SAMPLING

DISTRIBUTION
Probability and Samples

Sampling Distributions
Central Limit Theorem
Standard Error
Probability of Sample Means
When we take a sample from a population we can talk
about the probability of

- getting a certain type of individual when we

sample once last lecture topic

- getting a certain type of sample mean when n>1

today
Distribution of Individuals in a Population

6
5
4
3
2
1

10 20 30 40 50 60 70

p(X > 50) = ?

Distribution of Individuals in a Population

6
5
4
3
2
1

10 20 30 40 50 60 70

1 = 0.11
p(X > 50) =
9
Distribution of Individuals in a Population

6
5
4
3
2
1

10 20 30 40 50 60 70

p(X > 30) = ?

Distribution of Individuals in a Population

6
5
4
3
2
1

10 20 30 40 50 60 70

6 = 0.66
p(X > 30) =
9
Distribution of Individuals in a Population

6
normally distributed
5
= 40, = 10
4
3
2
1

10 20 30 40 50 60 70

p(40 < X < 60) = ?

Distribution of Individuals in a Population

6
normally distributed
5
= 40, = 10
4
3
2
1

10 20 30 40 50 60 70

p(40 < X < 60) = p(0 < Z < 2) = 0.477

Distribution of Individuals in a Population

6
normally distributed
5
= 40, = 10
4
3
2
1

10 20 30 40 50 60 70

p(X > 60) = ?

Distribution of Individuals in a Population

6
normally distributed
5
= 40, = 10
4
3
2
1

10 20 30 40 50 60 70

p(X > 60) = p(Z > 2) = 0.023

 Distribution of Sample Means
A distribution of sample means is:
the collection of sample means for all the possible
random samples of a particular size (n) that can be
obtained from a population.
 Population

6
5
4
3
2
1

1 2 3 4 5 6 7 8 9
Distribution of Sample Means from Samples of Size n = 2

Sample # Scores Mean ( )

1 2, 2 2
2 2,4 3
3 2,6 4
4 2,8 5
5 4,2 3
6 4,4 4
7 4,6 5
8 4,8 6
9 6,2 4
10 6,4 5
11 6,6 6
12 6,8 7
13 8,2 5
14 8,4 6
15 8.6 7
16 8.8 8
 Distribution of Sample Means
from Samples of Size n = 2

6
5
4
3
2
1

1 2 3 4 5 6 7 8 9

sample mean

We can use the distribution of sample means to answer

probability questions about sample means
Distribution of Sample Means
from Samples of Size n = 2

6
5
4
3
2
1

1 2 3 4 5 6 7 8 9

sample mean

p( > 7) = ?
Distribution of Sample Means
from Samples of Size n = 2

6
5
4
3
2
1

1 2 3 4 5 6 7 8 9

sample mean

p( > 7) =
Distribution of Individuals in Population

6
5 = 5, = 2.24
4
3
Distribution of Sample Means
2
6 X = 5, X = 1.58
1
5
1 2 3 4 5 6 7 8 9
4
3
2
1

1 2 3 4 5 6 7 8 9
sample mean
Distribution of Individuals

6
5 = 5, = 2.24
4
3
Distribution of Sample Means
2
6 X = 5, X = 1.58
1
5
1 2 3 4 5 6 7 8 9
4
3
2
p(X > 7) = 0.25 1

1 2 3 4 5 6 7 8 9
sample mean

p(X> 7) = 0.0625 , for

n=2
What if we took a larger sample?
 Distribution of Sample Means
from Samples of Size n = 3
24
22
20
18 X = 5, X = 1.29
16
14
p( X > 7) = 1 = 0.016 for n = 3
12 64
10
8
6
4 p(X > 7) = 0.25
2
p(X> 7) = 0.0625 , for n=2
1 2 3 4 5 6 7 8 9

sample mean
 Distribution of Sample Means
6
5
4 Things to Notice
3
2 1. The sample means tend to pile up
1 around the population mean (stays
centered at the population mean).
1 2 3 4 5 6 7 8 9
2. The distribution of sample means is
sample mean approximately normal in shape, even
though the population distribution was
not (becomes more normal).
3. The distribution of sample means has
less variability than does the population
distribution (becomes less variable).
 Notation

the mean of the sampling distribution

the standard deviation of sampling distribution

(standard error of the mean)

 Standard Error (Selisihan Piawai)

The standard error of the mean is:

The standard deviation of the distribution of sample
means.
The standard error measures the standard amount of
difference between x-bar and that is reasonable to
expect simply by chance.

