Sampling Distribution of

Sample Mean
Statistics are Random Variables
q Different random samples yield different statistic values.

A random variable takes numerical

values that describe the outcomes of
some random experiment.

q We can think of a statistic as a random variable.

§ Sampling is the random expriment.
§ Statistics are the numerical values describing the outcomes.
Population Distribution vs Sampling
Distribution
Population Distribution
q Distribution of values of the
variable among all individuals in
the population
q For example, Hb level of all the
breast-fed infants
Sampling Distribution
q Distribution of values of
statistic in all possible samples
of the same size from the same
population
q For example, average Hb level
of all possible samples of size 20
from all the breast-fed infants
Sampling Distribution of Sample Mean

q Sample Mean of Simple Random Sample (SRS)

q Law of Large Number

q Central Limit Theorem

Law of Large Numbers
q The law of large numbers assures us that if we measure
% will eventually get very
enough subjects, the statistic X
close to the unknown parameter µ.

Law of Large Numbers

 %
Mean and SD of X
q Mean of the distribution of X% is population mean µ. The
sample mean is an unbiased estimate of the population
mean µ.
% is σ /√n, where n is the sample
q SD of the distribution of X
size. It is smaller than the standard deviation of the
population by a factor of √n.
q It is true no matter what shape the population distribution
has.
 %
Sampling distribution of X
Under Normal Population Distribution

If population distribution (individual

observations) is N(µ,σ), then the sample mean
X% of an SRS of size n has the N(µ, σ/√n)
distribution, regardless of the sample size n.
 %
Sampling distribution of X
Under Normal Population Distribution
Subject 1 𝜎=1
X1
Subject 2
X2
Subject 3
X3
.
.
. −4 −2 0 2 4

.
𝜇=0
Subject 10,000
Population size: X10,000
10,000
X ~ N(0,1)
 %
Sampling distribution of X
Under Normal Population Distribution
𝜎 1
SRS size 16 = = 0.25
X# 16 4
SRS size 16
X#
SRS size 16
X#
.
.
.
.

SRS size 16
About 4.7x1050 X#
different samples of −4 −2 0 2 4

size 16 𝜇=0
 %
Sampling distribution of X
Under Normal Population Distribution
Central Limit Theorem
q What is the shape of the sampling distribution of sample
means when the population distribution isn’t Normal?

Central Limit Theorem

Central Limit Theorem
q Draw an SRS of size n from any population with mean µ
and finite standard deviation σ. When n is large, the
sampling distribution of the sample mean X % is
approximately N(µ, σ/√n).
q When the sample is large enough, the distribution of
sample means X% is very close to Normal, no matter what
shape the population distribution has.
q n ≥ 30.
Sample Means vs Individual
Observations

q Sample means are less variable than individual observations.

q Sample means are more Normal than individual observations.

Example
Based on service records from the
past year, the time (in hours) that a
technician requires to complete
preventive maintenance on an air
conditioner follows a distribution that
is strongly right-skewed, and whose
most likely outcomes are close to 0.
The mean time is µ = 1 hour and the
standard deviation is σ = 1.
Example
q Your company will service an SRS of 70 air conditioners.
You have budgeted 1.1 hours per unit. Will this be
enough?
q What is chance that the average time is larger than 1.1
%
hours? Pr(X>1.1)=?
Example
q µ = 1 and σ = 1.
q n = 70 ≥ 30.
q Central Limit Theorem can be applied.
% approximately ~ N(µ, σ/√n)
X
= N(1,1/ √70)
= N(1, 0.12)
Example
% ~ N(1, 0.12) approximately
q X
%
q Pr(X>1.1) = area to the right of 1.1 under N(1, 0.12).
q z=(1.1-1)/0.12 = 0.83.
%
Pr(X>1.1) = area to the right of 1.1 under N(1, 0.12)
= area to the right of 0.83 under N(0,1)
= 1 – 0.7967 = 0.2033
q If you budget 1.1 hours per unit, there is a 20% chance the
technicians will not complete the work within the budgeted time.