SAMPLING DISTRIBUTION

Engr. Gilbey’s Jhon Ladion

Faculty
 Sampling and Sampling Distributions

• Aims of Sampling
• Probability Distributions
• Sampling Distributions
• The Central Limit Theorem
• Types of Samples
 Aims of sampling
• Reduces cost of research (e.g. political polls)
• Generalize about a larger population (e.g.,
benefits of sampling city r/t neighborhood)
• In some cases (e.g. industrial production)
analysis may be destructive, so sampling is
needed
 Probability
• Probability: what is the chance that a given
event will occur?
• Probability is expressed in numbers between 0
and 1. Probability = 0 means the event never
happens; probability = 1 means it always
happens.
• The total probability of all possible event
always sums to 1.
 Probability distributions: Permutations

What is the probability distribution of number of

girls in families with two children?
2 GG
1 BG
1 GB
0 BB
0.6
Probability Distribution of
Number of Girls
0.5

0.4

0.3

0.2

0.1

0
0 1 2
 How about family of three?
Num. Girls child #1 child #2 child #3
0 B B B
1 B B G
1 B G B
1 G B B
2 B G G
2 G B G
2 G G B
3 G G G
Probability distribution of number of girls

0.5

0.4

0.3

0.2

0.1

0
0 1 2 3
 How about a family of 10?

0.3

0.25

0.2

0.15

0.1

0.05

0
0 1 2 3 4 5 6 7 8 9 10
As family size increases, the binomial distribution
looks more and more normal.

0.0 1.0 2.0 3.0 -0 1 2 3 4 5 6 7 8 9 10

Number of Successes Number of Successes

 Normal distribution

Same shape, if you adjusted the scales

A C
 Coin toss

• Toss a coin 30 times

• Tabulate results
 Coin toss

• Suppose this were 12 randomly selected families,

and heads were girls
• If you did it enough times distribution would
approximate “Normal” distribution
• Think of the coin tosses as samples of all possible
coin tosses
 Sampling distribution

Sampling distribution of the mean – A theoretical

probability distribution of sample means that would
be obtained by drawing from the population all
possible samples of the same size.
 Central Limit Theorem

• No matter what we are measuring, the

distribution of any measure across all possible
samples we could take approximates a normal
distribution, as long as the number of cases in
each sample is about 30 or larger.
 Central Limit Theorem

If we repeatedly drew samples from a population

and calculated the mean of a variable or a
percentage or, those sample means or percentages
would be normally distributed.
Most empirical distributions are not normal:

U.S. Income distribution 1992

But the sampling distribution of mean income over
many samples is normal
N
u
m
Number of samples

b
e
r

o
f

s
a 18 19 20 21 22 23 24 25 26
m
p Sampling Distribution of Income, 1992 (thousands)
l
e
s
 Standard Deviation

Measures how spread out

a distribution is.

Square root of the sum of

the squared deviations
of each case from the   X i  
2

mean over the number N

of cases, or
 Example of Standard Deviation
Deviation from Mean
2
Amount X (X - X) (X-X)
600 435 600 - 435 = 165 27,225
350 435 350 - 435 = -85 7,225
275 435 275 - 435 = -160 25,600
430 435 430 -435 = -5 25
520 435 520 - 435 = 85 7,225
0 67,300

 ( X  X )
2
67,300
= 16,825 = 129.71
s= n 1
=
4
Standard Deviation and Normal Distribution
Distribution of Sample Means with 21
Samples

10
S.D. = 2.02
Mean of means = 41.0
8 Number of Means = 21
Frequency

0 37 38 39 40 41 42 43 44 45 46
Sample Means
 Distribution of Sample Means with 96
Samples

14
S.D. = 1.80
12 Mean of Means = 41.12
Number of Means = 96
10

8
Frequency

0 37 38 39 40 41 42 43 44 45 46

Sample Means
Distribution of Sample Means with 170
Samples

30
S.D. = 1.71
Mean of Means= 41.12
Number of Means= 170

20
Frequency

10

0 37 38 39 40 41 42 43 44 45 46

Sample Means
The standard deviation of the sampling
distribution is called the standard error
The Central Limit Theorem
Standard error can be estimated from a single sample:

Where
s is the sample standard deviation (i.e., the
sample based estimate of the standard deviation of the
population), and
n is the size (number of observations) of the sample.
Confidence intervals
Because we know that the sampling distribution is normal,
we know that 95.45% of samples will fall within two
standard errors.

