Sampling Distributions

Sampling Distributions
Sample Mean Example
Suppose your population (simplified) was

four people at your institution.

Population size N=4
Random variable, X, is age of individuals
Values of X: 18, 20, 22, 24 (years)

Sampling Distributions
Sample Mean Example
Summary Measures for the Population Distribution:
X

P(x)
i

N
18 20 22 24

21
4

(X )
i

2.236

.3
.2
.1
0
18

20

22

24

Uniform Distribution

Sampling Distributions
Sample Mean Example
Now consider all possible samples of size n=2
1st
Obs.
18
18

16 Sample
Means

2nd Observation
20

22

24

18,18 18,20 18,22 18,24

20

20,18 29,20 20,22 20,24

22

22,18 22,20 22,22 22,24

24

24,18 24,20 24,22 24,24

16 possible samples
(sampling with
replacement)

1st
Obs.

2nd Observation
18

20

22

24

18

18

19

20

21

20

19

20

21

22

22

20

21

22

23

24

21

22

23

24

Sampling Distributions
Sample Mean Example
Sampling Distribution of All Sample Means
16 Sample
Means
1st
Obs

Sample Means
Distribution

P(X)

2nd Observation

.3
18

20

22

24

18

18

19

20

21

20

19

20

21

22

22

20

21

22

23

24

21

22

23

24

.2
.1
0
18 19

20 21 22 23

24

(no longer uniform)

_
X

Sampling Distributions
Sample Mean Example
Summary Measures of this Sampling Distribution:

18 19 21 24

21
16

2
(
X

)
i

N
(18 - 21)2 (19 - 21)2 (24 - 21)2
1.58
16

Sampling Distributions
Sample Mean Example
Population
N=4

21

Sample Means Distribution

n=2

2.236

X 21
_

P(X)

P(X)

.3

.3

.2

.2

.1

.1

18
A

20
B

22
C

24
D

X 1.58

18 19 20 21 22 23 24

Sampling Distributions
Standard Error
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:

X
n
Note that the standard error of the mean decreases as the

sample size increases.

Sampling Distributions
Standard Error: Normal Pop.
If a population is normal with mean and standard

deviation , the sampling distribution of the mean is also

normally distributed with

and

X
n

(This assumes that sampling is with replacement or sampling

is without replacement from an infinite population)

Sampling Distributions
Z Value: Normal Pop.
Z-value for the sampling distribution of the sample mean:

where:

(X X )
X

(X )

X = sample mean
= population mean

= population standard deviation

n = sample size

Sampling Distributions
Properties: Normal Pop.

x
(i.e. x is
unbiased )

Normal Population
Distribution

Normal Sampling
Distribution
(has the same mean)

Sampling Distributions
Properties: Normal Pop.
For sampling with replacement:

As n increases,
x decreases

Larger sample
size

Smaller sample
size

Sampling Distributions
Non-Normal Population
The Central Limit Theorem states that as the sample

size (that is, the number of values in each sample)

gets large enough, the sampling distribution of the
mean is approximately normally distributed. This is
true regardless of the shape of the distribution of the
individual values in the population.
Measures of the sampling distribution:

x
n

Sampling Distributions
Non-Normal Population
Population Distribution

Sampling Distribution
(becomes normal as n increases)
Larger
sample
size

Smaller sample size

Sampling Distributions
Non-Normal Population
For most distributions, n > 30 will give a

sampling distribution that is nearly normal

For fairly symmetric distributions, n > 15 will
give a sampling distribution that is nearly
normal
For normal population distributions, the
sampling distribution of the mean is always
normally distributed

Sampling Distributions
The Proportion
The proportion of the population having some

characteristic is denoted .
Sample proportion ( p ) provides an estimate of :
p

X
number of items in the sample having the characteristic of interest

n
sample size

0 p1
p has a binomial distribution
(assuming sampling with replacement from a finite population or without
replacement from an infinite population)

Sampling Distributions
The Proportion
Standard error for the proportion:
(1 )
p
n

Z value for the proportion:

p
Z

p
(1 )
n