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Simple Random Sample

Sampling distribution of mean

IF:

• data are normally distributed with mean µ and standard

deviation σ, and

• random samples of size n are taken,

• THEN:

is also normally distributed.

What is the mean of all of the sample means ?

Mean and Standard Deviation of X

mean = µ x = µ

σ

standard deviation = σ x =

n finite population

correction factor

If the population is finite of size N then

used if

σ N −n n

σx = ≥0.05

n N −1 N

Averages are less variable

than individual observations

Example: mean wages

The mean wage per hour for all 5000 employees is $ 17.50

and the standard deviation is $ 2.90.

Let x be the mean wage per hour for a random sample of 30

employees.

What is the mean and standard deviation of x ?

N = 5000 , µ = $ 17.50, σ = $ 2.90

The mean of the sampling distribution is µ x = µ = $ 17.50

n = 30, N = 5000, so n/N = 30/5000 = 0.006 < 5% so we use

σ 2.90

σx = = = $ 0.529

n 30

Central Limit Theorem

• Even if data are not normally distributed, as long as you

take “large enough” samples, the sample averages will at

least be approximately normally distributed.

• Mean of sample averages is still µ

• Standard error of sample averages is still

∀ σ /√ n.

• In general, “large enough” means more than 30

measurements.

Distribution of X when sampling

from a normal distribution

mean = µx = µ

and

σ

standard deviation (standard error) = σ x =

n

Example

• Adult nose length is normally distributed with

mean 45 mm and standard deviation 6 mm.

• Take random samples of n = 4 adults.

• Then, sample means are normally distributed

with mean 45 mm and standard error 3 mm

[from 6/ = 6/2].

4

Using empirical rule...

• 68% of samples of n=4 adults will have an

average nose length between 42 and 48 mm.

• 95% of samples of n=4 adults will have an

average nose length between 39 and 51 mm.

• 99% of samples of n=4 adults will have an

average nose length between 36 and 54 mm.

What happens if we take larger

samples?

• Adult nose length is normally distributed with

mean 45 mm and standard deviation 6 mm.

• Take random samples of n = 36 adults.

• Then, sample means are normally distributed

with mean 45 mm and standard error 1 mm

[from 6 / 36 = 6/6].

Again, using empirical rule...

• 68% of samples of n=36 adults will have an

average nose length between 44 and 46 mm.

• 95% of samples of n=36 adults will have an

average nose length between 43 and 47 mm.

• 99% of samples of n=36 adults will have an

average nose length between 42 and 48 mm.

• So … the larger the sample, the less the sample

averages vary.

What happens if data are not

normally distributed ?

distribution of distribution of x

original for 2 observations

population n=2

distribution of x distribution of x

for 10 observations for 25 observations

n=10 n=25

Central Limit Theorem

X has a normal distribution with

mean = µ x = µ

and

σ

standard deviation = σ x =

n

(normal or not ! )

n ≥ 30

Sampling Distribution of a Sample Statistic

of values for a sample statistic obtained from repeated samples,

all of the same size and all drawn from the same population

Example: Consider the set {1, 2, 3, 4}:

1) Make a list of all samples of size 2 that can be drawn

from this set (Sample with replacement)

2) Construct the sampling distribution for the sample mean

for samples of size 2

3) Construct the sampling distribution for the minimum for

samples of size 2

Table of All Possible Samples

{1, 1} 1.0 1 1/16

This table lists all {1, 2} 1.5 1 1/16

possible samples of {1, 3} 2.0 1 1/16

{1, 4} 2.5 1 1/16

size 2, the mean for {2, 1} 1.5 1 1/16

each sample, the {2, 2} 2.0 2 1/16

minimum for each {2, 3} 2.5 2 1/16

{2, 4} 3.0 2 1/16

sample, and the {3, 1} 2.0 1 1/16

probability of each {3, 2} 2.5 2 1/16

sample occurring {3, 3} 3.0 3 1/16

{3, 4} 3.5 3 1/16

(all equally likely) {4, 1} 2.5 1 1/16

{4, 2} 3.0 2 1/16

{4, 3} 3.5 3 1/16

{4, 4} 4.0 4 1/16

Sampling Distribution

• Summarize the information in the previous table to obtain the sampling

distribution of the sample mean and the sample minimum:

of the Sample Mean of the Sample Mean

x P( x ) P( x )

1.0 1/16 0.25

2.5 4/16

3.0 3/16 0.10

1.0 1.5 2.0 2.5 3.0 3.5 4.0 x

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