Sampling Distribution of the Mean

Why Study Sampling Distributions

 Otis Lift Company is responsible for repair and maintenance
of its lifts. A typical lift has a capacity for roughly 20
persons and carries a maximum weight of 3000 lb.

 What is the chance that a random sample of 20 persons

have a total weight exceeding 3000 lb ?

OR

 What is the chance that the mean weight of 20 persons

exceeds 150 lb ?
 Basic Definitions
 The purpose of a sample survey is to obtain information
about a (numerical) characteristic of a population based
on information gained from the sample.

 A random sample of size n taken from a population of size

N, is said to be a simple random sample if each member
of the population has an equal chance of being selected.

 Sampling is said to be done with/without replacement if

the same member can be selected more than once/not.

 Simple random sampling (SRS) without replacement is the

fundamental technique used in surveys.
 Sampling Distribution Defined

 Probability distribution of a random variable,

values are obtained by sampling from a population
 e.g. sample mean, sample proportion

 Sampling distribution is constructed by taking all

possible samples of a certain size from a population
 Developing Sampling
Distributions

 Assume there is a population, N=4 …

 Age of individuals : 18, 20, 22, 24
B D

C
 Population Characteristics
N

∑X i
µ= i =1

N .25 .25 .25 .25

18 + 20 + 22 + 24
= 21
4
N

∑( X −µ)
2
i
σ =
i =1
2.236 A B C D
N (18) (20) (22) (24)

Uniform distribution
 Construct Sampling Distribution
SRS, n=2, with replacement

16 possible samples 16 sample means

1st 2nd Observation 1st 2nd Observation

Obs 18 20 22 24 Obs 18 20 22 24
18 18,18 18,20 18,22 18,24 18 18 19 20 21
20 20,18 20,20 20,22 20,24 20 19 20 21 22
22 22,18 22,20 22,22 22,24 22 20 21 22 23
24 24,18 24,20 24,22 24,24 24 21 22 23 24
 Construct Sampling Distribution
(continued)

Sampling Distribution of Sample Mean

1st 2nd Observation _

P(X)
Obs 18 20 22 24
.3
18 18 19 20 21
.2
20 19 20 21 22
.1
22 20 21 22 23 _
0 X
24 21 22 23 24 18 19 20 21 22 23 24
 Summary Measures
µ X = ∑ X i P( X i )
1 2 3 4 3 2 1
= 18( ) + 19( ) + 20( ) + 21( ) + 22( ) + 23( ) + 24( )
16 16 16 16 16 16 16
= 21

σX = ∑ i X P( X i )
( X − µ ) 2

1 2 1
= (18 − 21) 2 ( ) + (19 − 21) 2 ( )... + ( 24 − 21) 2 ( )
16 16 16

= 1.5811
What do you notice ?
 Population Distribution vs Sampling
Distribution of X
Population Distribution of X
N=4 n=2
µ =
21 σ 2.236 =µ_X 21
= σ X 1.58
P(X)
.3 .3
.2 .2

.1 .1

0 0 _
A B C D 18 19 20 21 22 23 24 X
(18) (20) (22) (24)
 Properties of Summary Measures

µX = µ

 Works for sampling without replacement as well !

 Properties of Summary Measures

σ
σX =
n

 σX is also called the standard error (s.e.)

 Also works for sampling from large populations
without replacement !
 Sampling from Normal Populations
Population Normal
σ = 10

µX = µ
σ µ = 50
σX = Sampling Distribution Normal
n n=4 n = 16
σX =5 σ X = 2.5

µ X = 50
Sampling from Non-Normal Populations

Population Non-normal
σ = 10

µX = µ µ = 50
σ Sampling Distribution
σX =
n n=4 n = 30
σX =5 σ X = 1.8

µ X = 50
 Central Limit Theorem
Sampling
As n gets large
distribution
enough … (≥30)
becomes
almost
normal
regardless
of shape of
population

X
 Example:
= µ 8,=
σ = 2, n 25
P ( 7.8 < X < 8.2 ) =
?
 7.8 − 8 X − µ X 8.2 − 8 
P ( 7.8 < X =
< 8.2 ) P  < < 
 2 / 25 σ X 2 / 25 
= P ( −0.5 < Z < 0.5) = .3830

Sampling Distribution Standard

2 Normal Distribution
σX
= = .4 σZ =1
25

7.8 8.2 X −0.5 0.5 Z

µX = 8 µZ = 0