Biometrika Trust

The Distribution of Means for Samples of Size N Drawn from a Population in which the
Variate Takes Values Between 0 and 1, All Such Values Being Equally Probable
Author(s): Philip Hall
Source: Biometrika, Vol. 19, No. 3/4 (Dec., 1927), pp. 240-245
Published by: Biometrika Trust
Stable URL: http://www.jstor.org/stable/2331961 .
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THE DISTRIBUTION OF MEANS FOR SAMPLES OF SIZE N
DRAWN FROM A POPULATION IN WHICH THE VARIATE
TAKES VALUES BETWEEN 0 AND 1, ALL SUCH VALUES
BEING EQUALLY PROBABLE.

BY PHILIP HALL, B.A.

A PARTICULAR samplein whichthevariatex takesthevaluesx1,OC2, ..., X may

be represented by the point P = (x1, x2, ..., xNy) of N-dimensional
space. The
representativepointsof a large numberof sampleswill tendto be evenlydis-
tributedthroughout theinterioroftheunithypercube
0 <xi,1, (i=l, 2, ... ,N) . (1).
Let 0 be the originand I the point (1, 1, ..., 1). Then if M is the footof the
fromP on to OI, we have
perpendicular
Om
Mean ofsample= m = oi ......... (2), /
and
MP /
Standarddeviationofsample= = OI
We shallwrite p = Nm ................... (3).J
Then thepointswhosemeanis equal to m all lie
in theregioncut offby (1) on thehyperplane #/
N
i= .. . ..... (4)
and conversely.Hence in orderto findthe fre-
quencydistribution
of m it is onlynecessary
to calculatethe N - 1-dimensional
contentofthisregion.
Withthisobject,we considerthe" quadrants"
Xi (i= 1, 2,
'r 1 ......
N) .()
whosecorners
are thecorners
of (1). ThesewedivideintoN+ 1 setsaccording
to
thevalueof
N
r= r . (6),
i-1
so thatr= O,1, 2, ..., N. A quadrantoftheithset willbe calleda Qi. Thus the
numberofQi'sis N

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 PHILIP HALL 241

Let S be any point of Q, i.e. any point whose coordinatesare all > 0, and let
be > 1. ThenS willbelongtojust(s) Ql's,(2)Q2'S,
just s ofits coordinates
and (s) = 1Q. Now, if s > 0, we have

S ( 1)r(r = ? ................ (7).

Hence if whenevera pointof (4) belongsto a Qr we give it a " density"(-1)r and
then sum over all Q, the resultantdensitywill be equal to 1 or 0 accordingas the
pointin question belongs to (1) or not. Let the segment of (4) lying in QOhave
the contentVN(p). Then the segmentof (4) lying in (5) will have.the content
VN(p - r), (whichis 0 whenrap). And the segmentof (4) lyingin (1) will have
the content

E
(-1)(r)
whereK = [p] is the greatestintegerless thanp. ................ (8),
It remains to find VN(p). Let VN-1(p)VN(p-r)
be the content of the projectionof
VN(p) perpendicular to one of the axes, so that
VNT(P)= /NX VN-1(P).
Now VN(P) is the contentof the N-dimensionalregion boundedby (4) and the
coordinatehyperplanes,a region whose base is thereforeof contentVN(p). The
perpendicularfrom0 on to this base is equal to p/VlN. Hence

VN(P)= NX = X VN ( P) ........................... (9).

Since V2(p) = V/2p,we get
VN(P)= N 1)ipN1 .............. (10).
Substitutingin (8), we findforthe contentof the region commonto (1) and (4)
the value

f (p)= (fI) !O (_ J)r(N)(p r)N-l ........(11),

forvalues of p between K and K+ 1. To findthe actual frequencydistribution
of m, we note that ff(p) d (Pjf) - the volume of the hypercube= 1 and hence

f:(Nrn) dn= . The distributionF(m) ofrnis, therefore,

given by

(N-N1)! r=0 r ( N)}(12).

