Sampling Distribution

Chapter 5
 Basic Concepts
The probability distribution of a statistic is called
sampling distribution.

A statistic (e.g. sample mean, sample standard

deviation) is a random variable whose value
depends only on the observed sample and may
vary from sample to sample.

The sampling distribution of a statistic will depend

on the size of the population, the size of the
sample, and the method of choosing the sample.
 Basic Concepts
The standard deviation of the sampling
distribution is called the standard error of
the statistic. It tells us the extent to which
we expect the values of the statistic to
vary from different possible samples.

The probability distribution of the sample

mean is called the sampling distribution
of the mean.
 Basic Concepts
Consider 4 observations making up the
population values of a random variable X having
the probability distribution
1
P( X ) , X 0,1,2,3
4

Note that =E(X)=3/2 and 2=Var(X)=5/4.

Suppose we list all possible samples of size 2,

with replacement, and
X for each sample compute
for the value of the sample mean, .
X

Basic Concepts
Sampl X Sampl X
No. No.
e e
1 0, 0 0 9 2, 0 1.0
2 0, 1 0.5 10 2, 1 1.5
3 0, 2 1.0 11 2, 2 2.0
4 0, 3 1.5 12 2, 3 2.5
5 1, 0 0.5 13 3, 0 1.5
6 1,1 1.0 14 3, 1 2.0
7 1, 2 1.5 15 3, 2 2.5
8 1, 3 2.0 16 3, 3 3.0
Sampling Distribution of the Sample Means

X 0 0.5 1.0 1.5 2.0 2.5 3.0

P( X 1/16 2/16 3/16 4/16 3/16 2/16 1/16
)
 Theorems
.

1. If all possible random samples of

size n are drawn with replacement
from a finite population of size N with
mean and standard deviation ,
then the sample mean will have a
mean and variance given 2by:
E( X ) Var ( X )
n
 .

Theorems
2. If all possible random samples of
size n are drawn without
replacement from a finite population
of size N with mean and standard
deviation , then the sample mean
will have mean and variance given
E ( X ) N n
2
by: Var ( X ) .
n N 1
4.2 Central Limit Theorem
If X is the mean of a random sample
of size n taken from a (large or
infinite) population with mean and
variance X2, then the sampling
distribution (X )
of isEapproximately
2

normally
Var ( X )
n
distributed with mean
and variance when n is
sufficiently large. Hence,
X
the limiting form Z of the distribution of
/ n
 4.2 Central Limit Theorem
Note
The normal approximation in the theorem will
be good if n30 regardless of the shape of the
population.
If n<30, the approximation is good only if the
population is not too different from the normal.
If the distribution of the population is normal
then the sampling distribution will also be
exactly normal, no matter how small the size
of the sample.
 Example
Suppose a team of biologists has been studying a
particular fishing pond. Let x represent the length of
a single trout taken at random from the pond.
Assume x has a normal distribution with a mean=
10.2 in. and standard deviation = 1.4 in.

(a)What is the probability that a single trout taken at

random from the pond is between 8 and 12
inches?
(b)What is the probability that the mean length of 5
trout taken at random is between 8 and 12 inches?
 Example
Solution:
(a)What is the probability that a single trout
taken at random from the pond is
between 8 and 12 inches?
Given: X~N(10.2, 1.42)
P (8 X 12) P 8 10.2 Z 12 10.2
1.4 1.4
P 1.57 Z 1.29

P Z 1.29 P ( Z 1.57)
0.9015 0.0582
0.8433
 Example
Solution:
b. What is the probability that the mean
length of 5 trout taken at random is
between 8 and 12 inches?
Given: X~N(10.2, 1.4 8 10.)2
2
12 10.2
P (8 X 12) P Z
1 .4 / 5 1 .4 / 5
P 3.51 Z 2.87

P Z 2.87 P ( Z 3.51)
0.9979 0.0001
0.9978
 Example
Assume that the mean systolic blood pressure
of normal adults is 120 millimeters of mercury
(mm Hg) and the standard deviation is 5.6.
Assume the variable is normally distributed.

a. If an individual is selected, find the probability

that the individuals pressure will be between
120 and 121.8 mm Hg.
b. If a sample of 30 adults is randomly selected,
find the probability that the sample mean will
be between 120 and 121.8 mm Hg.
 Example
Solution:
a. If an individual is selected, find the
probability that the individuals pressure
will be between 120 and 121.8 mm Hg.
Given: X~N(120, 5.62)
120 120 121.8 120
P (120 X 121.8) P Z
5.6 5.6
P 0 Z 0.32
P Z 0.32 P( Z 0)
0.6255 0.5000
0.1255
 Example
Solution:
b. If a sample of 30 adults is randomly
selected, find the probability that the
sample mean will be between 120 and
121.8 mm Hg.
Given: X~N(120, 5.6 )
120 2120 121.8 120
P (120 X 121.8) P Z
5.6 / 30 5.6 / 30
P 0 Z 1.76
P Z 1.76 P ( Z 0)
0.9608 0.5000
0.4608
 4.3 Sampling from the Normal
Distribution
The t-distribution
2
If X and S are the mean and variance,
respectively, of a random sample of size n taken
from a population which is normally distributed
with mean and variance 2, then
X
T
s/ n

is a random variable having the t-distribution with

degrees of freedom v=n-1.
T ~ t v n 1
Notation:
 4.3 Sampling from the Normal
Distribution
Comparison between t-distribution and the
standard normal distribution
1. Both are symmetric about zero.
2. Both are bell-shaped, but the t-distribution is more
variable.
2
i) t-values depend on the fluctuation of two values:X S
and
ii) z-values depend only on the change ofX from sample
to sample

3. When the sample size is large i.e. n30, the t-

distribution can be will approximated by the standard
normal distribution.
 4.3 Sampling from the Normal
Distribution
Comparison between t-distribution
and the standard normal
distribution
 4.3 Sampling from the Normal
Distribution
Area under the curve
Just like any continuous probability distribution, the
probability that a random sample produces a t-value
falling between any two specified values is equal to the
area under the curve of the t-distribution between any
two ordinates corresponding to the specified values.

Notation: t is the value leaving an area of in the right

tail of the t-distribution. That is, if T ~ t ( v ) then t is
such that .
P (T t )
Since the t-distribution is symmetric about zero, t t .
1
 Example
1. Find the following values on the t-table:
a) t0.025 when v=14
b) t0.99 when v=10
2. Find
a) P(T>1.318) when v=24
b) P(T<2.365) when v=7
c) P(T> -2.567) when v=17
d) k such that P(k<T<2.807)=0.945 when T~t (23)
e) P(T>-t0.025)
 Example
3. A manufacturing firm claims that the
batteries used in their electronic games will
last an average of 30 hours. To maintain this
average, 16 batteries are tested each month.
If the computed t-value falls between -t0.025
and t0.025, the firm is satisfied with its claim.
What conclusion should the firm draw from a
sample that has a mean of 27.5 hours and
standard deviation of 5 hours? Assume the
distribution of battery lives to be
approximately normal.