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W8. 3 Statistics and Their Distributions
W8. 3 Statistics and Their Distributions
5.3 Distributions
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Example 19
Suppose that material strength for a randomly selected
specimen of a particular type has a Weibull distribution with
parameter values = 2 (shape) and = 5 (scale). The
corresponding density curve is shown in Figure 5.6.
Figure 5.6
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Example 19 cont’d
where and
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Example 19 cont’d
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Example 19 cont’d
Second, the six values of the sample mean are all different
from one another, as are the six values of the sample
median and the six values of the sample standard
deviation.
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Example 19 cont’d
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Statistics and Their Distributions
Definition
A statistic is any quantity whose value can be calculated
from sample data. Prior to obtaining data, there is
uncertainty as to what value of any particular statistic will
result. Therefore, a statistic is a random variable and will be
denoted by an uppercase letter; a lowercase letter is used
to represent the calculated or observed value of the
statistic.
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Statistics and Their Distributions
Thus the sample mean, regarded as a statistic (before a
sample has been selected or an experiment carried out), is
denoted by ; the calculated value of this statistic is .
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Statistics and Their Distributions
The probability distribution of specifies P( = 0),
P( = .5), and so on, from which other probabilities such as
P(1 3) and P( 2.5) can be calculated.
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Statistics and Their Distributions
The probability distribution of a statistic is sometimes
referred to as its sampling distribution to emphasize that
it describes how the statistic varies in value across all
samples that might be selected.
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Random Samples
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Random Samples
The probability distribution of any particular statistic
depends not only on the population distribution (normal,
uniform, etc.) and the sample size n but also on the method
of sampling.
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Random Samples
However, S2 cannot equal 0 if sampling is “without
replacement.” So P(S2 = 0) = 0 for one sampling method,
and this probability is positive for the other method.
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Random Samples
Definition
The rv’s X1, X2, . . . , Xn are said to form a (simple) random
sample of size n if
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Random Samples
Conditions 1 and 2 can be paraphrased by saying that the
Xi’s are independent and identically distributed (iid).
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Random Samples
In practice, if n/N .05 (at most 5% of the population is
sampled), we can proceed as if the Xi’s form a random
sample.
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Deriving a Sampling Distribution
Probability rules can be used to obtain the distribution of a
statistic provided that it is a “fairly simple” function of the
Xi’s and either there are relatively few different X values in
the population or else the population distribution has a
“nice” form.
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Example 20
A certain brand of MP3 player comes in three
configurations: a model with 2 GB of memory, costing $80,
a 4 GB model priced at $100, and an 8 GB version with a
price tag of $120.
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Example 20 cont’d
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Example 20 cont’d
Table 5.2 lists possible (x1, x2) pairs, the probability of each
[computed using (5.2) and the assumption of
independence], and the resulting and s2 values. [Note
that when n = 2, s2 = (x1 – )2(x2 – )2.]
Similarly,
(5.3)
(5.4)
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Example 20 cont’d
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Example 20 cont’d
From (5.3),
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Example 20 cont’d
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Example 20 cont’d
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Example 20 cont’d
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Example 20 cont’d
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Simulation Experiments
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Simulation Experiments
The second method of obtaining information about a
statistic’s sampling distribution is to perform a simulation
experiment.
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Simulation Experiments
The following characteristics of an experiment must be
specified:
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Simulation experiment
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Simulation experiment
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Simulation Experiments
The final aspect of the histograms to note is their spread
relative to one another.
For the larger sample sizes, most of the values are quite
close to 8.25. This is the effect of averaging. When n is
small, a single unusual x value can result in an value far
from the center.
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Simulation Experiments
With a larger sample size, any unusual x values, when
averaged in with the other sample values, still tend to yield
an value close to .
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