9.2.

Sampling Distributions
Example:
Suppose we sample 500 times and let
x11 ,
2
1

2
2

x , , x

500
2

,x

x2

2
30

x ,
500
1

x1

1
x12 , , x30

x500

500
30

, , x

be 500 simple random samples of 30 managers. Let X be the random variable

representing the average salary of a random sample of 30 managers. Then,
2500

30

x1 , x 2 , , x 500 are 500 possible values of X . Note there are .

possible x

for random variable X .

Properties of

Let X be the random variable representing the average of a random

sample. Then,
1. E ( X ) the population mean
2. For finite population with population size N and the sample size
n, then the standard deviation of X is
Var ( X )

N n
N 1 n

E ( X )2 X

For infinite population (the infinite population size),

Var ( X ) X

Note: as

n
0.05,
N

then

N n
1.
N 1

Thus,

N n

N 1 n
n

. That is,

the standard deviation of X for the finite population is

approximately equal to the one for the infinite population.

Sampling Distribution of

As n 30 or the population is normally distributed, then

X N ( , X2 )

, where X2

2
n

. Thus, for some constants c d ,

P ( c X d ) P (c X d ) P (
P(

c X d

)
X
X
X

c
d
Z
),
X
X

where Z is the standard normal random variable.

Example:
What is the probability of the difference between the sample mean and the population
mean will be less or equal to 500 as the sample size n 30 ?
[solution]
51800, X

4000

730.30 . Thus,
n
30

X N (51800, (730.30) 2 )

X 51800
Z the standard normal random variable
730.30

P ( X 51800 500) P ( 500 X 51800 500)

500
X 51800
500

)
730.30
730.30
730.30
P ( 0.68 Z 0.68) 0.5036
P(

There is 50.36% chance that the difference between the sample mean and the
population mean is not more than 500.

Sample Size and Sampling Distribution:

Since

,
n

increasing the sample size will decrease the standard

error!! Thus, the larger the sample size is, the larger
(since the interval

c d
,

X
X

P (c X d )

is

is larger than the one with smaller

sample size)!!
Example (continue):
What is the probability of the difference between the sample mean and the population
mean will be less or equal to 500 as the sample size n 100 ?
[solution]
51800, X

4000

400 730.30 ( n 30) . Thus,

n
100

X N (51800, ( 400) 2 )

X 51800
Z the standard normal random variable
400

 P ( X 51800 500) P (51300 X 52300)

51300 51800
X 51800 52300 51800

)
400
400
400
P ( 1.25 Z 1.25) 0.7888 0.5036 ( n 30)
P(

As the sample size increases to 100, there is 78.88% chance that the difference
between the sample mean and the population mean is not more than 500. That is, the
larger sample size will provide a higher probability that the value of the sample mean
will be within a specific distance of the population mean.
Example:
The average lifetime of a light bulb is 3000 hours with a standard deviation of 696
hours. A simple random sample of 36 bulbs is taken.
(a) What are the expected value, standard deviation, and shape of the sampling
distribution of x ?
(b) What is the probability that the average life time in the sample will be between
2670.56 and 2809.76 hours?
(c) What is the probability that the average life time in the sample will be equal to or
greater than 3219.24 hours?
(d) What is the probability that the average life time in the sample will be equal to or
less than 3180.96 hours?
(e) How large of a sample needs to be taken to provide a 0.01 probability that the
average life time in the sample will be equal to or greater than 3219.24 hours

[solution:]
(a) E X 3000, X

696

116,
n
36

bell shape like normal distribution.

(b)
P 2670.56 X 2809.76
2670.56 3000
X
X 3000 2809.76 3000

116

116
116

P 2.84 Z 1.64 0.0482

(c)
3219.24 3000 X
X 3000

116
X
116

P 3219.24 X P

P1.89 Z 0.0294

(d)
3

 X
X 3000 3180.96 3000

116
116

P X 3180.96 P

P Z 1.56 0.9406

(e)
3219.24 3000 X
X 3000

X
X
X

0.01 P 3219.24 X P

219.24

Z
X

219.24

696 219.24

z0.01 2.33 X

X
2.33
n
n
P

696 2.33

219.24
n 55
n

54.71

Example :
MNM Corporation gives each of its employees an aptitude test. The scores on the test
are normally distributed with a mean of 75 and a standard deviation of 15. A simple
random sample of 25 is taken from a population of 500.
(a) What is the probability that the average aptitude test score in the sample will be
between 70.14 and 82.14?
(b) What is the probability that the average aptitude test score in the sample will be
equal to or greater than 82.68?
(c) Find a value, C, such that P( X C) = .015.
[solution:]

(a) Since X

15

3,
n
25
P 70.14 X 82.14
70.14 75 X
X 75 82.14 75

3
X
3
3

P 1.62 Z 2.38 0.9387

(b)
82.68 75 X
X 75

3
X
3

P 82.68 X P

P 2.56 Z 0.0052

(c)

 X X 75 C 75
C 75
P Z

0.015

3
3
3

P X C P

C 75
2.17 C 75 2.17 3 81.51
3

Example:
A population has a standard deviation of 16.
(a) As the sample size n 100 , what is the probability that a sample mean will be
within 2 of the population mean (the sampling error 2 )?
(b) Suppose the probability that a sample mean will be within 2 of the population
mean is 0.9. What is the sample size n?
[solution:]
(a)
X

