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Sampling Distributions
LEARNING GOAL
Define the concept of sampling error
Determine the mean and standard deviation for the sampling
distribution of the sample mean, x
Determine the mean and standard deviation for the sampling
distribution of the sample proportion, p
Describe the Central Limit Theorem and its importance
Apply sampling distributions for both x and p
Describe sampling distributions of sample variances
Copyright 2009 Pearson Education, Inc.
Inferential statistics
Drawing conclusions and/or making decisions
concerning a population based only on
sample data
Chap 7-2
Examples:
Examples:
Chap 7-3
Chap 7-4
Inferential Statistics
Making statements about a population by
examining sample results
Sample statistics
Population parameters
(known)
Inference
(unknown, but can
be estimated from
sample evidence)
Sample
Population
Chap 7-5
Sampling Error
Sample Statistics are used to estimate
Population Parameters
ex: X is an estimate of the population mean,
Problems:
7-6
Sampling Error x -
where:
x sample mean
population mean
Copyright 2011 Pearson Education, Inc. publishing as Prentice Hall
Always present
just because
you sample!
7-7
Review
Population mean:
Population
mean does
NOT vary
See earlier
Sample Mean:
where:
= Population mean
x = sample mean
xi = Values in the population or sample
N = Population size
n = sample size
Copyright 2011 Pearson Education, Inc. publishing as Prentice Hall
7-8
Example
If the population mean is = 98.6 degrees
and a sample of n = 5 temperatures yields a
sample mean of x = 99.2 degrees, then the
sampling error is
7-9
Sampling Errors
Different samples will yield different sampling
errors
The sampling error may be positive or negative
( x may be greater than or less than )
The size of the error depends on the sample
selected
i.e., a larger sample does not necessarily produce a smaller
error if it is not a representative sample
Copyright 2011 Pearson Education, Inc. publishing as Prentice Hall
7-10
Sampling Distribution
7-11
Chapter Outline
Sampling
Distributions
Sampling
Distribution of
Sample
Mean
Sampling
Distribution of
Sample
Proportion
Sampling
Distribution of
Sample
Variance
Chap 7-12
Slide 8.1- 13
Slide 8.1- 14
Developing a
Sampling Distribution
Assume there is a population
Population size N=4
Random variable, X,
is age of individuals
Values of X:
18, 20, 22, 24 (years)
Chap 7-15
Developing a
Sampling Distribution
(continued)
P(x)
18 20 22 24
21
4
(X )
i
.25
2.236
18
20
22
24
Uniform Distribution
Statistics for Business and Economics, 6e 2007 Pearson Education, Inc.
Chap 7-16
Developing a
Sampling Distribution
(continued)
16 Sample
Means
1st 2nd Observation
Obs 18 20 22 24
18 18 19 20 21
20 19 20 21 22
16 possible samples
(sampling with
replacement)
Statistics for Business and Economics, 6e 2007 Pearson Education, Inc.
22 20 21 22 23
24 21 22 23 24
Chap 7-17
Developing a
Sampling Distribution
(continued)
Sample Means
Distribution
16 Sample Means
1st 2nd Observation
Obs 18 20 22 24
18 18 19 20 21
20 19 20 21 22
22 20 21 22 23
24 21 22 23 24
Statistics for Business and Economics, 6e 2007 Pearson Education, Inc.
P(X)
.3
.2
.1
0
18 19
20 21 22 23
24
Chap 7-18
Developing a
Sampling Distribution
(continued)
E(X)
N
18 19 21 24
21
16
2
(
X
)
i
Chap 7-19
21
X 21
2.236
P(X)
.3
P(X)
.3
.2
.2
.1
.1
X 1.58
18
20
22
24
18 19
20 21 22 23
24
X
Chap 7-20
1 n
X Xi
n i1
Chap 7-21
X
n
Note that the standard error of the mean decreases as
the sample size increases
Statistics for Business and Economics, 6e 2007 Pearson Education, Inc.
Chap 7-22
Chap 7-23
Chap 7-24
and
X
n
Chap 7-25
( X ) ( X )
Z
X
n
where:
X = sample mean
= population mean
Chap 7-26
2 N n
Var( X)
n N 1
or
X
n
Nn
N 1
Chap 7-27
( X )
Z
Nn
n N 1
Chap 7-28
(i.e.
x is unbiased )
Normal Population
Distribution
Normal Sampling
Distribution
(has the same mean)
Chap 7-29
Larger
sample size
x decreases
Smaller
sample size
x
Chap 7-30
Suppose we roll one die 1,000 times and record the outcome
of each roll, which can be the number 1, 2, 3, 4, 5, or 6.
Figure 5.23 shows a histogram of
outcomes. All six outcomes have
roughly the same relative
frequency, because the die is
equally likely to land in each of the
six possible ways. That is, the
histogram shows a (nearly) uniform
distribution (see Section 4.2).
It turns out that the distribution in
Figure 5.23 has a mean of 3.41 and
a standard deviation of 1.73.
Now suppose we roll two dice 1,000 times and record the mean
of the two numbers that appear on each roll. To find the mean
for a single roll, we add the two numbers and divide by 2.
Figure 5.25a shows a typical result.
The most common values in this
distribution are the central values
3.0, 3.5, and 4.0. These values are
common because they can occur in
several ways.