K cK+l

Naturallyy = F (i) is symmetricalabout m= . It consists of N arcs of degree

N- 1 having NA- 1-pointcontactat theirjoins, viz. at the points

B(icmrk2X....XN-1
Biometrikaxix 16

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242 Distributionof Means of Equally Probable Values
TheMoments.
These are definedby
Ma = (rM
j - J)aF(m) dm....................... (13)
of F, we have
Owing to the symmetry
Mf2a+=O, (a= O,1, ................ (14),

while M21= N~~~

IN[](_lr(f i(mi2 n- dm
2NN 112] Nr
(NNN-l Io 1) (r(- N) B (2a +1, N),
or using AN to denote the nth difference,
B(2a+1l N)( N 7Y
T N
(N-1)NX r=O (r) (2 )(
N
2 A(2a) I N (XVN+2) ........................ (15)',
(N +2a).! 22ax -
or, in termsof the generalisedpolynomialsof Bernoulli*definedby
B(-~N) ( )=V
O . AN XcN+. ,.,............................... ,(16))
(x)( + v)!(1)

M2a= 1
-2) .........(17).
These momentscan, however,be obtainedin a differentformand by an entirely
different
method.
f (x) of a variatex and write
We consideran arbitraryfrequencydistribution

=Jr+no
,sa SAf (x) dx .............................. (18).
I N
We may suppose a,,=1 and u, = 0. Then the distributionof means m=7Ni 1xi
forsamplesof size N will be given by
F (m) = A fif2... fNvd............................ (19),
wherefJ=f(xi) and dT is the N- 1-dimensional volume-element in the hyper-
plane (4), the integralbeing taken completelyover (4). Let us denoteby Ma the
momentsof this distribution.Then
r+0
MO=J F(m) dm= 1,
ifA = VN, whichwe accordinglysuppose,and
Ma = ...f* mfi ...
f2 . fNdxl...dXN,
_00 _ 00

1 a!
i.e. M as,! s2! ... S82N .(20),

* Not to be confusedwiththe B of the completeBeta-function

in formula(15).

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 PHILIP HALL 243

the summationbeing taken over all integersolutionsof

N

iXl
=1a... ..................... ss
(21).
Si>0, (i=1,2,...,N)}
Since pu,= 0, we may also add the conditionsj +-0. Now in our case
0-= (s =1, 2,)..
-
1 .................. (22).
f(m 1)28dm= (2)s+
Hence, we get
(2a)!
~... ...... (2)
2)
M24 = (2N)2a X (2s, + 1) ! (2s,, + 1) ! . .. (2sN + 1) !

taken as beforeover all integersolutionsof (21)*.

We returnnow to the generalformula(20) true forany frequency distribution.
To expressMa.as a polynomialin the p, let us take any partitionof a into N non-
negativesummands,and let therebe ao O's,a, l's, a2 2's and so on, so that
Yai=N, liaj=a, as>,0 ........................ (24).
to this partitionwill be
The numberof termsof (20) corresponding
N!
a0! a,1!
Hence we have
N
=
MaNaa 1 ao! a,!
! ...(2!a2 3! (3
(2 !)a2 /-t. L
O?laopala2
)a, ... *2(2) ................
........25),
the summationbeing nowextendedto all possiblepartitionsof(24). For example,
the firstfewcases may be writtendown(rememberingp1= 0) as follows:
m =0

M = 2

3N2
1N3[,u ... .(26).
M4 +3 (N- 1) j2] (2)

M0 =I[F +10 (N-1),u p2]

Me = NJ[so+ 15 (N-1)l)/44/.L+ 10 (N-1) 33+ 15 (N-1) (N- 2) I]A

* That (17) and (23) are consistentmay be seen, e.g. by consultingN6rlund'sDifferenzenrechnung

and comparingthe sixthequation of p. 139 withthe last equation of the same section,on p. 140. The
actual values of the M2a for the firstfewvalues of a may be read offfromN6rlund'stable 6, p. 460,
D(-N) Tue.
that in his notation,
remembering M2=-2N.
?2 11 {2N- Thus e.g. as followsalso from(26) and t22).
ov26lad(2) , s olos lo
16-2

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244 of Means ofEqually Probable Values
Distribution
Introducingthe /3'sby the formulae

/328-2=
-
3828S1 = /t28+2
.. (27),
and similarlyforthe B's in termsof the M's, we have

B=N

B2 32--N 2- 3
- 10/3 ............ (28).
B3- OB, -=

B4-15B2-1OB, + 30= 4-1582-10,1 + 30

..................j

As N--oo, the dominantterm in (25) is that which correspondsto a partition

havingthe smallestpossible value forao. This is the partition(2 2 ...) if a is even
and (3 2 2 ...) if a is odd. Hence, we have as N--oo
1 (2a)! N!
N'if2 (2ra!) (N -a)!

or Mr (2a-1)(2a-3). .53( N) H {(2r-1)M2} (29),

N/ r=1 ......
while M2l
1 (2a +1)! N!
N2a+l (2 !)a-13! (N - a)! (a - 1)!
2
or M,0+ 'a (2a + 1) (2a-1) (2a-3)... 5. 3
."fa+:3 (30).
Whence B2'_2 ~ (2a-1) (2a-3)...7.5.3. ................3.. (31),

B2afi3 i(a -1) (2a -1) (2a -3) . .. 7. 5.5381= (a - 1) BB2a^_2 .. *(32).

