Sampling and Sampling Distributions

Sampling Distribution: with sample items X1, X2, Xn we do not know what the
observations will be, so each X1, X2 etc will be a random variable with the
populations mean and variance 2
As the number of observations increases, the sampling distribution of sample
mean becomes concentrated around the popn mean.
The variance of xxdecreases as sample size n increases.
Sample mean, xx=

Sample variance,

Xi
n
2
n

first step

assume population
normally distributed

sampling distribution of of
sample mean also has
normal distribution

can compute standard normal Z for

sample mean,
ie. can use standard normal Z to
compute probabilities

Z = , calculating mu
and sigma from the
popn mean and
variance

assume population NOT

normally distributed

central limit theorem: we can

show that the mean of a random
sample is normally distributed
(,2/n) if the sample size is large
enough

this is due to the law of large

numbers, which states that:
given a random sample of size n from
a popn, the sample mean will
approach popn mean as n becomes
large

regardless of the underlying

distribution. this is due to
variance becoming very
small.

 If parent population is normally distributed, sample mean is normal

distributed X~ N ( ,

) then xx~ N ( ,

2
n )

Central Limit Theorem:

1. normal distribution is a good approximation for the mean, as long as the
sample has a large enough number of observations.
A set of n independent random variables having identical distributions with mean
and variance

as n becomes large, the distribution of Z =

xx
/ n

approaches the standard normal distribution

n > 30
2. if the parent distribution is normal, the sampling distribution for sample
variance is related to the chi-squared distribution.
Sample Proportion
P=

X
n

where x is number of successes and is the sum of a set of n

independent Bernoulli variables.

Central limit theorem used to argue that P can be modelled as normally
distributed random variable.
Extension of binomial use when probability is either success or failure. And
taking sample from a population. find mean and standard dev. And use this to
change probability to standard normal variable, Z.
See list of formulas.
Sample variances.