16
X
X

1.6 X N , X2 N ,1.6 2

Z N 0,1
X
1.6
n
100

2 X
2
P X 2 P 2 X 2 P

P 1.25 Z 1.25
X
1.6
1. 6
2 P 0 Z 1.25 2 0.3944 0.7888

(b)
X
Z N 0,1
X
X

2
2
2
2
P X 2 P

P Z
P
Z

X
X
X
X

2
2 P 0 Z
0.9
X

2
2
2
2 n
0.45
P 0 Z

1.645 n 8 1.645

X
X
16

n 8 1.645 173.1856 n 174

2

Properties of

Let P be the random variable representing the proportion of a

random sample (the sample proportion of a random sample is one
possible value of P ). Then,
1. E ( P ) p the population proportion
2. For finite population with population size N and the sample size
n, then the standard deviation of P is

Var ( P ) E ( P p ) 2 P

N n
N 1

p(1 p)
.
n

For infinite population (the infinite population size),

Var ( P ) P

p(1 p)
.
n

Note:
As

n
0.05,
N

N n
1.
N 1

then

Thus, P

N n
N 1

p (1 p )

p (1 p )
n

That is, the standard deviation of P for the finite population is

approximately equal to the one for the infinite population.

Sampling Distribution of
As

np 5 and n(1 p ) 5,

P N ( p, P2 )

p (1 p)
, where P2
. Thus, for some constants 0 c d 1
n

P (c P d ) P (c p P p d p ) P (
P(

c p P p d p

)
P
P
P

c p
dp
Z
),
P
P

where Z is the standard normal random variable.

Note: Since

p (1 p )
,
n

increasing the sample size will decrease

the standard error!! Thus, the larger the sample size is, the larger
P (c P d )

is (since the interval

c p d p
,

P
P

is larger than the one

with smaller sample size)!!

Example (continue):
What is the probability of the difference between the sample proportion and the
population proportion will be less or equal to 0.05 as the sample size n 30 ? What
is the probability as we increase the sample size to 100?
[solution]
p 0.6, P

0.6(1 0.6)
0.0894 . Thus,
30

P N (0.6, (0.0894) 2 )

P 0.6
Z the standard normal random variable
0.0894
6

 P ( P 0.6 0.05) P ( 0.05 P 0.6 0.05)

0.05
P 0. 6
0.05

)
0.0894
0.0894
0.0894
P ( 0.56 Z 0.56) 0.4246
P(

There is 42.46% chance that the difference between the sample proportion and the
population proportion is not more than 0.05 as . n 30 .
As sample size is increased to 100, then
p 0.6, P

0.6(1 0.6)
0.0490 0.0894 (n 30). Thus,
100

P N (0.6, (0.0490) 2 )

P 0.6
Z the standard normal random variable
0.0490

P ( P 0.6 0.05) P (0.55 P 0.65)

0.55 0.6
P 0.6
0.65 0.6

)
0.0490
0.0490
0.0490
P ( 1.02 Z 1.02) 0.6922 0.4246 ( n 30)
P(

There is 69.22% chance that the difference between the sample proportion and the
population proportion is not more than 0.05 n 100 . That is, the larger sample size
will provide a higher probability that the value of the sample proportion will be within
a specific distance of the population proportion.
Example:
A new soft drink is being market tested. It is estimated that 60% of consumers will
like the new drink. A sample of 96 taste-tested the new drink.
(a) Determine the standard error of the proportion
(b)What is the probability that equal to or more than 70.4% of consumers will indicate
they like the drink?
(c) What is the probability that equal to or more than 30% of consumers will indicate
they do not like the drink?
[solution:]
(a)

0.6 0.4
0.05
96

(b)
0.704 0.6 P p
P 0.6

0.05
P
0.05

P 0.704 P P

P 2.08 Z 0.0188

(c) We need to compute the probability that less than 70% of consumers will indicate
they like the drink?
P p P 0.6 0.7 0.6

0.05
0.05
P

P P 0.7 P

P Z 2 0.9772

Example:
What is the most important factor for business travelers when they are staying in a
hotel? According to USA Today, 74% of business travelers state that having a smokefree room is the most important factor. Assume that the population proportion is
p 0.74 and that a sample of 200 business travelers will be selected.
(a) What is the probability that the sample proportion will be within .04 of the
population proportion?
(b) Suppose the probability that a sample proportion will be within .02 of the
population mean is 0.9. What is the sample size n?
[solution:]
(a)
p 1 p
0.74 0.26

0.031 P N p, P2 N 0.74,0.0312
n
200
P p P 0.74

Z N 0,1
P
0.031

Pp
P 0.74
0.04

P Z 1.29

0.031
0.031
P

P P p 0.04 P

2 P 0 Z 1.29 2 0.4015 0.8030

(b)
Pp
Z N 0,1
P

Pp

0.02
0.02
0.02
0.02
P

P Z
Z

P
P
P
P
P

P P p 0.02 P

0.02
2 P 0 Z
0.9
P

0.02
0Z
0.45
P

0.02

0.02

p 1 p

0.02

0.741 0.74

0.02 n
0.74 0.26

1.645 0.74 0.26

0.02

164.5

0.74 0.26 1301.598 n 1302

Online Exercise:
Exercise 9.2.1
Exercise 9.2.2

1.645