95% of samples fall within 1.96

standard errors.

99% of samples fall within

2.58 standard errors.
 Sampling
• Population – A group that includes all the
cases (individuals, objects, or groups) in which
the researcher is interested.
• Sample – A relatively small subset from a
population.
 Random Sampling
• Simple Random Sample – A sample
designed in such a way as to ensure that (1)
every member of the population has an
equal chance of being chosen and (2) every
combination of N members has an equal
chance of being chosen.
• This can be done using a computer,
calculator, or a table of random numbers
Population inferences can be made...
...by selecting a representative sample from
the population
 Random Sampling
• Systematic random sampling – A method of
sampling in which every Kth member (K is a
ration obtained by dividing the population size
by the desired sample size) in the total
population is chosen for inclusion in the
sample after the first member of the sample is
selected at random from among the first K
members of the population.
Systematic Random Sampling
 Stratified Random Sampling
• Proportionate stratified sample – The size of the
sample selected from each subgroup is
proportional to the size of that subgroup in the
entire population. (Self weighting)
• Disproportionate stratified sample – The size of
the sample selected from each subgroup is
disproportional to the size of that subgroup in the
population. (needs weights)
Disproportionate Stratified Sample
 Stratified Random Sampling
• Stratified random sample – A method of
sampling obtained by (1) dividing the
population into subgroups based on one or
more variables central to our analysis and (2)
then drawing a simple random sample from
each of the subgroups
 Sampling Distribution of the Mean
• When the population is normally distributed
– Shape: Regardless of sample size, the distribution
of sample means will be normally distributed.
– Center: The mean of the distribution of sample
means is the mean of the population. Sample size
does not affect the center of the distribution.
– Spread: The standard deviation of the distribution
of sample means, or the standard error, is

   .
x n © 2002 The Wadsworth Group
 Standardizing a Sample Mean
on a Normal Curve
• The standardized z-score is how far above or
below the sample mean is compared to the
population mean in units of standard error.
– “How far above or below” = sample mean minus µ
– “In units of standard error” = divide by
• Standardized sample mean 
n

 sample mean    x – 
z
standard error 
n
 Central Limit Theorem
• According to the Central Limit Theorem (CLT),
the larger the sample size, the more normal
the distribution of sample means becomes. The
CLT is central to the concept of statistical
inference because it permits us to draw
conclusions about the population based strictly
on sample data without having knowledge
about the distribution of the underlying
population.
 Sampling Distribution of the Mean
• When the population is not normally distributed
– Shape: When the sample size taken from such a
population is sufficiently large, the distribution of
its sample means will be approximately normally
distributed regardless of the shape of the
underlying population those samples are taken
from. According to the Central Limit Theorem, the
larger the sample size, the more normal the
distribution of sample means becomes.
 Sampling Distribution of the Mean
• When the population is not normally distributed
– Center: The mean of the distribution of sample
means is the mean of the population, µ. Sample
size does not affect the center of the distribution.
– Spread: The standard deviation of the distribution
of sample means, or the standard error, is

   .
x n
 Example: Standardizing a Mean
• Problem: When a production machine is properly calibrated, it
requires an average of 25 seconds per unit produced, with a
standard deviation of 3 seconds. For a simple random sample of n
= 36 units, the sample mean is found to be 26.2 seconds per unit.
When the machine is properly calibrated, what is the probability
that the mean for a simple random sample of this size will be at
least 26.2 seconds?
– 
x  26.2,  sample
– Standardized  25, mean:
3 26.2  25
z  2.40
3
36
P ( x  26.2)  P ( z  2.40)  0.0082
 Sampling Distribution of the Proportion
• When the sample statistic is generated by a count
not a measurement, the proportion of successes in a
sample of n trials is p, where
– Shape: Whenever both n  and n(1 – ) are
greater than or equal to 5, the distribution of
sample proportions will be approximately
normally distributed.
 Sampling Distribution of the Proportion
• When the sample proportion of successes in a sample
of n trials is p,
– Center: The center of the distribution of sample
proportions is the center of the population, .
– Spread: The standard deviation of the distribution
of sample proportions, or the standard error, is

p  (1– ) .
n
 Standardizing a Sample Proportion on a Normal Curve

• The standardized z-score is how far above or below the

sample proportion is compared to the population
proportion in units of standard error.
– “How far above or below” = sample p – 
  (1 –  )
– “In units of standard error” = divide by 
p

n
• Standardized sample proportion
sample proportion  p–
z  
standard error (1– )
n

