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Random Sampling

are concerned.

• Let X1, X2,……..,Xn be n independent random variables each having the

same probability distribution f(x). We then define X1, X2,……..,Xn to be

random sample of size n from the population f(x) and write its joint

probability distribution as

• f(x1, x2, ….., xn) = f(x1)f(x2)…..f(xn).

• Sampling Theory

• A statistic is a random variable that depends only on the observed

random sample.

• The most common statistics for measuring the center of a set of data,

arranged in order of magnitude, are the mean, the median, and mode.

The most important of these is the mean

If X1, X2,……..,Xn represent a random sample of size n,

then the sample mean is defined by the statistic

Example

Find the mean of the random sample whose

observations are 20, 27, and 25.

Solution

The second most useful statistic for measuring the center of the set of data is the median.

If X1, X2,……..,Xn represent a random sample of size n,

then the sample median is defined by the statistic

Example

Find the median for the random sample

whose observations are 8, 3, 9, 5, 6, 8, and 5.

Solution

Arranging the observations in order of magnitude, 3,5,5,6,8,8,9 gives the median as 6.

Example

Find the median for the random sample whose observations are 10, 8, 4, and 7.

Solution

Arranging the observations in order of magnitude 4, 7,8,10,

the median is the arithmetic mean of the two middle values.

Therefore the median is (7+8)/2 = 7.5.

• The third and final statistic for measuring the center of a random sample

is the mode.

• If X1, X2,……..,Xn, not necessarily different, represent a random sample of

size n, then the sample mode M is that value of sample that occurs more

often or with greatest frequency. The mode may not exist, and when it

does it is not necessarily unique.

• Example

• The mode of the random sample whose observations are

2,4,4,5,6,6,6,7,7, and 8 is 6.

• Example

• The observations 3,4,4,4,4,7,7,8,8,8,8, and 9 have two modes, 4 and 8

occur with the greatest frequency. The distribution of the sample is said

to be bimodal.

• The relative merits of the three (mean, median, mode) are

• (1) The mean is the most common used measure of

central tendency in statistics.

• (2) The only real disadvantage of the mean is that it may

be affected adversely by extreme values.

• (3) The median has the advantage being easy to compute.

It is not influenced by extreme values.

• (4) The mode is the least used measure of the three. For

small set of data its value is almost useless, if in fact it exist

at all. Its only advantage is that it requires no calculation.

Variability Measurement

a random sample are the range and the variance. The

simplest of these to compute is the range.

• The range of a random X1, X2,……..,Xn, arranged in increasing

order of magnitude, is defined by the statistic Xn – X1.

• Example

• The range of the set of observations 10,12,12,18,19,22, and

24 is 24-10 =14.

• The range is a poor measure of variability, particularly if the

size of the sample is large. It considers only extreme values

and tells nothing about the distribution of values in between.

To overcome the disadvantage of the range the sample variance

is used which consider the position of each observation relative to the sample mean .

If X1, X2,……..,Xn represent a random sample of size n,

then the sample variance is defined by the statistic

Example

Find the variance of the sample whose observations are 3,4,5,6,6, and7.

Solution

∑xi2 = 171 i=1 to 6, ∑xi = 31, i=1 to 6, n=6. Hence

S2 = ((6)(171) – (31)2)/(6)(5) = 13/6

.

The standard deviation of the sampling distribution of a statistic

is called the standard error of the statistic.

and the standard error of the mean is the standard

deviation of the sampling distribution of

Sampling Distributions of Means

either finite or infinite, the sampling distribution of

will still be approximately normal with mean μ and variance σ 2/n

provided that the sample size is large.

with mean μ and variance σ2 then the limiting form of the distribution of

• The normal approximation for sampling mean

will generally be good if n≥30 regardless of the

shape of the population. If n˂30, the

approximation is only good if the population is

not too different from the normal population.

Example

length of life that is approximately normally

distributed, with mean 800 hours and standard

deviation of 40 hours. Find the probability that a

random sample of 16 bulbs will have an average life of

less than 775 hours.

• Solution

• mean = 800, standard deviation = 40/√16 = 10

• z = (775 – 800)/10 = -2.5

• P( ˂ 775) = P(Z˂-2.5) = 0.0062

• Example

• Given the discrete uniform population

• f(x) =1/4 , x=0, 1, 2, 3

• = 0 elsewhere

• Find the probability that a random sample of

size 36, selected with replacement will yield a

sample mean greater than 1.4 but less than 1.8

if the mean is measured to the nearest tenth.

