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Basic Concepts
Suppose we select n distinct elements from a population consisting of N elements,
using a particular probability sampling method. Let
X1 = measure taken from the 1st element in the sample
X2 = measure taken from the 2nd element in the sample
Basic Concepts
X1 = measure taken from the 1st element in the sample
X2 = measure taken from the 2nd element in the sample
Basic Concepts
Suppose (X1, X2, , Xn) is a random sample. A statistic is a r.v. that is a function of
X1, X2, , Xn.
Remarks:
1. As a random variable, the statistic is a function whose value depends on the
outcome of random experiment the selection of a random sample.
2. Since it is a r.v., it has a probability distribution.
Basic Concepts
The sampling distribution of a statistic is its probability distribution (PMF/PDF).
Example: p.385
The sampling distribution of a statistic depends on:
n
the method of choosing the random sample
the population under study
We can use the sampling distribution to compute probabilities (Ex: P(|X-| < a))
and to determine summary measures describing the collection of realized values of
when we repeatedly take samples of size n (Ex. E(X
) and standard deviation).
X
Basic Concepts
The standard deviation of a statistic is called its standard error.
Example: (p. 387)
is given by
Suppose the sampling distribution of X
10/30 or 1/3
20/30 or 2/3
30/30 or 1
= )
P(
4/20
12/20
4/20
.
Determine the mean and standard error of X
2 1/10).
Compute for P( X
3
Interpretation: There is a 3/5 chance of selecting a sample whose value for the
sample mean will not differ from the population mean by more than 1/10.
Basic Concepts
If (X1, X2, , Xn) is a random sample from a finite population of size N and whose
2 Nn
= and Var X
=
values are generated using SRSWOR, then E X
, where
=
=1
and 2 =
2
N
i=1(Xi)
n N1
Basic Concepts
= and
If (X1, X2, , Xn) is a random sample from an infinite population, then E X
2
= , where = E(Xi) and 2 = E(Xi )2 .
Var X
n
Basic Concepts
Remarks:
5. The
Nn
term
N1
6. In some cases, there is no distinction between sampling from finite and infinite
populations when the size of the finite population is very large.