Analisis Statistik Bisnis - MM Prasetiya Mulya

Sampling Distributions and the Central Limit Theorem

Distribution of a population

Distribution of the Sample

means for sample size n=50

50
40
30
20
10
0

80
60
40
20
0

20

40

60

80

100

45

50

55

60

65

Sample mean

= 52.24 = 15.02

E( y) 52.20 y 2.21
Std dev of sample means
= std error of estimate

For large sample sizes:

Distribution of the sample means is approximately
normal, regardless of its population distribution.
For large population:
Nn
1
N 1

E( y)

n
1

Analisis Statistik Bisnis - MM Prasetiya Mulya

Estimating a Population Mean () using large sample size (n30)

Using large sample size (n 30),

the distribution of the sample means

can be assumed normal.

95%

1.96 1.96

P( 1.96 y y 1.96 y ) 95%

The 95% confidence interval for the population mean () is:

y 1.96 y
Where y

s
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Analisis Statistik Bisnis - MM Prasetiya Mulya

Std normal (z) distribution

Large Sample
n 30

/2

-z /2

/2

z /2

The 100(1- )% confidence interval for the population mean () is:

y z / 2 y
Where z/2 is a z value with an area
Commonly Used Values of

/2

z /2

Confidence Coefficient: 90%

95%
99%
: 10%
5%
1%
/2 : 0.05 0.025 0.005

z /2 :

to its right

1.645

1.96

2.576

s
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Estimating a Population Mean () using small sample size (n<30)

Students t distribution
/2

-t /2

Small Sample
Normal Population

/2

t /2

The 100(1- )% confidence interval for the population mean () is:

y t / 2s y
Where t /2 is a t value based on (n-1) degree of freedom, such that the
probability that t > t /2 is /2. Confidence Coefficient: 90% 95% 99%
s
sy
n
df = degree of freedom = n-1

: 10%
/2 : 0.05

df=10
df=15

t /2 :
t /2 :

5%
0.025

1%
0.005

1.812 2.228

3.169

1.753 2.131

2.947
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About Students t distribution

Std normal distribution
t distribution for df=10
0.025

0.025

t
0

z.025 t.025
1.96

2.228

The smaller the sample size, the higher are the the tails of the t distribution.
or
The smaller the sample size, the greater will be the spread of the t distribution.
For n 30 the two distributions will be nearly identical.

Analisis Statistik Bisnis - MM Prasetiya Mulya

Example 4: Confidence Intervals for the Population Mean

Sebuah pabrik TV melakukan pengujian sample secara acak sebanyak 35 unit untuk
mempekirakan rata-rata umur tabung TV merk X. Dari uji sample dapat dihitung rata-rata
umurnya 8900 jam dengan deviasi standardnya 500 jam.
Dengan tingkat keyakinan 95% perkirakan rata-rata umur tabung TV merk X.
Jawab:
Diketahui n=35,

= 8900, S=500 dan (1-)=95%

n 30 large sample

y z / 2 y

s
500

84.46
n
35

= 1-95%=0.05

z / 2 z0.025 1.96 (dari tabel normal)

= 8900 (1.96)(84.46) = 8900 165.54 =8734 s/d 9066 jam

dengan tingkat keyakinan 95%, interval rata-ratanya = 8734 s/d 9066 jam
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Analisis Statistik Bisnis - MM Prasetiya Mulya

Example 5: Confidence Intervals for the Population Mean

Sebuah pabrik TV melakukan pengujian sample secara acak sebanyak 15 unit untuk
mempekirakan rata-rata umur tabung TV merk X. Dari uji sample dapat dihitung rata-rata
umurnya 8900 jam dengan deviasi standardnya 500 jam. Diasumsikan distribusi umur tabung
TV merk X mendekati normal.
Dengan tingkat keyakinan 95% , perkirakan rata-rata umur tabung TV merk X.
Jawab:
Diketahui n=15,

= 8900, S=500 dan (1-)=95%

n < 30, distribusi populasi normal

sy

s
n

500
15

y t / 2s y

129.099

= 1-95%=0.05 dan df=15-1=14

t / 2 t 0.025 2.145

(dari tabel students t)

= 8900 (2.145)(129.099) = 8900 276.92 =8623 s/d 9177 jam

dengan tingkat keyakinan 95%, interval rata-ratanya = 8623 s/d 9177 jam
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Analisis Statistik Bisnis - MM Prasetiya Mulya