SE =
Distribution of Individuals in Population

6
5 = 5, = 2.24
4
3
Distribution of Sample Means
2
6 X = 5, X = 1.58
1
5
1 2 3 4 5 6 7 8 9 4
3
2
1

1 2 3 4 5 6 7 8 9
sample mean
 Sampling Distribution (n = 3)

24
22
20 X = 5
18 X = 1.29
16
14
12
10
8
6
4
2

1 2 3 4 5 6 7 8 9

sample mean
Consider a finite population of 4000 students of a certain college. Of this 200 students
are selected randomly and their mean weight is calculated. It was computed as x-bar =
135 lbs. If we draw 20 different samples of 200 students, instead of just one as we did
previously. We cant expect the same mean weight of these 20 samples chosen
randomly. It is due to sampling variability i.e. each sample drawn randomly from the
same population differs from each other in their computed 'statistic'.
 A key distinction

Population Distribution distribution of all individual

scores in the population

Sample Distribution distribution of all the scores in

your sample

Sampling Distribution distribution of all the possible

sample means when taking samples of size n from the
population. Also called the distribution of sample
means.
 Clarifying Formulas

Distribution of
Population Sample Sample Means

notice
 The Central Limit Theorem
Regardless the shape of the underlying population distribution, the
sampling distribution of the mean becomes approximately normal as
the sample size increase.
Thus
-if the random variable X is normally distributed, then the sampling
distribution of the sample mean is normally distributed also
regardless the size of the sample
-for all other random variables X, the sampling distributions are
approximately normally distributed if the size of the sample is large
enough (n30)

1. will have a mean of

2. will have a standard error of
3. will approach a normal distribution as n approaches infinity

What does this mean in practice?

 The Central Limit Theorem Applies to
Sampling Distribution of Any Population
 Practical Rules Commonly Used:
1. For samples of size n larger than 30, the distribution of the
sample means can be approximated reasonably well by a
normal distribution. The approximation gets better as the
sample size n becomes larger.

2. If the original population is itself normally distributed, then

the sample means will be normally distributed for any
sample size.
small n large n
normal population
non-normal population
Applications of the Central Limit Theorem

The primary use of the distribution of sample means

is to find the probability associated with any specific
sample using the standard normal distribution.

Population Sampling
distribution distribution
Applications of the Central Limit Theorem

Given the population of women has normally

distributed weights with a mean of 64 kg and a
standard deviation of 4 kg,

1. if one woman is randomly selected, find the probability that

her weight is greater than 68 kg.

2. if 16 women are randomly selected, find the probability that

their mean weight is greater than 68 kg.
 Given the population of women has normally distributed
weights with a mean of 64 kg and a standard deviation of 4
kg,

1. if one woman is randomly selected, find the probability that

her weight is greater than 68 kg.
Population distribution

z = 68-64
4

= 64 68

0
Given the population of women has normally distributed
weights with a mean of 64 kg and a standard deviation of 4
kg,

2. if 16 women are randomly selected, find the probability that

their mean weight is greater than 68 kg.

Sampling distribution

= 64 68

0
Applications of the Central Limit Theorem
Given the population of women has normally
distributed weights with a mean of 64kg and a
standard deviation of 4 kg
1. if one woman is randomly selected, find the probability that
her weight is greater than 68 kg.

2. if 16 women are randomly selected, find the probability that

their mean weight is greater than 68 kg.
 Practice
Given a population of 4000 academic books with a
mean price = RM 50, and a standard deviation = RM 6,
1. What is the standard error of the sample mean for a sample
of size 1?

2. What is the standard error of the sample mean for a sample

of size 4?

3. What is the standard error of the sample mean for a sample

of size 25?

4. What is the standard error of the sample mean for a sample

of size 36?

5. Based on parts 1, 2, 3 and 4, what can we conclude about

standard error?
 Practice
Given a population of 4000 academic books, with a
mean price = RM 50, and a standard deviation = RM 6,

1. if one book is randomly selected from the population, find the

probability that its price is greater than RM 53.

2. If 4 books are randomly selected from the population, find the

probability that their mean price is greater than RM 53

3. If 25 books are randomly selected from the population, find the

probability that their mean price is greater than RM 53