© 2002 The Wadsworth Group

 Example: Standardizing a Proportion
• Problem: The campaign manager for a political candidate claims
that 55% of registered voters favor the candidate over her
strongest opponent. Assuming that this claim is true, what is the
probability that in a simple random sample of 300 voters, at least
60% would favor the candidate over her strongest opponent?
– = 0.55, p = 0.60, n = 300
– Standardized sample proportion: 0.60  0.55
z  1.74
0.55(1  0.55)
300
P ( p  0.60)  P ( z  1.74)  0.0409
© 2002 The Wadsworth Group
Introduction to Hypothesis
Testing

47
 Hypothesis Testing
• The general goal of a hypothesis test is to rule
out chance (sampling error) as a plausible
explanation for the results from a research
study.
• Hypothesis testing is a technique to help
determine whether a specific treatment has
an effect on the individuals in a population.

48
 Hypothesis Testing
The hypothesis test is used to evaluate the
results from a research study in which
1. A sample is selected from the
population.
2. The treatment is administered to the
sample.
3. After treatment, the individuals in the
sample are measured.

49
 Hypothesis Testing (cont.)
• If the individuals in the sample are noticeably
different from the individuals in the original
population, we have evidence that the
treatment has an effect.
• However, it is also possible that the difference
between the sample and the population is
simply sampling error

51
 Hypothesis Testing (cont.)
• The purpose of the hypothesis test is to decide
between two explanations:
1. The difference between the sample and the
population can be explained by sampling error
(there does not appear to be a treatment effect)
2. The difference between the sample and the
population is too large to be
explained by sampling error (there does
appear to be a treatment effect).

53
The Null Hypothesis, the Alpha Level, the Critical
Region, and the Test Statistic

• The following four steps outline the process of

hypothesis testing and introduce some of the
new terminology:

55
 Step 1

State the hypotheses and select an α level.

The null hypothesis, H0, always states that
the treatment has no effect (no change, no
difference). According to the null hypothesis,
the population mean after treatment is the
same is it was before treatment. The α level
establishes a criterion, or "cut-off", for making
a decision about the null hypothesis. The
alpha level also determines the risk of a Type I
error.
56
 Step 2

Locate the critical region. The critical region

consists of outcomes that are very unlikely to
occur if the null hypothesis is true. That is, the
critical region is defined by sample means that
are almost impossible to obtain if the
treatment has no effect. The phrase “almost
impossible” means that these samples have a
probability (p) that is less than the alpha level.

58
 Step 3

Compute the test statistic. The test statistic

(in this chapter a z-score) forms a ratio
comparing the obtained difference between
the sample mean and the hypothesized
population mean versus the amount of
difference we would expect without any
treatment effect (the standard error).

60
 Step 4
A large value for the test statistic shows that the
obtained mean difference is more than would be
expected if there is no treatment effect. If it is large
enough to be in the critical region, we conclude that
the difference is significant or that the treatment has
a significant effect. In this case we reject the null
hypothesis. If the mean difference is relatively
small, then the test statistic will have a low value. In
this case, we conclude that the evidence from the
sample is not sufficient, and the decision is fail to
reject the null hypothesis.

61
 Errors in Hypothesis Tests
• Just because the sample mean (following
treatment) is different from the original
population mean does not necessarily indicate
that the treatment has caused a change.
• You should recall that there usually is some
discrepancy between a sample mean and the
population mean simply as a result of
sampling error.

63
 Errors in Hypothesis Tests (cont.)
• Because the hypothesis test relies on sample
data, and because sample data are not
completely reliable, there is always the risk
that misleading data will cause the hypothesis
test to reach a wrong conclusion.
• Two types of error are possible.

