Chapter 6

Sampling Distributions
2
SIA ~ Melatonin
Estimate the true mean time to sleep based on a
sample of 40 individuals given the sleep inducing
hormone, melatonin.
Use the INSOMNIA data file.

3917 . 5
935 . 5
=
=
s
x
3
Basic Definitions
Parameter numerical descriptive measure of a
population. It is usually unknown

Sample Statistic - numerical descriptive measure
of a sample. It is usually known

Sampling distribution the probability
distribution of a sample statistic, calculated from a
very large number of samples of size n
4
The Concept of Sampling
Distributions
19, 19, 20, 21, 20, 25, 22, 18, 18, 17
We can take 45 samples of size 2 from this
group of 10 observations
= 19.9
If we take one random sample and get (19,
20),
Another random sample may yield (22, 25),
with
5 . 19 = x
5 . 23 = x
5
The Concept of Sampling
Distributions ~ contd
Taking the means of all possible samples of size
n=2, we can graph them to create a sampling
distribution of the sample mean for n=2
Sampling distributions can be derived for any
statistic but means and proportions are most
common
Knowing the properties of the underlying sampling
distributions allows us to judge how accurate the
statistics are as estimates of the population
parameters
6
The Concept of Sampling
Distributions
Decisions about which sample statistic to
use must take into account the sampling
distribution of the statistics you will be
choosing from.

As a general rule, distributions with smaller
standard deviations that are also unbiased
make better estimators
7
The Concept of Sampling
Distributions ~ concluded
Note that the histogram for the sample mean
yields a tighter distribution than does the
histogram for the sample median.
x
x
8
Properties of Sampling
Distributions: Bias and Variance
Point Estimator formula or rule for using sample
data to calculate a single number to estimate a
population parameter

Point estimators have sampling distributions

These sampling distributions tell us how accurate
an estimate the point estimator is likely to be and
whether an estimator is likely to under- or over-
estimate a parameter
9
Properties of Sampling
Distributions: Bias and Variance
Two point estimators, A and B, of parameter u
A is an unbiased estimator of u
B is a biased estimator of u, with a bias toward
overstatement
10
Properties of Sampling
Distributions: Bias and Variance
What if A and B are both unbiased estimators of u?

A has a smaller standard
deviation than B



Which would you use as
your estimator?
11
Developing
Sampling Distributions
Suppose Theres a
Population ...
Population Size, N = 4
Random Variable, x,
Is # Errors in Work
Values of x: 1, 2, 3, 4
Uniform Distribution
1984-1994 T/Maker Co.
12
Population Characteristics
( )
12 . 1
1
2
=

=

=
n
x
n
i
i

o
.0
.1
.2
.3
1 2 3 4
Population Distribution Summary Measures
5 . 2
1
= =

=
n
x
n
i
i

13
All Possible Samples
of Size n = 2
1st 2nd Observation
Obs 1 2 3 4
1 1,1 1,2 1,3 1,4
2 2,1 2,2 2,3 2,4
3 3,1 3,2 3,3 3,4
4 4,1 4,2 4,3 4,4
16 Samples
Sample with replacement
14
All Possible Samples
of Size n = 2
1st 2nd Observation
Obs 1 2 3 4
1 1,1 1,2 1,3 1,4
2 2,1 2,2 2,3 2,4
3 3,1 3,2 3,3 3,4
4 4,1 4,2 4,3 4,4
1st 2nd Observation
Obs 1 2 3 4
1 1.0 1.5 2.0 2.5
2 1.5 2.0 2.5 3.0
3 2.0 2.5 3.0 3.5
4 2.5 3.0 3.5 4.0


16 Samples 16 Sample Means
Sample with replacement
15
Sampling Distribution
of All Sample Means
.0
.1
.2
.3
1.0 1.5 2.0 2.5 3.0 3.5 4.0
X
P(X)
1st 2nd Observation
Obs 1 2 3 4
1 1.0 1.5 2.0 2.5
2 1.5 2.0 2.5 3.0
3 2.0 2.5 3.0 3.5
4 2.5 3.0 3.5 4.0
16 Sample Means Sampling
Distribution
16
Summary Measures of
All Sample Means
( )
( ) ( ) ( )
79 . 0
16
5 . 2 0 . 4 5 . 2 5 . 1 5 . 2 0 . 1
2 2 2
1
2
=
+ + +
=

=

=

N
X
N
i
x i
x

o
5 . 2
16
0 . 4 5 . 1 0 . 1
1
=
+ + +
= =

=

N
X
N
i
i
x

17
Comparison
.0
.1
.2
.3
1 1.5 2 2.5 3 3.5 4
X
P(X)
.0
.1
.2
.3
1 2 3 4
P(X)
Population Sampling Distribution

x
= 2 5 .
o
x
= 0 79 .
o = 112 .
= 2 5 .
18
The Sampling Distribution of X
and the Central Limit Theorem
Mean of sampling distribution equals mean of
sampled population

Standard deviation of sampling distribution equals

Standard deviation of sampled population
Square root of sample size


is referred to as the standard error of the mean
( ) = = x E
x
n
x
o o =
x
o
19
The Sampling Distribution of X and
the Central Limit Theorem
If we sample n observations from a normally distributed
population, the sampling distribution of will be a normal
distribution
Central Limit Theorem

In a population with standard deviation and mean , the
distribution of sample means from samples of n
observations will approach a normal distribution with
standard deviation of and mean of as n
gets larger. The larger the n, the closer the sampling
distribution of is to a normal distribution.
x
=
x
n
x
o o =
o
x

20
The Sampling Distribution of X and
the Central Limit Theorem
Note how the sampling
distribution approaches
the normal distribution
as n increases, regard-
less of the shape
of the distribution of the
original population
Normal across the board
21
The Sampling Distribution of X and
the Central Limit Theorem
Assume a population with = 80, o = 6. If a
sample of 36 is taken from this population,
what is the probability that the sample mean
is larger than 82?

Sketch the curve
of x and identify
area of interest
22
The Sampling Distribution of X and
the Central Limit Theorem
Convert 82 to z value
Calculate the standard error of the sampling distribution




Then calculate the z value

Use the tables to find probability of interest


82 80
2
1
x
x
x
z

o

= = =
6
1.0
36
x
n
o
o = = =
( )
82 ( 2) .5 .4772 .0228 P x P z > = > = =