The mean and standard deviation
for this distribution are 3.43 and
1.21, respectively.
Figure 5.25a Frequency and relative
frequency distribution of sample means
from rolling two dice 1,000 times.
Copyright 2009 Pearson Education, Inc.
Slide 5.3- 32
Slide 5.3- 33
Slide 5.3- 34
Table 5.2 shows that as the sample size increases, the mean of the
distribution of means approaches the value 3.5 and the standard
deviation becomes smaller (making the distribution narrower).
Slide 5.3- 35
and
x
n
Chap 7-36
the sampling
distribution
becomes
almost normal
regardless of
shape of
population
x
Statistics for Business and Economics, 6e 2007 Pearson Education, Inc.
Chap 7-37
Sampling distribution
properties:
Population Distribution
Central Tendency
x
Variation
x
n
Sampling Distribution
(becomes normal as n increases)
Larger
sample
size
Smaller
sample size
x
Chap 7-38
Chap 7-39
Example
Suppose a population has mean = 8 and
standard deviation = 3. Suppose a random
sample of size n = 36 is selected.
What is the probability that the sample mean is
between 7.75 and 8.25?
Chap 7-40
Example
(continued)
Solution:
Even if the population is not normally distributed,
the central limit theorem can be used (n > 25)
so the sampling distribution of
approximately normal
with mean
is
= 8
x
and standard deviation
3
x
0.5
n
36
Chap 7-41
Example
(continued)
Solution (continued):
P(7.75 X
Population
Distribution
???
?
??
?
?
?
?
?
7.75-8
8.25-8
8.25) P
3
3
36
n
36
Sampling
Distribution
Standard Normal
Distribution
Sample
.1915
+.1915
Standardize
7.8
X 8
8.2
-0.5
z 0
0.5
Z
Chap 7-42
Slide 8.1- 43
z=
Slide 8.1- 44
Acceptance Intervals
Goal: determine a range within which sample means are
likely to occur, given a population mean and variance
By the Central Limit Theorem, we know that the distribution of X
is approximately normal if n is large enough, with mean and
standard deviation X
Let z/2 be the z-value that leaves area /2 in the upper tail of the
normal distribution (i.e., the interval - z/2 to z/2 encloses
probability 1 )
Then
z/2 X
Chap 7-45
p
distribution that results when we find the
proportions ( ) in all possible samples of a given
size.
The larger the sample size, the more closely this
distribution approximates a normal distribution.
In all cases, the mean of the distribution of
sample proportions equals the population
proportion.
If only one sample is available, its sample
proportion, , is the best estimate for the
population proportion, p.
Copyright 2009 Pearson Education, Inc.
Slide 8.1- 46
Population Proportions, P
P = the proportion of the population having
some characteristic
Sample proportion (P ) provides an estimate
of P:
X
number of items in the sample having the characteristic of interest
P
n
sample size
0 P 1
Chap 7-47
Sampling Distribution of P
Normal approximation:
P(P )
.3
.2
.1
0
Properties:
E(P ) p
and
Sampling Distribution
.2
.4
.6
1 P
X P(1 P)
Var
n
n
2
P
Chap 7-48
P P
Z
P P
P(1 P)
n
Chap 7-49
Example
If the true proportion of voters who support
Proposition A is P = .4, what is the probability
that a sample of size 200 yields a sample
proportion between .40 and .45?
i.e.: if P = .4 and n = 200, what is
.45) ?
P(.40 P
Statistics for Business and Economics, 6e 2007 Pearson Education, Inc.
Chap 7-50
Example
(continued)
Find P :
Convert to
standard
normal:
.03464
n
200
.45 .40
.40 .40
P(.40 P .45) P
Z
.03464
.03464
P(0 Z 1.44)
Chap 7-51
Example
(continued)
Sampling Distribution
.4251
Standardize
.40
.45
1.44
Z
Chap 7-52
Sample Variance
Let x1, x2, . . . , xn be a random sample from a
population. The sample variance is
n
1
2
s2
(x
x
)
i
n 1 i1
Chap 7-53
Sampling Distribution of
Sample Variances
E(s2 ) 2
4
2
Var(s 2 )
n 1
(n - 1)s
2
Chap 7-54
0 4 8 12 16 20 24 28
d.f. = 1
0 4 8 12 16 20 24 28
d.f. = 5
0 4 8 12 16 20 24 28
d.f. = 15
Chap 7-55
Chap 7-56
Chi-square Example
A commercial freezer must hold a selected
temperature with little variation. Specifications call
for a standard deviation of no more than 4 degrees
(a variance of 16 degrees2).
A sample of 14 freezers is to be
tested
What is the upper limit (K) for the
sample variance such that the
probability of exceeding this limit,
given that the population standard
deviation is 4, is less than 0.05?
Statistics for Business and Economics, 6e 2007 Pearson Education, Inc.
Chap 7-57
1)s
2
2
2
213 = 22.36
Statistics for Business and Economics, 6e 2007 Pearson Education, Inc.
Chap 7-58
Chi-square Example
(continued)
213 = 22.36
So:
(n 1)s 2
2
P(s K) P
13 0.05
16
(n 1)K
22.36
16
or
so
(where n = 14)
(22.36)(16)
27.52
(14 1)
Chap 7-59