Solution

• μ = (0 + 1 + 2 + 3 )/4 = 3.5

• σ2 = 5/4

• σ2(x) = σ2/√n = (5/4)/√36 =5/144

• σ (x) = √(5/144) = 0.186

• x1x =1.45, x2

x = 1.75

• z1 = (1.45 – 1.5)/0.186 = -0.269

• z2 = (1.75 – 1.5)/0.186 = 1.344

• P(1.4˂X˂ 1.8) ≈ P(-0.269˂Z˂1.344)

• P(Z˂1.344) – P(Z˂-0.269) =0.9105-0.3932=0.5173

Sampling Distribution of the Difference of Means

If independent samples of size n1 and n2 are drawn at random

from two populations, discrete or continuous, with mean μ 1 and μ2

and variances σ12 and σ22, respectively,

then the sampling distribution of the differences of means

is approximately normally distributed with mean and variance given by

Hence

• Example

• The television picture tubes of manufacture A have a

mean lifetime of 6.5 years and a standard deviation

of 0.9 year, while those of manufacture B have a

mean lifetime of 6.0 years and standard deviation of

0.8 year. What is the probability that a random

sample of 36 tubes from manufacture A will have a

mean lifetime that at least a year more than the

mean lifetime of a sample of 49 tubes from

manufacture B?

Solution

P(Z˃2.646) = 1- P(Z˂2.646)

= 1 – 0.9959 = 0.0041

Sampling Distribution of (n-1)S2/σ2

• If S2 is the variance of a random sample of size n taken from a normal population having a

variance σ2, then the random variable

• χ2 = (n-1)S2/σ2

• has a chi-square distribution with ν degrees of freedom.

• The probability that a random sample produces a χ2 value greater than some specified

value is equal to the area under the curve to the right of this value.

• Example

• A manufacturer of car batteries guarantees that his batteries will last, on the average, 3

years with standard deviation of 1 year. If five of these batteries have lifetimes of

1.9,2.4,3.0,3.5, and 4.2 years, is the manufacture still convinced that his batteries have

standard deviation of 1 year.

• Solution

• S2 = ((5)(48.26)-(15)2)/((5)(4)) = 0.815

• Then χ2 = (4)(0.815)/(1) = 3.26

• from tables 95% of χ2 fall between 0.484 and 11.143, then the computed value is

reasonable.

t Distribution

from sample to sample and the distribution of the random variable (XX

-μ)/(S/√n) is no longer a standard normal distribution. We are now

dealing with the distribution of statistic that we shall call T, where

• T = (XX-μ)/(S/√n)

• The distribution of T is similar to the distribution of Z in that they both

are symmetric about a mean of zero. Both distributions are bell-shaped,

but the t distribution is more variable, owing to the fact that the T

values depend on the on the fluctuations of two of two quantities XX and

S2, whereas the Z values depend only on the changes of XX from sample

to sample. The distribution of T differs from that of Z in that the

variance of T depends on the sample size and always greater than 1.

Example

• A manufacture of light bulbs claims that his bulbs will burn on the average 500

hours. To maintain this average, he tests 25 bulbs each month. If the computed t

values falls between –t0.05 and t0.05, he is satisfied with his claim. What conclusion

should he draw from a sample that has mean xx =518 hours and standard deviation s

= 40 hours? Assuming the distribution of burning times is approximately normal.

• Solution

• From table V we find t0.05 =1.711 for 24 degrees of freedom. Therefore, the

manufacture is satisfied with claim if a sample of 25 bulbs yield a t value between

-1.711 and 1.711. If μ = 500, then

• t = (518 -500)/(40/√25) = 2.25

• a value well above 1.711. The probability of obtaining a t value, with ν =24 equal or

greater than 2.25 is approximately 0.02. If μ ˃ 500, the value of t computed from

the sample would be more reasonable. Hence the manufacture is likely to conclude

that his bulbs are a better product than he thought.

F Distribution

• One of the most important distribution in applied statistics is the F Distribution. The

statistic F is defined to be the ratio of two independent chi-square random

variables, each divided by their degrees of freedom. Hence

• F = (U/ν1)/(V/ν2)

• where U and V are independent random variables having chi-square distributions

with ν1 and ν2 degrees of freedom, respectively.

• Let us define fα to be a particular value f of the random variable F above which we

find an area equal to α.

• Writing fα (ν1,ν2) for fα with ν1 and ν2 degrees of freedom we obtain

• f1-α(ν1,ν2) = 1/ fα (ν2,ν1)

• f0.95(6,10) = 1/ f0.05 (10,6)=1/4.06=0.246

• If S12 and S22 are the variances of independent random samples of size n 1 and n2

taken from normal populations with variances σ12 and σ22 , respectively, then

• F = (S12/ σ12)/( S22/ σ22) =( σ22S12)/( σ12 S22)

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