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SAMPLING DISTRIBUTION

Probability and Statistics


OBJECTIVES

•defines the sampling distribution of the


sample mean for normal population with and
without replacement
•solves problems involving sampling
distributions of the sample mean
•Finds the mean and variance of the sampling
distribution of the sample mean.
INTRODUCTION
• Previously, we have learned how to construct the
probability distribution of a discrete random variable. We
have also learned how to compute the mean and standard
deviation of a discrete random variable. Moreover, we have
studied continuous probability distribution, the normal
distribution, the normal distribution and its application to
real-life problems.
• Now, we shall apply these concepts and we will study
another probability distribution of the sample means. The
study of sampling distribution of the sample means will be
the basis for making statistical inferences and testing
hypothesis.
DEFINITION OF TERMS
Sampling Error – An expected certain amount of error from using the sample. Obatined
by SE=Sample Mean – Population Mean 𝑆𝐸 = 𝜇𝑥ҧ − 𝜇

Sampling Distribution – The probability distribution of statistic

Standard Error – The standard deviation of the sampling distribution

Unbiased estimator – average value determined over many different samples which is
equal to the population parameter.
SYMBOLS
Population Sample
(Parametric) (Statistic)
Mean 𝝁 ഥ
𝒙 (mean of the samples)

𝝁 𝒙ഥ (mean of the sample samples)

Variance 𝝈 𝟐 𝝈 𝟐
(known population𝜎 2 )

𝒙
𝒔𝟐 (unknown population 𝜎 2)
Standard Deviation 𝝈 𝒙ഥ (known population 𝜎)
𝝈
𝒔 (unknown population 𝜎)
FORMULAS
Population (Parametric) Sample (Statistic)

Mean 𝜇 = ෍ 𝑋 ∙ 𝑃(𝑋) 𝜇 𝑥ҧ = ෍ 𝑥ҧ ∙ 𝑃(𝑥)ҧ

Variance 𝜎 2 = σ 𝑃(𝑋) ∙ 𝑋 − 𝜇 2 or 𝜎 2 𝑥ҧ = σ 𝑃(𝑥)ҧ ∙ 𝑥ҧ − 𝜇 𝑥ҧ 2

𝜎2
𝜎 2 𝑥ҧ = (with replacement)
𝑛
𝜎2 𝑁−𝑛
𝜎 2 𝑥ҧ = ∙ (without replacement)
𝑛 𝑁−1
2
Standard Deviation 𝜎= σ 𝑃(𝑋) ∙ 𝑋 − 𝜇 2 𝜎 𝑥ҧ = σ 𝑃(𝑥)ҧ ∙ 𝑥ҧ − 𝜇 𝑥ҧ or
𝜎
𝜎 𝑥ҧ = (with replacement)
𝑛

𝜎 𝑁−𝑛
𝜎 𝑥ҧ = ∙ (without replacement)
𝑛 𝑁−1

Number of Outcomes with Number of outcomes 𝑁, 𝑛 = 𝑁 𝑛


Replacement
Number of Outcomes without 𝑁!
Replacement
Number of outcomes 𝑃 𝑁, 𝑛 =
𝑁−𝑛 !
Finding the Mean, Variance and Standard Deviation of
Sampling Distribution of the Sample Means

• Suppose we have a population of size N with a mean 𝝁, and we draw


or select possible samples of size n from this population. Naturally,
we expect to get different values of the means for each sample. The
sample means may be less than, greater than or equal to the
population 𝝁.
• The sample means obtained will form a frequency distribution and
the corresponding probability distribution can be constructed. The
distribution is called the sampling distribution.
• How do we construct the sampling distribution of the sample means?
Study the following examples.
Example 1
A population consists of four values, (₱1, ₱5, ₱10, ₱20).
a. Compute the mean (μ),variance 𝜎 2 and the standard
deviation 𝜎
b. How many sample of size 2 (n = 2) is to be taken from this
population:? List them and compute the mean of each sample.
b.1With replacement
b.1.1 Construct the sampling distribution of the sample means.
b.1.2 Determine the mean (𝛍 ഥ𝒙 ), variance (𝝈𝟐 ഥ𝒙 ) and standard error
(𝝈ഥ𝒙 ) of the sample means.
b.2 Without replacement
b.2.1 Construct the sampling distribution of the sample means.
b.2.2 Determine the mean (𝛍 ഥ𝒙 ), variance (𝝈𝟐 ഥ𝒙 ) and standard error
(𝝈ഥ𝒙 ). of the sample means.
a. Compute the variance 𝜎 2 and the standard
Solution: deviation 𝜎 .
a. To compute the population variance and the standard deviation of
the population, proceed as follow:
𝐗 Frequency Probability 𝐏(𝐗) 𝐗 ∙ 𝐏(𝐗) 𝐏(𝐗) ∙ 𝐗 − 𝝁 𝟐

