Sampling Distributions

Sampling Distributions &
Point Estimation
Questions
What is a sampling distribution?
What is the standard error?
What is the principle of maximum
likelihood?
What is bias (in the statistical sense)?
What is a confidence interval?
What is the central limit theorem?
Why is the number 1.96 a big deal?
Population
Population & Sample Space
Population vs. sample
Population parameter, sample statistic
Key things to keep in mind
Population- what we want to talk about
Sample- what we have with our data
Sampling distribution- the means by
which we will go from our sample to
the population
Parameter Estimation
We use statistics to estimate parameters,
e.g.,
effectiveness of pilot training,
effectiveness of psychotherapy.
X SD
A Sampling Distribution
From Vogt:
A theoretical frequency distribution of the

scores for or values of a statistic, such as a
mean. Any statistic that can be computed
for a sample has a sampling distribution.
A sampling distribution is the distribution of

statistics that would be produced in
repeated random sampling (with
replacement) from the same population.
From Vogt:
It is all possible values of a statistic and their

probabilities of occurring for a sample of a
particular size.
Sampling distributions are used to calculate

the probability that sample statistics could
have occurred by chance and thus to decide
whether something that is true of a sample
statistic is also likely to be true of a
population parameter.
We are moving from descriptive statistics

to inferential statistics.
Inferential statistics allow the researcher

to come to conclusions about a
population on the basis of descriptive
statistics about a sample.
For example:
Your sample says that a candidate gets support

from 47%.
Inferential statistics allow you to say that the

candidate gets support from 47% of the
population with a margin of error of +/- 4%.
This means that the support in the population is

likely somewhere between 43% and 51%.
Sampling Distribution (1)
A sampling distribution is a distribution of a
statistic over all possible samples.
To get a sampling distribution,
1. Take a sample of size N (a given number like
5, 10, or 1000) from a population
2. Compute the statistic (e.g., the mean) and
record it.
3. Repeat 1 and 2 a lot (infinitely for large pops).
4. Plot the resulting sampling distribution, a
distribution of a statistic over repeated samples.
Margin of error is taken directly from a
sampling distribution.
It looks like this:

95% of Possible Sample Means
47%
43% Your Sample Mean
51%
Lets create a sampling distribution of means
Take a sample of size 1,500 from the US. Record the mean
income. Our census said the mean is $30K.
$30K
Take another sample of size 1,500 from the US. Record the mean
$30K
$30K
$30K
$30K
$30K
Lets repeat sampling of sizes 1,500 from the US. Record the mean
incomes. Our census said the mean is $30K.
$30K
$30K
$30K
The sample means would

stack up in a normal curve.
A normal sampling
distribution.
$30K
Say that the standard deviation of this distribution is $10K.
Think back to the empirical rule. What are the odds you would get
a sample mean that is more than $20K off.

A normal sampling
distribution.
$30K
-3z -2z -1z 0z 1z 2z 3z
Say that the standard deviation of this distribution is $10K.
Think back to the empirical rule. What are the odds you would get
a sample mean that is more than $20K off.

A normal sampling
2.5% distribution. 2.5%
$30K
-3z -2z -1z 0z 1z 2z 3z
Suppose
Population has 6 elements: 1, 2, 3, 4, 5,
6 (like numbers on dice)
We want to find the sampling
distribution of the mean for N=2
If we sample with replacement, what
can happen?
1st 2nd M 1st 2nd M 1st 2nd M
1 1 3 1 5 1
1 2 3
1 2 3 2 5 2
1.5 2.5 3.5
1 3 3 3 5 3
2 3 4
1 4 3 4 5 4
2.5 3.5 4.5
1 5 3 5 5 5
3 4 5
1 6 3 6 5 6
3.5 4.5 5.5
2 1 1.5 4 1 2.5 6 1 3.5
2 2 4 2 6 2
2 3 4
2 3 4 3 6 3
2.5 3.5 4.5
2 4 4 4 6 4
3 4 5
2 5 4 5 6 5
3.5 4.5 5.5
2 6 4 6 6 6
4 5 6
Possible Outcomes
Possible Outcomes
Histogram
Sampling
distribution for
mean of 2 dice.
1+2+3+4+5+6 = 21.
21/6 = 3.5
There is only 1
way to get a
mean of 1, but 6
ways to get a
mean of 3.5.
Sampling Distribution (2)
The sampling distribution shows the relation
between the probability of a statistic and the
statistics value for all possible samples of
size N drawn from a population.
Hypothetical Distribution of Sample Means
f(M)
Mean Value
Sampling Distribution Mean
and SD
The Mean of the sampling distribution is
defined the same way as any other
distribution (expected value).
The SD of the sampling distribution is the
Standard Error. Important and useful.
Variance of sampling distribution is the
expected value of the squared difference a
mean square.
Review
G2 E (G G ) 2
Review
What is a sampling distribution?

