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Unbiased estimator – average value determined over many different samples which is
equal to the population parameter.
SYMBOLS
Population Sample
(Parametric) (Statistic)
Mean 𝝁 ഥ
𝒙 (mean of the samples)
Variance 𝝈 𝟐 𝝈 𝟐
(known population𝜎 2 )
ഥ
𝒙
𝒔𝟐 (unknown population 𝜎 2)
Standard Deviation 𝝈 𝒙ഥ (known population 𝜎)
𝝈
𝒔 (unknown population 𝜎)
FORMULAS
Population (Parametric) Sample (Statistic)
𝜎2
𝜎 2 𝑥ҧ = (with replacement)
𝑛
𝜎2 𝑁−𝑛
𝜎 2 𝑥ҧ = ∙ (without replacement)
𝑛 𝑁−1
2
Standard Deviation 𝜎= σ 𝑃(𝑋) ∙ 𝑋 − 𝜇 2 𝜎 𝑥ҧ = σ 𝑃(𝑥)ҧ ∙ 𝑥ҧ − 𝜇 𝑥ҧ or
𝜎
𝜎 𝑥ҧ = (with replacement)
𝑛
𝜎 𝑁−𝑛
𝜎 𝑥ҧ = ∙ (without replacement)
𝑛 𝑁−1
1 1 1/4 1/4 16
5 1 1/4 1 1/4 4
10 1 1/4 2 1/2 1/4
20 1 1/4 5 30 1/4
1 𝝁=𝟗 𝛔 𝟐 =50.50
𝛔 =7.106
b.1 How many sample of size 2 (n = 2) is to be taken from this
Solution: population:? List them and compute the mean of each sample.
b.1 Since the size of the population is 4, we have N=4. We shall draw a sample of 2 from
this population, n =2. Thus, the number of samples of size 2 with replacement that can be
drawn from this population is computed as follows: 𝑁, 𝑛 = 𝑁 𝑛 → 4,2 = 4 2 = 16.
The number of all samples of size 2 is 16. The table below shows the list of all possible
samples with their corresponding means.
Samples (with replacement) Mean Samples (with replacement) Mean
₱1, ₱1 ₱1 ₱10, ₱1 ₱5.5
₱1, ₱5 ₱3 ₱10, ₱5 ₱7.5
₱1, ₱10 ₱5.5 ₱10, ₱10 ₱10
₱1, ₱20 ₱10.5 ₱10, ₱20 ₱15
₱5, ₱1 ₱3 ₱20, ₱1 ₱10.5
₱5, ₱5 ₱5 ₱20, ₱5 ₱12.5
₱5, ₱10 ₱7.5 ₱20, ₱10 ₱15
₱5, 20 ₱12.5 ₱20, ₱20 ₱20
b.1.1 Construct the sampling distribution
Solution: of the sample means. With replacement
ഥ
Sample Mean 𝒙 Frequency 𝒇 Probability 𝑷(ഥ
𝒙)
1 1 1/16
3 2 1/8
5 1 1/16
5.5 2 1/8
7.5 2 1/8
10 1 1/16
10.5 2 1/8
12.5 2 1/8
15 2 1/8
20 1 1/16
Total = 16 1
b.1.2 Determine the mean, variance and standard
Solution: error of the sample means. With replacement
ഥ
Sample Mean 𝒙 Frequency 𝒇 Probability 𝑷(ഥ
𝒙) ഥ ∙ 𝐏(ഥ
𝒙 𝒙) 𝐏(ഥ ഥ − 𝛍 𝒙ഥ
𝒙) ∙ 𝒙 𝟐
1 1 1/16 1/16 4
3 2 1/8 3/8 4 1/2
5 1 1/16 5/16 1
5.5 2 1/8 11/16 1 17/32
7.5 2 1/8 15/16 9/32
10 1 1/16 5/8 1/16
10.5 2 1/8 1 5/16 9/32
12.5 2 1/8 1 9/16 1 17/32
15 2 1/8 1 7/8 4 1/2
20 1 1/16 1 1/4 7 9/16
16 1 𝛍 ഥ𝒙 = 𝟗 𝝈𝟐 ഥ𝒙 = 𝟐𝟓. 𝟐𝟓
𝝈ഥ𝒙 = 𝟓. 𝟎𝟐𝟓
Note that 𝜎 = 7.106 The mean value of n=2 with replacement is ₱9, with
𝜎 7.106
Using the formula 𝜎 𝑥ҧ = = = 5.025 a variance of ₱16.83 standard deviation of ₱ 4.1
𝑛 2
b.2 How many sample of size 2 (n = 2) is to be taken from this
Solution: population:? List them and compute the mean of each sample.
