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Lecture notes on Probability and Statistics

Instructor: Dr. K. M. Salah Uddin, Associate Professor


Department of Management Information Systems, University of Dhaka

Sampling Distribution
Sampling is only a tool which helps to know the characteristics of the
universe or population by examining only a small part of it. The values
obtained from the study of sample, such as average and variance, are
known as statistic. On the other hand, such values for the population
are called parameters.

If we take numerous different samples of equal size from the same


population, the probability distribution of all the possible values of a
given from all the distinct possible samples of equal size is called a
sampling distribution.
Note: The mean of the sampling distribution is designated by the same
symbol as the mean of the population namely, . However, the standard
deviation of the sampling distribution of means given a special name
standard error of mean, and is symbolized by

SAMPLING DISTRIBUTION OF THE MEAN

Lecture notes on Probability and Statistics


Instructor: Dr. K. M. Salah Uddin, Associate Professor
Department of Management Information Systems, University of Dhaka

Problem:Prove that, the mean of the sampling distribution of the


sample mean is the same as the mean of the population.
Proof:
Let, x1, x2, ,xn represent independent variables corresponding to
the n observations in a sample from a population having the same mean
.

x1 x2 x3 ............................ xn
n

x1 x2 x3 ............................ xn

E ( x) E

1
E[ x1 ] E[ x2 ] .............................. E[ xn ]
n
1
1
................. .n
n
n
Problem:Prove that the variance of the sampling distribution of the
sample mean is the standard error of the mean.

Lecture notes on Probability and Statistics


Instructor: Dr. K. M. Salah Uddin, Associate Professor
Department of Management Information Systems, University of Dhaka

Proof: Let, x1, x2, ,xn represent independent random variables


corresponding to the n observations in a sample from a population
having the same variance

x 2 Var x Var[

x1 x2 x3 ............................ xn
]
n

1
Var x1 Var x2 .................. Var xn
2
n

1 2
2
2

..........
..........
..

n2
1
2 n 2
n
1
2
n

x
n
which is the standard error of the mean.

Problem 01: The time between two arrivals in a queuing model is


normally distributed with a mean 2 minutes and the standard deviation
is 0.25 minute. If a random sample of size 36 is drawn, what is the
probability that sample mean is greater than 2.1 minutes?

Lecture notes on Probability and Statistics


Instructor: Dr. K. M. Salah Uddin, Associate Professor
Department of Management Information Systems, University of Dhaka

Solution: Since the population is normally distributed, therefore, the


sampling distribution of the sample mean will also follow a normal
distribution with mean.

x 2
And standard error (standard deviation of sampling distribution)

0.25

0.042
n
36

Therefore, the probability that the sample mean will be greater than 2.1
minutes is given by

p[ x 2.1]

To get the values standard normal distribution, this normal variate


must be converted into a standard normal variate by the transformation

x x
z
x

Therefore, the above probability statement becomes

Lecture notes on Probability and Statistics


Instructor: Dr. K. M. Salah Uddin, Associate Professor
Department of Management Information Systems, University of Dhaka

P[

x 2.1

]
x
x
P[ z

Or,
Or,

2.1 2
]
0.042

p[ z 2.38] 0.5 ( 2.38) 0.5 0.4913 0.0087

Therefore, in only 0.87% of all possible sample size n=36, the sample
mean will be greater than 2.1 minutes.

SAMPLING DISTRIBUTION OF THE DIFFERENCE OF TWO


MEANS
Suppose we have two populations, the first of size N1, with mean 1 and
standard deviation 1, and the second of size N2, with mean 2 and
standard deviation 2. The comparison is made on the basis of two
independent random samples, with one of size n1 drawn from the first
population and the other of size n2drawn from the second population. If

Lecture notes on Probability and Statistics


Instructor: Dr. K. M. Salah Uddin, Associate Professor
Department of Management Information Systems, University of Dhaka

x1

x2

and

are the t wo sample means, we can evaluate the possible

difference between1 and 2, by the difference of the sample means

x1 x 2

The problem is one of determining the properties of a

sampling distribution of

x1 x 2

Important properties of the sampling distribution of

x1 x 2

are:

1. With simple random sampling from two independent populations,


the mean of the sampling distribution of

x1 x 2

i.e.,

x1 x 2

, deonted by

is equal to the difference between the population means,

x1 x 2 x1 x 2 1 2
=

Lecture notes on Probability and Statistics


Instructor: Dr. K. M. Salah Uddin, Associate Professor
Department of Management Information Systems, University of Dhaka

2. The standard deviation of the sampling distribution of


(also known as standard error of

x1 x 2
(since

x1

and

x1

x2

x2

x1 x 2

x1 x 2

) is given by

21 2 2

n1
n2

are independent random variables, the variance of

their difference is the sum of their variances.)