What is the standard error of a statistic?
Statistics as Estimators
We use sample data to compute statistics.
The statistics estimate population values, e.g.,
X
An estimator is a method for producing a best
guess about a population value.
An estimate is a specific value provided by an
estimator.
We want good estimates.
What is a good estimator?
What properties should it have?
Maximum Likelihood (1)
Likelihood is a conditional probability.
L p( x value | )
L is the probability (say) that x has some
value given that the parameter theta has some
value. L1 is the probability of observing
heights of 68 inches and 70 [data] inches
given adult males[theta]. L2 is the
probability of 68 and 70 inches given adult
females.
Theta ( ) could be continuous or discrete.
Suppose we know the function (e.g.,
binomial, normal) but not the value of
theta.
Maximum likelihood principle says
take the estimate of theta that makes the
likelihood of the data maximum.
MLP says: Choose the value of theta
that makes this maximum:
L( x1 , x2 ,...x N | )
Suppose we have 2 values hypothesized for
proportions of male grad students at USF, 50
and 40. We randomly sample 15 students and
find that 9 are male.
Calculate likelihood for each using binomial:
15
L( x 9; p .50, N 15) .509.506 .153
9
15
L( x 9; p .40, N 15) .409.606 .061
9
The .50 estimate is better because the data are
more likely.
Likelihood Function
The binomial distribution computes probabilities
Likelihood
Theta (p value)
In example, best (max like) estimate
would be 9/15 = .60.
There is a general class called
maximum likelihood estimators that
find values of theta that maximizes the
likelihood of a sample result.
ML is one principle of goodness of an
estimator
More Goodness (1)
Bias.
If E(statistic)=parameter, the estimator
is unbiased.
If its unbiased, the mean of the
sampling distribution equals the
parameter.
The sample mean has this property:
. E( X )
Sample variance is biased.
More Goodness (2)
Efficiency size of the sampling variance.
Relative Efficiency. Relative efficiency is the
ratio of two sampling variances.
2 H
efficiency of G relative to H
2
G
More efficient statistics have smaller

sampling variances, smaller standard error,
and are preferred because if both are
unbiased, one is closer than the other to the
parameter on average.
Goodness (3)
Sometimes we trade off bias and
efficiency.
A biased estimator is sometime preferred
if it is more efficient, especially if the
magnitude of bias is known.
Resistance. Indicates minimal influence
of outliers.
Median is more resistant than the mean.
Sampling Distribution of the
Mean
Unbiased: E ( X )
Variance of sampling distribution of
2
V
means based on N obs: M M N 2

Standard Error of the Mean: M
N
Law of large numbers:
Large samples produce sample estimates
very close to the parameter.
Unbiased Estimate of
Variance
It can be shown that: E (S 2
) 2 2 N 1 2

N N
The sample variance is too small by a

factor of (N-1)/N.
We fix with s
2 N
S
(X X )
2
2
N 1 N 1
Although the variance is unbiased, the

SD is still biased, but most inferential
work is based on the variance, not SD.
Review
What is the principle of maximum
likelihood?
Define
Bias
Efficiency
Resistance
Is the sample variance (SS divided by
N) a biased estimator?
Interval Estimation
Use the standard error of the mean to create a
bracket or confidence interval to show where
good estimates of the mean are.
The sampling distribution of the mean is
nice* when N>20. Therefore:
p ( X 3 M X 3 M ) .95
Suppose M=100, SD=14, N=49.
Then SDM=14/7=2. Bracket = 100-6 =94 to
100+6 = 106 is 94 to 106. P is probability of
sample not mu.
Review
What is a confidence interval?
Suppose M = 50, SD = 10, and N =100.
What is the confidence interval?
SEM = 10/sqrt(100) = 10/10 = 1

CI (lower) = M-3 SEM = 50-3 = 47
CI (upper) = M+3 SEM = 50+3 = 53
CI = 47 to 53
Central Limit Theorem
1. Sampling distribution of means

becomes normal as N increases,
regardless of shape of original
distribution.
2. Binomial becomes normal as N
increases.
3. Applies to other statistics as well
(e.g., variance)
Properties of the Normal
If a distribution is normal, the sampling
distribution of the mean is normal
regardless of N.
If a distribution is normal, the sampling
distributions of the mean and variance
are independent.
Confidence Intervals for the
Mean
Over samples of size N, the probability is .95
for 1.96 M X 1.96 M
Similarly for sample values of the mean, the
probability is .95 that
X 1.96 M X 1.96 M
The population mean is likely to be within 2
standard errors of the sample mean.
Can use the Normal to create any size
confidence interval (85, 99, etc.)
Size of the Confidence
Interval
The size of the confidence interval depends on
desired certainty (e.g., 95 vs 99 pct) and the size of
std error of mean ( ). M
Std err of mean is controlled by population SD and
sample size. Can control sample size.

M
N N=25 then SEM = 2 and CI width is
SD 10. If
about 8. If N=100, then SEM = 1 and CI width is
about 4.
CI shrinks as N increases. As N gets large,
decreasing change in CI because of square root.
Less bang for buck as N gets big.
HOMEWORK
Due: February 20, 2016
What is the central limit theorem?
Why is the number 1.96 a big deal?
Assume that scores on a curiosity scale are
normally distributed. If the sample mean is
50 based on 100 people and the population
SD is 10, find an approx 99 pct CI for the
population mean.

Sampling Distributions

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Sampling Distributions

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Sampling Distributions &

A theoretical frequency distribution of the

A sampling distribution is the distribution of

It is all possible values of a statistic and their

Sampling distributions are used to calculate

We are moving from descriptive statistics

Inferential statistics allow the researcher

Your sample says that a candidate gets support

Inferential statistics allow you to say that the

This means that the support in the population is

It looks like this:

The sample means would

The sample means would

The sample means would

What is a sampling distribution?

More efficient statistics have smaller

The sample variance is too small by a

Although the variance is unbiased, the

SEM = 10/sqrt(100) = 10/10 = 1

1. Sampling distribution of means

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