1 1 1/4 1/4 16
5 1 1/4 1 1/4 4
10 1 1/4 2 1/2 1/4
20 1 1/4 5 30 1/4
1 𝝁=𝟗 𝛔 𝟐 =50.50
𝛔 =7.106
b.1 How many sample of size 2 (n = 2) is to be taken from this
Solution: population:? List them and compute the mean of each sample.

b.1 Since the size of the population is 4, we have N=4. We shall draw a sample of 2 from
this population, n =2. Thus, the number of samples of size 2 with replacement that can be
drawn from this population is computed as follows: 𝑁, 𝑛 = 𝑁 𝑛 → 4,2 = 4 2 = 16.
The number of all samples of size 2 is 16. The table below shows the list of all possible
samples with their corresponding means.
Samples (with replacement) Mean Samples (with replacement) Mean
₱1, ₱1 ₱1 ₱10, ₱1 ₱5.5
₱1, ₱5 ₱3 ₱10, ₱5 ₱7.5
₱1, ₱10 ₱5.5 ₱10, ₱10 ₱10
₱1, ₱20 ₱10.5 ₱10, ₱20 ₱15
₱5, ₱1 ₱3 ₱20, ₱1 ₱10.5
₱5, ₱5 ₱5 ₱20, ₱5 ₱12.5
₱5, ₱10 ₱7.5 ₱20, ₱10 ₱15
₱5, 20 ₱12.5 ₱20, ₱20 ₱20
b.1.1 Construct the sampling distribution
Solution: of the sample means. With replacement

Sample Mean 𝒙 Frequency 𝒇 Probability 𝑷(ഥ
𝒙)
1 1 1/16
3 2 1/8
5 1 1/16
5.5 2 1/8
7.5 2 1/8
10 1 1/16
10.5 2 1/8
12.5 2 1/8
15 2 1/8
20 1 1/16
Total = 16 1
b.1.2 Determine the mean, variance and standard
Solution: error of the sample means. With replacement

Sample Mean 𝒙 Frequency 𝒇 Probability 𝑷(ഥ
𝒙) ഥ ∙ 𝐏(ഥ
𝒙 𝒙) 𝐏(ഥ ഥ − 𝛍 𝒙ഥ
𝒙) ∙ 𝒙 𝟐

1 1 1/16 1/16 4
3 2 1/8 3/8 4 1/2
5 1 1/16 5/16 1
5.5 2 1/8 11/16 1 17/32
7.5 2 1/8 15/16 9/32
10 1 1/16 5/8 1/16
10.5 2 1/8 1 5/16 9/32
12.5 2 1/8 1 9/16 1 17/32
15 2 1/8 1 7/8 4 1/2
20 1 1/16 1 1/4 7 9/16
16 1 𝛍 ഥ𝒙 = 𝟗 𝝈𝟐 ഥ𝒙 = 𝟐𝟓. 𝟐𝟓
𝝈ഥ𝒙 = 𝟓. 𝟎𝟐𝟓
Note that 𝜎 = 7.106 The mean value of n=2 with replacement is ₱9, with
𝜎 7.106
Using the formula 𝜎 𝑥ҧ = = = 5.025 a variance of ₱16.83 standard deviation of ₱ 4.1
𝑛 2
b.2 How many sample of size 2 (n = 2) is to be taken from this
Solution: population:? List them and compute the mean of each sample.
b.2 Since the size of the population is 4, we have N=4. We shall draw a sample of 2 from this
population, n =2. Thus, the number of samples of size 2 without replacement that can be drawn
𝑁! 4!
from this population is computed as follows: P 𝑁, 𝑛 = → P 4,2 = = 12
𝑁−𝑛 ! 4−2 !
The number of all possible samples of size 2 is 12. The table below shows the list of all possible
samples with their corresponding means.