Problem 02: Strength of the wire produced by company A has a
mean of 4500 kg and a standard deviation of 200 kg. Company B
has a mean of 4000 kg and a standard deviation of 300 kg. If 50
wires of company A and 100 wires of company B are selected at
random and tested for strength, what is the probability that the
sample mean strength of A will be at least 600kg more than B?
# For the sampling distribution of the difference of two means, we
have

x1 x 2 1 2 4500 4000 500


x1 x 2

21 2 2
40000 90000

800 900
n1
n2
50
100
1700 41.23

Lecture notes on Probability and Statistics


Instructor: Dr. K. M. Salah Uddin, Associate Professor
Department of Management Information Systems, University of Dhaka

The desired probability is given by

P[ x1 x 2 600]

To convert this into standard normal variate, we get

x1 x 2 1 2 600 1 2

x1 x 2
x1 x 2

600 500

P Z
P[ Z 2.43]
41.23

0.5 2.43 0.5 0.4925 0.0075

Or,
Therefore, the probability that the sample mean strength of the
wire produced by company A is greater than or equal to 600 kg
than that of company B is given by 0.0075.
SAMPLING
DISTRIBUTION
SUCCESSES

OF

THE

NUMBER

OF

SAMPLING DISTRIBUTION OF PROPORTIONS


A population proportion is defined as

X / N,

where X is the number

of elements which process a certain trait and N is the total number of

Lecture notes on Probability and Statistics


Instructor: Dr. K. M. Salah Uddin, Associate Professor
Department of Management Information Systems, University of Dhaka

items in the population. A sample proportion is defined as p=x/n, where


x is the number of items in the sample which process a certain trait and
n is the sample size.
Suppose that a population is infinite and that the probability of
occurrence of an event (called its success) is
non-occurrence of the event is

while the probability of

. Now consider all possible

samples of size n drawn from this population and for each sample
determine the proportion p of success. Then we obtain a sampling
distribution of sample proportion whose mean is p and standard
deviation p are given by:

p ; and p

(1 )
n

Where p=standard error of sample proportion. For large values of n


(n30) the sampling distribution is very closely approximated as
normally distributed.
Problem 03: In a quality department of manufacturing paints, at the
dispatch of decorative paints, 30% of the containers are found to be
defective. If a random sample of 500 is drawn with replacement from the

Lecture notes on Probability and Statistics


Instructor: Dr. K. M. Salah Uddin, Associate Professor
Department of Management Information Systems, University of Dhaka

population, what is the probability that the sample proportion will be


less than or equal to 25% defective?
Solution:

We have,

p 0.3

p
And

(1 )
0 .3 0 .7

0.0205
n
500

The desired probability is given by P(p0.25)


To convert this into standard normal variate, we have

p p

0.25 0.3

P[ Z 2.44] 0.5 2.44


0.0205

0.5 0.4927 0.0073


Therefore, the required probability is 0.0073 that sample proportion will be less or
equal to 25% defective.

SAMPLING DISTRIBUTION OF THE DIFFERENCE OF TWO


PROPORTIONS
The sampling distribution of difference of two proportions can be

obtained from binomially distributed populations with parameter

and

Lecture notes on Probability and Statistics


Instructor: Dr. K. M. Salah Uddin, Associate Professor
Department of Management Information Systems, University of Dhaka

respectively, when two random samples are drawn from two

binomial populations and then compared.

The mean and standard

deviation of this sampling distribution is given below:

p1 p2 p1 p2 1 2
and

p1 p2 2 p1 2 p2

1 1 1 2 1 2

n1
n2

If n1 andn2 large (n1, n230), the sampling distribution of difference of


two proportions are very closely normally distributed.

Problem 04: Ten percent of machines by company A are defective and


five percent of those produced by company B are defective. A random
sample of 250 machines is taken from company A and a random sample
of 300 machines from company B. what is the probability that the
difference in sample proportion is less than or equal 0.02?
Solution:
Under the assumption, the sampling distribution of p 1-p2 would have
mean

Lecture notes on Probability and Statistics


Instructor: Dr. K. M. Salah Uddin, Associate Professor
Department of Management Information Systems, University of Dhaka

p1 p2 p1 p2 1 2

10
5

0.1 0.05 0.05


100 100

And standard deviation

p1 p2

1 1 1 2 1 2

n1
n2

0.1 0.9 0.05 0.95


0.09 0.0475

250
300
250
300
0.00036 0.00016 0.0228

The probability that the difference in sample proportion is less than or equal to 0.02
is given by
P(p1-p20.02)

Hence, the required probability is obtained by transforming into a


standard normal variate as,

p1 p2 p1 p2

0.02 0.05

0.0228

p1 p2

or, P z 1.32 0.5 1.32 0.5 0.4066 0.0934


Therefore, the required probability is 0.0934 that the difference ins
ample proportion is less than or equal to 0.02.

Lecture notes on Probability and Statistics


Instructor: Dr. K. M. Salah Uddin, Associate Professor
Department of Management Information Systems, University of Dhaka

Sampling: Shoppers often sample a small piece of cheese before


purchasing any. They decide from one piece what the large will taste
like. A chemist does the same thing when he takes a sample of alcholo
from a still, determine that it is 90 proof and infers that all the in the still
is 90 proof.

A probability distribution of all the possible means of the samples is a


distribution of the sample means. Statisticians call this a sampling
distribution of mean.