Lecture 6: Sampling and

Sampling Distributions
 Lecture Goals
After completing this topic, you should be able to:
 Determine the mean and standard deviation for the
sampling distribution of the sample mean,
 Describe the Central Limit Theorem and its importance
 Determine the mean and standard deviation for the
sampling distribution of the sample proportion,
(7.1)

Sampling Distributions

 A sampling distribution is a distribution of

all of the possible values of a statistic for
a given size sample selected from a
population
 Expected Value of Sample Mean

 Let X1, X2, . . ., Xn represent a random sample from a

population
 That is, each observation is the realisation of a random variable
Xi
 If the sample is random all Xi are independent and follow the
same distribution.

 The sample mean value of these observations is

defined as
1 n
X   Xi
n i1
 Standard Error of the Mean

 Different samples of the same size from the same

population will yield different sample means
 A measure of the variability in the mean from sample to
sample is given by the Standard Error of the Mean:

σ
σX 
n
 Note that the standard error of the mean decreases as
the sample size increases
 If the Population is Normal

 If a population is normal with mean μ and

standard deviation σ, the sampling distribution
of X is also normally distributed with

σ
μX  μ and σX 
n
 Example

 X = time before plumber arrives.

 Suppose X~N(8,25).
 Randomly investigate 10 calls. Before you look
at the actual times: Xi = time before plumber
arrives at ith call is a random variable.
 Xi~N(8,25)
 The actual time you observe for the ith call is a
particular realisation xi of random variable Xi
 e.g. xi = 9.13
 Example (continued)

 What is the distribution of X ?

 Expectation:

 Variance:

 Since X normal:
 Z-value for Sampling Distribution
of the Mean
 Z-value for the sampling distribution of X :

(X  μ) (X  μ) ( X   )
Z   .
σX σ / n
n

where: X = sample mean

μ = population mean
σ = population standard deviation
n = sample size
 Example

 Suppose X~N(8,25). Take sample of 10 calls. Then

X ~ N (8,2.5).
 We can now compute the probability that, in a sample
of 10, the average waiting time is more than 9 hours:

 X  X 98 
P( X  9)  P  

  X 2 .5 
 P( Z  .63)  1  P( Z  .63)
 1  F (.63)  .2643
 If the Population is not Normal
 We can apply the Central Limit Theorem:
 Even if the population is not normal,
 …sample means from the population will be
approximately normal as long as the sample size is
large enough.

Properties of the sampling distribution:

σ
μx  μ and σx 
n
 Central Limit Theorem

the sampling
As the n↑
distribution
sample
becomes
size gets
almost normal
large
regardless of
enough…
shape of
population

x
 If the Population is not Normal
(continued)

Population Distribution
Sampling distribution
properties:
Central Tendency
μx  μ
μ x
Sampling Distribution
Variation
σ
σx 
(becomes normal as n increases)
Larger
n Smaller
sample size
sample
size

μx x
 How Large is Large Enough?

 For most distributions, n > 25 will give a

sampling distribution that is nearly normal
 rule of thumb

 For normal population distributions, the

sampling distribution of the mean is always
normally distributed.
 Example

 Suppose a population has mean μ = 8 and

standard deviation σ = 3. Suppose a random
sample of size n = 36 is selected.

 What is the probability that the sample mean is

between 7.8 and 8.2?
 Example
(continued)

Solution:
 Even if the population is not normally
distributed, the central limit theorem can be
used (n > 25)
 … so the sampling distribution of x is
approximately normal
 … with mean μx = 8
σ 3
 …and standard deviation σ x  n  36  0.5
 Example
(continued)
Solution (continued):
 
 7.8 - 8 μ X -μ 8.2 - 8 
P(7.8  μ X  8.2)  P   
 3 σ 3 
 36 n 36 
 P(-0.5  Z  0.5)  0.3830

Population Sampling Standard Normal

Distribution Distribution Distribution .1915
??? +.1915
? ??
? ? Sample Standardize
? ? ?
?
-0.5 0.5
μ8 X 7.8
μX  8
8.2
x μz  0 Z
 ^
Sampling Distribution of P
 Normal approximation:
Sampling Distribution
P(p̂)
.3
.2
.1
0
0 .2 .4 .6 8 1
p̂

Properties:
 X  p(1  p)
E(p̂)  p and
σ  Var   
2
p̂
n n
(where p = population proportion)
 Z-Value for Proportions

Standardize P̂ to a Z value with the formula:

p̂  p p̂  p
Z 
σ p̂ p(1  p)
n
 Example

 If the true proportion of voters who support a

metro line in Dublin is p = .70, what is the
probability that a sample of size 200 yields a
sample proportion between .70 and .75?

 i.e.: if p = .7 and n = 200, what is

P(.70 ≤ p̂ ≤ .75) ?
 Example
(continued)

 if p = .7 and n = 200, what is

P(.70 ≤ p̂ ≤ .75) ?

p(1  p) .7(1  .7)

Find σ p̂ : σ p̂    .0324
n 200

Convert to  .70  .70 .75  .70 

standard P(.70  p̂  .75)  P Z 
normal:  .0323 .0324 
 P(0  Z  1.54)
 Example
(continued)

 if p = .7 and n = 200, what is

P(.70 ≤ p̂ ≤ .75) ?

Use standard normal table: P(0 ≤ Z ≤ 1.54) = .4382

Standardized
Sampling Distribution Normal Distribution

.4382

Standardize

.70 .75 P̂ 0 1.54

Z