3 Sampling

1. Simple Random Sampling

2. Distributions of Sample Means

Section 3.1 Simple Random Sampling

Simple random sampling: all the samples with the same size are equally likely
to be chosen.

Suppose we want to know the mean income of all families in a city. The
population is therefore the incomes of all families in the city. We then select
randomly a family from a city and know its income. Therefore we say that the
income of a family randomly selected is a random variable. We define the
distribution of the population as the distribution of this random variable.

Sampling with replacement: replacing (putting back) each sampled element

before selecting subsequent elements.

Example Suppose we have a population: 1, 1, 5 and 11.

The following table shows all possible samples and their means and variances for
sampling with replacement when the sample size is 2.

Sample Values in the sample Sample mean Sample variance

1 1 1 1 0
2 1 1 0 2
3 1 5 2 18
4 1 11 5 72
5 1 1 0 2
6 1 1 1 0
7 1 5 3 8
8 1 11 6 50
9 5 1 2 18
10 5 1 3 8
11 5 5 5 0
12 5 11 8 18
13 11 1 5 72
14 11 1 6 50
15 11 5 8 18
16 11 11 11 0
Average 4 21

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Theorem For simple random sampling with replacement,
E( X )  ,
where  is the population mean.

Var( X )   2  n,

E(S2)   2,
where  2 is the population variance and n is the sample size.

The standard deviation of X is called the standard error of the mean and is
denoted by 𝜎𝑋 .

Example (continued)
For the population,
  (1  1  5  11)  4  4,

 2  [(1  4)2  (1  4)2  (5  4)2

 (11  4)2]  4  21.

According to the tables before,

E( X )  4  

E(S2)  21   2

Var( X )  [(1  4)2  (0  4)2  (2  4)2  …  (8  4)2  (11  4)2]  16

 10.5  21  2
 2  n

If the population size is very large, the results of sampling with and without
replacement will have very small differences.

From now on, all theoretical results in this course are based on simple random
sampling with replacement, and we always assume that the population size is very
large so that these results can also be applied to simple random sampling without
replacement.

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Section 3.2 Distributions of Sample Means

Theorem 1
If the distribution of a population is N(,  2), then the mean
X of a sample of size n drawn from the population will follow N(,  2  n), that
𝑋−𝜇
is, will follow N(0, 1).
𝜎/√𝑛

Example 1 Suppose a population follows N(, 202). Let n be the size of a sample.

Example 2 A soft-drink vending machine is set so that the amount of drink

dispensed is a normal random variable with a mean of 200 millilitres and a
standard deviation of 15 millilitres. What is the probability that the average
amount dispensed in a random sample of size 36 is at least 204 millilitres?

[Solution] According to Theorem 1, the sample mean X follows

N(200, 152  36), that is, N(200, 2.52).

P(𝑋  204)
𝑋−200 204−200
 P( ≥ )
2.5 2.5
 P(Z  1.6)  P(Z  0)  P(0  Z  1.6) where Z follows N(0, 1).

 0.5  0.4452  0.0548

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Example 3 The number of pizzas consumed per month by a university student
randomly selected is normally distributed with a mean of 10 and a variance of 9.

(a) What is the probability that more than 12 pizzas per month are consumed by
a random selected university student?

(b) What is the probability that more than 275 pizzas per month are consumed
by a random sample of 25 students?

[Solution] Let X be the number of pizzas consumed per month by a university

student randomly selected. Then X follows N(10, 9).
𝑋−10 12−10
(a) P(X  12)  P( ≥ )
3 3
 P(Z  0.67)  0.5  P(0  Z  0.67)

 0.5  0.2486  0.2514

275
(b) P(𝑋 > )
25
 P(𝑋  11)
𝑋−10 11−10
 P( ≥ ) P(Z  1.67)
3/√25 3/√25

 0.5  P(0  Z  1.67)  0.5  0.4525

 0.0475

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