b.2 Since the size of the population is 4, we have N=4. We shall draw a sample of 2 from this
population, n =2. Thus, the number of samples of size 2 without replacement that can be drawn
𝑁! 4!
from this population is computed as follows: P 𝑁, 𝑛 = → P 4,2 = = 12
𝑁−𝑛 ! 4−2 !
The number of all possible samples of size 2 is 12. The table below shows the list of all possible
samples with their corresponding means.
ഥ
Sample Mean 𝒙 Frequency 𝒇 Probability 𝑷(ഥ
𝒙)
3 2 1/6
5.5 2 1/6
7.5 2 1/6
10.5 2 1/6
12.5 2 1/6
15 2 1/6
Total=12 1
b.2.2 Determine the mean, variance and standard
Solution: error of the sample means. Without replacement
ഥ
Sample Mean 𝒙 Frequency 𝒇 Probability 𝑷(ഥ
𝒙) ഥ ∙ 𝐏(ഥ
𝒙 𝒙) 𝐏(ഥ ഥ − 𝛍 𝒙ഥ
𝒙) ∙ 𝒙 𝟐
3 2 1/6 1/2 6
5.5 2 1/6 1 2
7.5 2 1/6 1 1/4 3/8
10.5 2 1/6 1 3/4 3/8
12.5 2 1/6 2 2
15 2 1/6 2 1/2 6
Total=6 1 𝛍 𝒙ഥ = 𝟗 𝝈𝟐 𝒙ഥ = 𝟏𝟔. 𝟖𝟑
𝝈𝒙ഥ = 𝟒. 𝟏
Note that 𝜎 = 7.106
The mean value of n=2 is ₱9, with a
Using the formula 𝜎 𝑥ҧ =
𝜎
∙
𝑁−𝑛
=
7.106
∙
4−2
= 4.1
variance of ₱16.83 standard deviation of
𝑛 𝑁−1 2 4−1
₱ 4.1
The following table gives monthly salaries (in thousands of pesos) of six
Example 2 officers in a government office. Suppose that random variable of size 4
are taken from this population of six officers.
Officer Salary
A 8
B 12
C 16
D 20
E 24
F 28
a. Compute the mean (μ),variance 𝜎 2 and the standard deviation 𝜎
b. How many sample of size 3 (n = 3) is to be taken from this population?
b.1With replacement
b.1.1 Determine the mean (𝛍 𝒙ഥ ), variance (𝝈𝟐 𝒙ഥ ) and standard error (𝝈𝒙ഥ ). of the sample means.
b.2 Without replacement
b.2.1 Determine the mean (𝛍 𝒙ഥ ), variance (𝝈𝟐 𝒙ഥ ) and standard error (𝝈𝒙ഥ ). of the sample means
a. Compute the mean (μ),variance 𝜎 2 and the
Solution: standard deviation 𝜎
a. To compute the population mean, variance and the standard
deviation of the population, proceed as follow:
𝐗 Frequency Probability 𝐏(𝐗) 𝐗 ∙ 𝐏(𝐗) 𝐏(𝐗) ∙ 𝐗 − 𝝁 𝟐
error 𝝈𝒙ഥ=
𝜎
𝑛
∙
𝑁−𝑛
𝑁−1
Note that previously μ = 18, 𝜎 2 = 46.67, = 𝜎 = 6.83
Hence, 𝛍 𝒙ഥ = 18
𝟐 𝜎2 𝑁−𝑛 46.67 6−3
𝝈 ഥ
𝒙 = ∙ = ∙ = 9.334
𝑛 𝑁−1 3 6−1
The mean value of n=3 without
𝜎 𝑁−𝑛 6.83 6−3 replacement is ₱18000, with a
𝜎 𝑥ҧ = ∙ = ∙ = 3.05 variance of ₱9334 standard
𝑛 𝑁−1 3 6−1
deviation of ₱ 3050