If we change our unit of lengthin the ratio 1 VN*, we see at once fromthese
equationsthat the new monments tend to normal-curvevalues as N-poo.

EDITORIAL NOTE.

Proceedingby completelydifferentmethods,Irwin and Hall have obtained

equations for the frequencydistributionof means in samples froma population
followinga "rectangular"law of distribution(p. 236, (19) and p. 241, (12)). Their
results are of considerableinterest,not onlyin themselves,but forthe lightthey
throwupon the distributionof momentsin samples frompopulationsin whichthe
variablelies withina finiteor limitedrange.
Hall makesuse of a conceptionwhichhas been employedin connectionwiththe
samplingdistributionof meansand standarddeviationsfroma Normalpopulationt,
* So as tomaintain standard
a constant as N inereases.
deviation
t R. A. Fisher,Biometrika,Vol.x. p. 507.

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 PHILIP HALL 245

thesampleofN bya point(x1,x2,...,

representing xN) in an N-dimensional
density
space. For a populationoflimitedrainge,obeyinga law y =f (x), we have,choosing
suitable units, 0 < x < 1, so that the appropriatedensityfield will be the unit
hyperculbe, withpointdensityat (xl, x2, ...* xN) off (cl) f (x2)..f (xN). In the case
of the "rectangular"populationforwhichf (x) is constant,the densityis uniform
throughoutthe hypercube,but forotherformsof distribution, as forexample that
of the general Type I curve,this will not be so. The frequencydistributionof
means, mn, in samples of N, will still however be obtained by integratingthe
densitythroughoutthe N- 1-dimensionedregion withinthe hypercubelying at
rightanglesto the diagonalaxis x1= x2= ... = xN. Justas forHall's simplecase,
it would appear that the law representingthe contentof this regionwill change
its format the N- 1 points m= Ic/N ( = 1, 2, ..., N - 1) so that the resulting
distributionof means will consistof N connectedarcs.
In the simple case of N= 3, the positioncan be grasped visuallyfromHall's
diagram (p. 240). The frequencyof m is here proportionalto the integral of
a densityf (x,) f (x2) f (x3) over the plane perpendicularto the diagonal 01. This
plane is representedas cutting 01 in M where OM/OI = m. As M movesaway
from0 the law of distributionremainsof the same formuntilOM = 01I when the
sectionof the plane by the cube changes froma triangleto a hexagon. The new
law holds until OM= 2 01, when the section changes back froma hexagon to
a triangle,and the thirdlaw holds until M reachesI and m = 1. For the special
case of the "rectangular" population,Irwin deduces these three laws fromthe
generalequationsforN= 2, 3 and 4 on pp. 237-238.
It seems probablethat the solutionoutlinedby Irwin at the end of his paper,
forType II curves,will lead also to a systemof separate arcs,as the consideration
of the hypercubesuggests.
The case of the Type III curveis of interestas formaing a transitiontype; one
limitof range is removedto infinity, so that onlyone cornerof the hypercubelies
at a finitepoint. As M moves away from0 along the diagonal (Hall's figure)the
shape of the regionlyingat rightangles to this line,throughoutwhichthe density
is to be integrated,does not change as long as. m remainsfinite. Consequently
thereis a singlelaw of distributionof means,as given firstby Churchand later by
Irwin (p. 229, (7)). This should also be true forType VI curves (limited in one
direction),as well as forType IV wherethe densityfieldwill fillthe whole of the
N-dimensionalspace, as forthe Normal curve.
A consideration of the hypercubealso suiggeststhat the distribution of standard
deviationsin samplesfroma limitedrangepopulationwill also consistof connected
arcs. With the letteringof Hall's figure,the standard deviationof the sample is
C-= MP/OI, and the frequency of a givenvalue of a- willbe obtainedby integrating
the densitythroughout the regionforwhichMP is constant,whichmaybe described
as a "hypercylinder," with axis 01, and cross-sectionan (N - 1)-dimensioned
hypersphere.As MP increasesthe law representingthe formof this regionwill
changeaccordingto the numberof facesof the hypercubewhichit cuts. E. S. P.

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