64
 Type I Errors
• A Type I error occurs when the sample data appear to show
a treatment effect when, in fact, there is none.
• In this case the researcher will reject the null hypothesis and
falsely conclude that the treatment has an effect.
• Type I errors are caused by unusual, unrepresentative
samples. Just by chance the researcher selects an extreme
sample with the result that the sample falls in the critical
region even though the treatment has no effect.
• The hypothesis test is structured so that Type I errors are
very unlikely; specifically, the probability of a Type I error is
equal to the alpha level.

65
 Type II Errors
• A Type II error occurs when the sample does not
appear to have been affected by the treatment
when, in fact, the treatment does have an effect.
• In this case, the researcher will fail to reject the null
hypothesis and falsely conclude that the treatment
does not have an effect.
• Type II errors are commonly the result of a very small
treatment effect. Although the treatment does have
an effect, it is not large enough to show up in the
research study.

66
 Directional Tests
• When a research study predicts a specific
direction for the treatment effect (increase or
decrease), it is possible to incorporate the
directional prediction into the hypothesis test.

• The result is called a directional test or a one-

tailed test. A directional test includes the
directional prediction in the statement of the
hypotheses and in the location of the critical
region.
68
 Directional Tests (cont.)
• For example, if the original population has a mean of
μ = 80 and the treatment is predicted to increase the
scores, then the null hypothesis would state that
after treatment:
H0: μ < 80 (there is no increase)
• In this case, the entire critical region would be
located in the right-hand tail of the distribution
because large values for M would demonstrate that
there is an increase and would tend to reject the null
hypothesis.

69
 Measuring Effect Size
• A hypothesis test evaluates the statistical
significance of the results from a research study.
• That is, the test determines whether or not it is likely
that the obtained sample mean occurred without
any contribution from a treatment effect.
• The hypothesis test is influenced not only by the size
of the treatment effect but also by the size of the
sample.
• Thus, even a very small effect can be significant if it is
observed in a very large sample.
70
 Measuring Effect Size
• Because a significant effect does not necessarily
mean a large effect, it is recommended that the
hypothesis test be accompanied by a measure of the
effect size.
• We use Cohen=s d as a standardized measure of
effect size.
• Much like a z-score, Cohen=s d measures the size of
the mean difference in terms of the standard
deviation.

71
 Power of a Hypothesis Test
• The power of a hypothesis test is defined is
the probability that the test will reject the null
hypothesis when the treatment does have an
effect.
• The power of a test depends on a variety of
factors including the size of the treatment
effect and the size of the sample.

73
Hypothesis Testing
Outline
• Null and Alternative Hypotheses
• Test Statistic
• P-Value
• Significance Level
• One-Sample z Test
• Power and Sample Size
 Terms Introduce in Prior Chapter
• Population  all possible values
• Sample  a portion of the population
• Statistical inference  generalizing from a sample
to a population with calculated degree of certainty
• Two forms of statistical inference
– Hypothesis testing
– Estimation
• Parameter  a characteristic of population, e.g., population
mean µ
• Statistic  calculated from data in the sample, e.g., sample
mean ( x )
 Distinctions Between Parameters and
Statistics

Parameters Statistics

Source Population Sample

Notation Greek (e.g., μ) Roman (e.g., xbar)

Vary No Yes

Calculated No Yes
 Sampling Distributions of a Mean

The sampling distributions of a mean (SDM)

describes the behavior of a sampling mean

x ~ N   , SE x 

where SE x 
n
 Hypothesis Testing
• Is also called significance testing
• Tests a claim about a parameter using
evidence (data in a sample
• The technique is introduced by considering a
one-sample z test
• The procedure is broken into four steps
• Each element of the procedure must be
understood
 Hypothesis Testing Steps
A. Null and alternative hypotheses
B. Test statistic
C. P-value and interpretation
D. Significance level (optional)
 Null and Alternative Hypotheses
• Convert the research question to null and
alternative hypotheses
• The null hypothesis (H0) is a claim of “no
difference in the population”
• The alternative hypothesis (Ha) claims “H0 is
false”
• Collect data and seek evidence against H0 as a
way of bolstering Ha (deduction)
 Illustrative Example: “Body Weight”
• The problem: In the 1970s, 20–29 year old
men in the U.S. had a mean μ body weight of
170 pounds. Standard deviation σ was 40
pounds. We test whether mean body weight
in the population now differs.
• Null hypothesis H0: μ = 170 (“no difference”)
• The alternative hypothesis can be either Ha: μ
> 170 (one-sided test) or
Ha: μ ≠ 170 (two-sided test)
 Test Statistic
This is an example of a one-sample test of a
mean when σ is known. Use this statistic to
test the problem:
x  0
z stat 
SE x
where  0  population mean assuming H 0 is true