Example 6: Confidence Intervals for the Population Mean

Sebuah pabrik TV melakukan pengujian sample secara acak sebanyak 15 unit untuk
mempekirakan rata-rata umur tabung TV merk X. Dari uji sample dapat dihitung rata-rata
umurnya 8900 jam dengan deviasi standardnya 500 jam. Diasumsikan distribusi umur tabung
TV merk X mendekati normal.
Dengan tingkat keyakinan 95% , perkirakan minimum rata-rata umur tabung TV merk X.
Jawab:
Diketahui n=15,

= 8900, S=500 dan (1-)=95%

n < 30, distribusi populasi normal dan tidak diketahui min

sy

s
500

129.099
n
15

y t s y

= 1-95%=0.05 dan df=15-1=14

t t 0.5 1.761

(dari tabel students t)

= 8900 - (1.761)(129.099) = 8900 - 227.34 =8672 jam

dengan tingkat keyakinan 95%, minimum rata-ratanya = 8672 jam
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Analisis Statistik Bisnis - MM Prasetiya Mulya

Estimating About (1- 2)

POPULATION
1
2
Sample size
Population mean
Population variance
Sample mean
Sample variance

n1
1
12
1
s1 2

n2
2
22
2
s2 2

The two samples are randomly and

independently selected from two
populations

Large sample (n130 and n2 30)

Distribution of 1 and 2 normal
Distribution of (1-2) normal

(1 2 ) ( y1 y 2 ) z / 2 ( y1 y2 )
Where:

( y1 y2 )

12 2 2
s12 s 2 2

n1 n 2
n1 n 2
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Analisis Statistik Bisnis - MM Prasetiya Mulya

Small sample (n1<30 or n2<30)

Both populations are approximately normal.
The population variances are equal
Distribution of 1 and 2 approximately normal
Distribution of (1-2) approximately normal

1
1
(1 2 ) ( y1 y 2 ) t / 2 s p

n1 n 2
Where:

2
2
(
n

1
)
s

(
n

1
)
s
1
2
2
sp2 1
n1 n 2 2
t/2 based on (n1+n2-2) df
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Analisis Statistik Bisnis - MM Prasetiya Mulya

Example 7: Confidence Interval for (1 - 2)

Sebuah lembaga konsumen menguji kualitas 2 merk lampu (diukur dari umur lampu).
Diambil secara acak dari pasar 10 lampu merk A dan 8 lampu merk B.
Dari hasil pengujian didapat:
- rata-rata umur lampu dari sampel A dan B adalah 4000 dan 4600 jam.
- deviasi standar umur lampu dari sampel A dan B adalah 200 dan 250 jam.
Dengan tingkat keyakinan 90% perkirakan perbedaan umur lampu merk B terhadap
umur lampu merk A.
Jawab:
Diketahui nA=10, y A = 4000, sA=200
nB=8, y B = 4600, sB=250

(1-)=90%

= 1-90%=0.10 dan df=10+8-2=16

t / 2 t 0.05 1.746

2
2
(dari tabel students t)
(
10

1
)
200

(
8

1
)
250
2
sp
49843.75
10 8 2
Dengan tingkat keyakinan 90%, (B- A) =
1 1
(4600 4000) 1.746 49843.75 600 184.9 = 415 s/d 785 jam
8 10
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Analisis Statistik Bisnis - MM Prasetiya Mulya

Estimating a Population Proportion (p)

^ 5) the distribution of the
Using large sample size (np^ and n(1-p)
sample proportion can be assumed normal.
n = sample size p^ = sample proportion

The 100(1- )% confidence interval for the population proportion is:

p = ^p z

/2

^
p^ (1-p)
n

Example:
A electronic manufacturer wants to know about customer preference
about color of a product. 48 customers prefer red products and 32
customers prefer yellow products.
48/80(1-48/80)
Proportion of red preference = p = 48/80 1.96
80
= 0.6 0.107

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Analisis Statistik Bisnis - MM Prasetiya Mulya

Estimating the difference between two population proportion

^ 1) 5) (n2^p2 and n2(1-p
^ 2) 5)
Using large sample sizes (n1p^ 1 and n1(1-p
the distribution of the p^1-p^2 can be assumed normal.

The 100(1- )% confidence interval estimator p1 p2

^
^
^
^
p1 p2 = (p^1 p^2) z/2 p1 (1-p1) p2 (1-p2)
+
n2
n1

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Analisis Statistik Bisnis - MM Prasetiya Mulya

Sample Sizes for Estimating and p

Parameter

Sample Size
z/2 2
n=
B

n=

^
z/2 p^ (1-p)

Notes:
B = bound on the error estimation
Because we have not taken the sample we use
Range/4
p^ = 0.5
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