Survey of Various Sampling Distributions

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Survey of Various Sampling Distributions

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Sampling Distribution

Definition : Let X1 , . . . , Xn be a collection of random variables. We say

that they are identically distributed if they have a common distribution.

is a random sample, if they are independent and identically distributed.

Remarks :

We will model an experiment with n independent trial as a random

sample.

The common distribution is called the population.

The mean of this common distribution is called the population mean

and is denoted , in other words E(Xi ) = , for i = 1, 2, . . . , n.

The variance of this common distribution is called the population

variance and it is denoted 2 , in other words V (Xi ) = 2 for i =

1, 2, . . . , n.

statistic is a random variable and its probability distribution is called its

sampling distribution.

sampling distribution of the sample mean X for a sample of size n from a

population with a mean and a variance 2 .

Theorem : Let X and Y be random variables. A linear combination of

X and Y is

W = a X + b Y,

where a and b are real numbers. The expectation of the linear combination

is

E[W ] = a E[X] + b E[Y ].

combination is

V [W ] = a2 V [X] + b2 B[Y ].

Example 28 : Use the above result to show that for a random sample

of size n from a population of mean and standard deviation , we have

(a)

E(X) =

and

Var(X) =

2

.

n

P

P

n

( ni=1 Xi2 ) ( ni=1 Xi )2 /n

1 X

2

(Xi X) =

.

S =

n 1 i=1

n1

2

unbiased estimators of and 2 , respectively.

So now we know that mean and the variance of X. But what is the

sampling distribution of X ? Here a few results that we help us answer this

question.

Theorem : Let X1 , . . . , Xn be independent normal random variables

such that Xi N (i , i2 ) for i = 1, . . . , n. Let

Y = a1 X 1 + a2 X 2 + . . . + an X n ,

that is Y is a linear combination of X1 , . . . , Xn . Then, Y has a the following

normal distribution :

!

n

n

X

X

N (E[Y ], Var[Y ]) = N

ai i ,

a2i i2 .

i=1

i=1

population with a mean and a variance 2 . The mean of the n normal

random variables,

X1 + . . . + Xn

X=

,

n

is a normal random variable. That is, X N (, 2 /n). Thus,

X E(X)

X

N (0, 1).

Z= q

=

/ n

V (X)

distributed with a mean of 5.7 mg/dL and a standard deviation of 1 mg/dL,

calculate the probability that a random sample of nine healthy adult men

will have an average uric acid value between 5 and 6.

distribution of X ? A partial answer is giving in the following theorem.

a population with a mean and a variance 2 . Let be the cumulative

distribution function for the standard normal distribution N (0, 1). If

Zn =

X

,

/ n

then

lim FZn = .

sampling distribution of the sample mean with a normal distribution. We

will use the following rule-of-thumb : if n 30 then

X

N (0, 1)approximately.

/ n

more has mean of 2,940 mg and a standard deviation 1,476 mg. We have

random sample of 75 men and women aged over 60 years. What is the probability that the average daily sodium intake for these 75 individuals will be

more than 3100 mg ?

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