and SE x 
n
 Illustrative Example: z statistic
• For the illustrative example, μ0 = 170
• We know σ = 40
• Take an SRS of n = 64. Therefore
 40
SE x   5
n 64
• If we found a sample mean of 173, then
x   0 173  170
z stat    0.60
SE x 5
 Illustrative Example: z statistic
If we found a sample mean of 185, then

x   0 185  170
zstat    3.00
SE x 5
 Reasoning Behinµzstat

x ~ N 170,5
Sampling distribution of xbar
under H0: µ = 170 for n = 64 
 P-value
• The P-value answer the question: What is the
probability of the observed test statistic or one
more extreme when H0 is true?
• This corresponds to the AUC in the tail of the
Standard Normal distribution beyond the zstat.
• Convert z statistics to P-value :
For Ha: μ> μ0  P = Pr(Z > zstat) = right-tail beyond zstat
For Ha: μ< μ0  P = Pr(Z < zstat) = left tail beyond zstat
For Ha: μμ0  P = 2 × one-tailed P-value
One-sided P-value for zstat of 0.6
One-sided P-value for zstat of 3.0
 Two-Sided P-Value
• One-sided Ha 
AUC in tail beyond
zstat
• Two-sided Ha 
consider potential
deviations in both Examples: If one-sided P
directions  = 0.0010, then two-sided
double the one- P = 2 × 0.0010 = 0.0020.
sided P-value If one-sided P = 0.2743,
then two-sided P = 2 ×
0.2743 = 0.5486.
 Interpretation
• P-value answer the question: What is the
probability of the observed test statistic …
when H0 is true?
• Thus, smaller and smaller P-values provide
stronger and stronger evidence against H0
• Small P-value  strong evidence
 Interpretation
Conventions*
P > 0.10  non-significant evidence against H0
0.05 < P  0.10  marginally significant evidence
0.01 < P  0.05  significant evidence against H0
P  0.01  highly significant evidence against H0

Examples
P =.27  non-significant evidence against H0
P =.01  highly significant evidence against H0

* It is unwise to draw firm borders for “significance”

 α-Level (Used in some situations)

• Let α ≡ probability of erroneously rejecting H0

• Set α threshold (e.g., let α = .10, .05, or whatever)
• Reject H0 when P ≤ α
• Retain H0 when P > α
• Example: Set α = .10. Find P = 0.27  retain H0
• Example: Set α = .01. Find P = .001  reject H0
 (Summary) One-Sample z Test
A. Hypothesis statements
H0: µ = µ0 vs.
Ha: µ ≠ µ0 (two-sided) or
Ha: µ < µ0 (left-sided) or
Ha: µ > µ0 (right-sided)
B. Test statistic x  0 
z stat  where SE x 
SE x n
C. P-value: convert zstat to P value
D. Significance statement (usually not necessary)
Chi Square
Chi Square Distribution
 Example
• A manufacturer of car batteries guarantees that the
batteries will last, on average, 3 years with a
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, should the manufacturer still be convinced
that the batteries have a standard deviation of 1
year? Assume that the battery lifetime follows a
normal distribution.
T-Test
 Example
• A chemical engineer claims that the populations
mean yield of a certain batch process is 500 grams
per milliliter of raw material. To check this claim he
samples 25 batches each month. If the computed t-
value falls between −t0.05 and t0.05, he is satisfied with
this claim. What conclusion should he draw from a
sample that has a mean ¯x = 518 grams per milliliter
and a sample standard deviation s = 40 grams?
Assume the distribution of yields to be approximately
normal.