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Sampling distributions

for sample means

We take many random samples of a given size n from a population with mean μ and standard deviation σ. Some sample means will be above the population mean μ and some will be below, making up the sampling distribution.

Sampling distribution of “x bar”

IPS chapter 5.2

Histogram of some sample averages

© 2006 W.H. Freeman and Company

**Objectives (IPS chapter 5.2)
**

Sampling distribution of a sample mean

For any population with mean μ and standard deviation σ: The mean, or center of the sampling distribution of x bar, is equal to the population mean μ : μx = μ. The standard deviation of the sampling distribution is σ/√n, where n is the sample size : σx = σ/√n.

Sampling distribution of x bar

Sampling distribution of x bar For normally distributed populations The central limit theorem Weibull distributions

σ/√n

μ

**Reminder: What is a sampling distribution?
**

Mean of a sampling distribution of x bar: The sampling distribution of a statistic is the distribution of all possible values taken by the statistic when all possible samples of a fixed size n are taken from the population. It is a theoretical idea — we do not actually build it.

There is no tendency for a sample mean to fall systematically above or below μ, even if the distribution of the raw data is skewed. Thus, the mean of the sampling distribution of x bar is an unbiased estimate of the population mean μ — it will be “correct on average” in many samples.

The sampling distribution of a statistic is the probability distribution of that statistic.

**Standard deviation of a sampling distribution of x bar:
**

The standard deviation of the sampling distribution measures how much the sample statistic x bar varies from sample to sample. It is smaller than the standard deviation of the population by a factor of √n. variable than individual observations. Averages are less

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difficulty. If only one measurement is made.2).5) = 0. we even make do with just one. and make a histogram of these 1000 means. The distribution of the sample mean IQ is: A) Exactly normal. standard deviation 1. what is the probability of such a misdiagnosis? z= ( x − μ ) 3.414 D) Approximately normal. σ = 0. below 3.414) Sampling distribution of x for n = 10 observations Sampling distribution of x for n = 25 observations Application Hypokalemia is diagnosed when blood potassium levels are low. standard deviation 20 B) Approximately normal. for example. σ/√n). Sometimes the cost. Blood samples/biopsies: No more than a handful of repetitions acceptable. Let’s assume that we know a patient whose measured potassium levels vary daily according to a normal distribution N(μ = 3. Opinion polls have a limited sample size due to time and cost of operation. mean 112 . mean 112 . Income. standard deviation 0. σ = 20) Sampling distribution for n = 200 is N(μ = 112.8 0. sample sizes are increased for better accuracy. σ/√n). σ /√n = 1. z= (x − μ) σ = 3. calculate the sample mean for each. the mean IQ is 112 with standard deviation 20. what is the probability that this patient will be misdiagnosed hypokalemic? Income distribution Let’s consider the very large database of individual incomes from the Bureau of Labor Statistics as our population. calculate the sample mean for each. Suppose 200 adults are randomly selected for a market research campaign. sample In a large population of adults. standard deviation 1.8. P(z < −1. Population Not all variables are normally distributed.2 z = −1. when n is large enough. is typically strongly skewed.8 = σ n 0. If the population is N(μ. We take 1000 SRSs of 100 incomes. standard deviation 20 C) Approximately normal. the sampling distribution of x bar is approximately normal: ~ N(μ. mean 112. and make a histogram of these 1000 means.0668 ≈ 7% If instead measurements are taken on 4 separate days. Which histogram corresponds to the samples of size 100? 25? 2 . Is x still a good estimator of μ then? IQ scores: population vs. It is strongly right skewed. During election times.2 4 z = −3.0013 ≈ 0. or preciousness of what is studied drastically limits any possible sample size. We also take 1000 SRSs of 25 incomes.5mEq/dl.5 − 3. Often. P(z < −1.5) = 0. Population with strongly skewed distribution Sampling distribution of x for n = 2 observations C) Approximately normal. mean 112.1 The central limit theorem Central Limit Theorem: When randomly sampling from any population with mean μ and standard deviation σ.414 Population distribution : N(μ = 112.1% Note: Make sure to standardize (z) using the standard deviation for the sampling distribution.5 − 3.For normally distributed populations When a variable in a population is normally distributed. though. mean 112. the sampling distribution of x bar for all possible samples of size n is also normally distributed. Sampling distribution Practical note Large samples are not always attainable. σ) then the sample means distribution is N(μ.5.

Your height is a mean. Example: Height seems to be determined by a large number of genetic and environmental factors. Further properties Any linear combination of independent random variables is also normally distributed. even for strange population distributions we can assume a normal sampling distribution of the mean and work with it to solve problems. The “individuals” are genes and environmental factors. More generally.How large a sample size? It depends on the population distribution. n = 25 isn’t a huge sample. A sample size of 25 is generally enough to obtain a normal sampling distribution from a strong skewness or even mild outliers. even if the events have different distributions (as long as no one random event dominates the others). like nutrition. Why is this cool? It explains why the normal distribution is so common. More observations are required if the population distribution is far from normal. the central limit theorem is valid as long as we are sampling many small random events. 3 . In many cases. Thus. A sample size of 40 will typically be good enough to overcome extreme skewness and outliers.

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