# Chapter 8 & (part) Chapter 12: Distribution of Sample Means

We’ve been examining Z-scores & the probability of obtaining individual scores within a normal distribution But inferential statistics involve samples of more than 1 To transition into inferential statistics, it is important that we understand how probability relates to sample means, not just individual scores Inferential statistics: sample  infer something about population Often not possible to measure everyone in a population Samples are convenient representations of them
Chapters 8 & 12: Page 1

they are likely to give different results Samples vary! Quite likely that a particular sample won’t reflect the population exactly Discrepancy b/n sample & population = sampling error The term “sampling error” does not mean a sampling mistake – rather it indicates that means drawn from multiple samples taken from a population will vary from each other due to random chance and therefore may deviate from the population mean Chapters 8 & 12: Page 2 .If you take multiple samples of the same size from a population.

What is a distribution of Sample Means (Sampling Distribution of the Mean)? A distribution of sample means ( X ). a “distribution of a statistic [in this case a sample mean] over repeated sampling from a specified population” Based on all possible random samples of size n. from a population Can inform us of the degree of sample-to-sample variability we should expect due to chance Chapters 8 & 12: Page 3 .

7 6. 8 8 9 6 7 8 9 X = 7. 9 6 7 8 X X X = 7. 9 15. 8 12.5 4.5 2. 6 = 7.0 X = 8. 7 9. 8 10.0 5.0 X = 6.5 X X 16.0 X = 7.5 Let’s take all possible samples of size n = 2 from this population: 1.5 X = 7.0 3. 8 11. 9 9 X = 6.0 X = 7. 6 = 8.0 X = 8.5 X = 8. 6 = 8. 7 8.Suppose we have a population: 6 7 8 9 µ = 7.5 X = 7. 6 = 9. 9 14.0 13.5 What do you notice? Chapters 8 & 12: Page 4 . 7 6 7 8 9 6 7 X = 6.5 7.

The Mean The mean of the distribution of sample means is the mean of the population Chapters 8 & 12: Page 5 . Shape 1. Standard Deviation 3.X is rarely exactly µ But. Mean 2. most X are close to (or cluster around) µ Extreme values of X are rare You can determine the exact probability of obtaining a particular X p( X < 7)? = 3 / 16 Important properties of the sampling distribution of means: 1.

the sample mean produces a Chapters 8 & 12: Page 6 .The mean of the distribution of sample means is called expected value of X value that exactly matches the population mean X is an unbiased estimate of µ: on average.

The Standard Deviation of the Distribution of Sample Means σ X = Standard Error of the Mean σX = Variability of X around µ Special type of standard deviation. more reliable estimate of population parameter σ n Chapters 8 & 12: Page 7 . type of “error” Average amount by which X deviates from µ Less error = better.2.

σ X gets smaller as n increases (2) Variability in population (σ) Larger σ = larger standard errors Chapters 8 & 12: Page 8 .σ X influenced by two things: (1) Sample size (n) Larger n = smaller standard errors Note: when n = 1  σ X = σ σ as “starting point” for σ X .

3. n must be “sufficiently large” For most distributions  n ≥ 30 Chapters 8 & 12: Page 9 . The Shape Central Limit Theorem = Distribution of sample means will approach a normal distribution as n approaches infinity Very important! True even when raw scores NOT normal! What about sample size? (1) If raw scores ARE normal. a small n will usually suffice (3) If the raw scores are severely skewed. any n will do (2) If raw scores are not normal but are symmetrically distributed.

Why are Sampling Distributions Important? • Tell us the probability of getting a particular X . given µ & σ • Critical for inferential statistics! • Allow us to estimate population parameters • Allow us to determine if a sample mean differs from a known population mean just because of chance • Allow us to compare differences between sample means – due to chance or to experimental treatment? Sampling distribution is the most fundamental concept underlying all statistical tests Chapters 8 & 12: Page 10 .

10! z= x −µ σ where: σ X = n σx Chapters 8 & 12: Page 11 .Working with the Distribution of Sample Means If we assume DSM is normal (again. we can do this if raw scores are normally distributed or n is at least 30) AND If we know µ & σ We can use the Normal Curve & Table E.

what is the probability that your sample’s IQ will be 105 or greater? Step 1: Convert to Z-score: z= x −µ σx 15 15 = =3 σX = 25 5 z= 105 −100 = 1. Assuming that IQ is normally distributed with µ = 100 and σ = 15.67 3 Step 2: See Table E.0475 Example: Repeat the same problem in the previous example.Example: Suppose you take a sample of 25 high-school students. 10 The probability of the sample having a mean of 105 or greater is: 0. and measure their IQ. but assume your sample size is 64 Chapters 8 & 12: Page 12 .

875 Step 2: See Table E.875 σX = 64 8 z= 105 −100 = 2.67 1.0038 Chapters 8 & 12: Page 13 . 10 The probability of the sample having a mean of 105 or greater is: 0.Step 1: Convert to Z-score: z= x −µ σx 15 15 = =1.

5) = 102.6 Chapters 8 & 12: Page 14 .5 σX = 36 6 Step 2: See Table E. if n = 36? σ Step 1: Find σ X = n 15 15 = = 2.Example: What X marks the point above which sample means are likely to occur only 15% of the time. 10 : Z = ? Step 3: Solve for X : X = µ + Zσ X X = 100 + (?)(2.

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