardamountof
differencebetweenxbarandthatisreasonableto
expectsimplybychance.
SE=
StandardError
TheLawofLargeNumbersstates:
Thelargerthesamplesize,thesmallerthestandard
error.
Thismakessensefromtheformulafor
standarderror
6
5
4
3
2
1
=5,=2.24
1 2 3 4 5 6 7 8 9
rawscore
frequency
frequency
6
5
X=5,X=1.58
4
3
2
1
1 2 3 4 5 6 7 8 9
samplemean
2.24
1.58
2
SamplingDistribution(n=3)
24
frequency
22
20
X=5
X=1.29
18
16
14
12
10
8
6
4
2
1
samplemean
2.24
1.29
3
ClarifyingFormulas
Population
Sample
Distributionof
SampleMeans
ss
N
ss
s
n 1
X
notice
2
X
n
2
CentralLimitTheorem
Foranypopulationwithmeanandstandarddeviation,
thedistributionofsamplemeansforsamplesizen
1. willhaveameanof
2. willhaveastandarddeviationof
n
3. willapproachanormaldistributionas
napproachesinfinity
Whatdoesthismeanin
practice?
Practical Rules Commonly Used:

1. For samples of size n larger than 30, the distribution of the sample
means can be approximated reasonably well by a normal distribution.
The approximation gets better as the sample size
nbecomes larger.
2. If the original population is itself normally distributed, then the sample

means will be normally distributed for any sample size.
normalpopulation
nonnormalpopulation
smalln
largen
X is normal
X is normal
X is nonnormal
X is normal
ProbabilityandtheDistributionofSample
Means
Theprimaryuseofthedistributionofsample
meansistofindtheprobabilityassociatedwithany
specificsample.
Means
Example:
Given the population of women has normally

distributed weights with a mean of 143 lbs and
a standard deviation of 29 lbs,
1. if one woman is randomly selected, find the probability that her
weight is greater than 150 lbs.
2. if 36 different women are randomly selected, find the probability
that their mean weight is greater than 150 lbs.
Given the population of women has normally distributed

weights with a mean of 143 lbs and a standard deviation of
29 lbs,
Populationdistribution
z = 150-143 = 0.24
29
0.4052
= 143 150
= 29
0 0.24
Given the population of women has normally distributed

weights with a mean of 143 lbs and a standard deviation of
29 lbs,
that their mean weight is greater than 150 lbs.
Samplingdistribution
29
36
z = 150-143 = 1.45
4.33
0.0735
= 143 150
= 4.33
0 1.45
Means
Example:
Given the population of women has normally

distributed weights with a mean of 143 lbs and
a standard deviation of 29 lbs,
P( X 150) .41
that their mean weight is greater than 150 lbs. P ( X 150) .07
Practice
Example:
Given a population of 400 automobile models,
with a mean horsepower = 105 HP, and a
standard deviation = 40 HP,
1. What is the standard error of the sample mean for a sample of
size 1? 40
size 4?
20

size 25?
Practice
Example:
Given a population of 400 automobile models,
with a mean horsepower = 105 HP, and a
standard deviation = 40 HP,
1. if one model is randomly selected from the population, find the
probability that its horsepower is greater than 120. .35
2. If 4 models are randomly selected from the population, find the
probability that their mean horsepower is greater than 120 .23
3. If 25 models are randomly selected from the population, find the
probability that their mean horsepower is greater than 120 .03

05 Sampling Distributions

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ProbabilityandSamples

Practical Rules Commonly Used:

2. If the original population is itself normally distributed, then the sample

Given the population of women has normally

Given the population of women has normally distributed

Given the population of women has normally distributed

Given the population of women has normally

3. What is the standard error of the sample mean for a sample of

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