Samples (no replacement) Mean Samples (no replacement) Mean


₱1, ₱5 ₱3 ₱10, ₱1 ₱5.5
₱1, ₱10 ₱5.5 ₱10, ₱5 ₱7.5
₱1, ₱20 ₱10.5 ₱10, ₱20 ₱15
₱5, ₱1 ₱3 ₱20, ₱1 ₱10.5
₱5, ₱10 ₱7.5 ₱20, ₱5 ₱12.5
₱5, 20 ₱12.5 ₱20, ₱10 ₱15
b.2.1 Construct the sampling distribution of
Solution: the sample means. Without replacement


Sample Mean 𝒙 Frequency 𝒇 Probability 𝑷(ഥ
𝒙)
3 2 1/6
5.5 2 1/6
7.5 2 1/6
10.5 2 1/6
12.5 2 1/6
15 2 1/6
Total=12 1
b.2.2 Determine the mean, variance and standard
Solution: error of the sample means. Without replacement

Sample Mean 𝒙 Frequency 𝒇 Probability 𝑷(ഥ
𝒙) ഥ ∙ 𝐏(ഥ
𝒙 𝒙) 𝐏(ഥ ഥ − 𝛍 𝒙ഥ
𝒙) ∙ 𝒙 𝟐

3 2 1/6 1/2 6
5.5 2 1/6 1 2
7.5 2 1/6 1 1/4 3/8
10.5 2 1/6 1 3/4 3/8
12.5 2 1/6 2 2
15 2 1/6 2 1/2 6
Total=6 1 𝛍 𝒙ഥ = 𝟗 𝝈𝟐 𝒙ഥ = 𝟏𝟔. 𝟖𝟑
𝝈𝒙ഥ = 𝟒. 𝟏
Note that 𝜎 = 7.106
The mean value of n=2 is ₱9, with a
Using the formula 𝜎 𝑥ҧ =
𝜎

𝑁−𝑛
=
7.106

4−2
= 4.1
variance of ₱16.83 standard deviation of
𝑛 𝑁−1 2 4−1
₱ 4.1
The following table gives monthly salaries (in thousands of pesos) of six
Example 2 officers in a government office. Suppose that random variable of size 4
are taken from this population of six officers.
Officer Salary
A 8
B 12
C 16
D 20
E 24
F 28
a. Compute the mean (μ),variance 𝜎 2 and the standard deviation 𝜎
b. How many sample of size 3 (n = 3) is to be taken from this population?
b.1With replacement
b.1.1 Determine the mean (𝛍 𝒙ഥ ), variance (𝝈𝟐 𝒙ഥ ) and standard error (𝝈𝒙ഥ ). of the sample means.
b.2 Without replacement
b.2.1 Determine the mean (𝛍 𝒙ഥ ), variance (𝝈𝟐 𝒙ഥ ) and standard error (𝝈𝒙ഥ ). of the sample means
a. Compute the mean (μ),variance 𝜎 2 and the
Solution: standard deviation 𝜎
a. To compute the population mean, variance and the standard
deviation of the population, proceed as follow:
𝐗 Frequency Probability 𝐏(𝐗) 𝐗 ∙ 𝐏(𝐗) 𝐏(𝐗) ∙ 𝐗 − 𝝁 𝟐

8 1 1/6 1 1/3 16 2/3


12 1 1/6 2 6
16 1 1/6 2 2/3 2/3
20 1 1/6 3 1/3 2/3
24 1 1/6 4 6
28 1 1/6 4 2/3 16 2/3
6 1 𝝁 = 𝟏𝟖 𝛔 𝟐 =46.67
𝛔 =6.83
This can also be computed using your calculator, Statistic mode then input Random variable X
b. How many sample of size 3 (n = 3) is to be taken from this
Solution: population?
b.1With replacement: the number of samples of size 3 that can be drawn from this
population is computed as follows: 𝑁, 𝑛 = 𝑁 𝑛 → 6,3 = 6 3 = 216.
b.1.1 Determine the mean (𝛍 𝒙ഥ ), variance (𝝈𝟐 𝒙ഥ ) and standard error (𝝈𝒙ഥ ) of the
sample means
Since the sample is too big 216, we may no longer list all possible outcomes and make sampling
𝜎2
distribution table . We may use the concept (𝛍 ഥ𝒙 = 𝝁), variance (𝝈𝟐 ഥ
𝒙
= ) and standard error
𝑛
𝜎
(𝝈𝒙ഥ= )
𝑛 Note that previously μ = 18, 𝜎 2 = 46.67, = 𝜎 = 6.83
Hence, 𝛍 𝒙ഥ = 18
𝜎2 46.67
𝝈𝟐 ഥ = 𝑛 = 3 = 15.56
𝒙
𝜎 6.83 The mean value of n=3 with replacement is
𝜎 𝑥ҧ = 𝑛 = 3 = 3.94 ₱18000, with a variance of ₱15,560 standard
deviation of ₱ 3940
b. How many sample of size 3 (n = 3) is to be taken from this
Solution: population?
b.2Without replacement: the number of samples of size 3 that can be drawn from this population is
𝑁! 6!
computed as follows:P 𝑁, 𝑛 = → P 6,3 = = 120.
𝑁−𝑛 ! 6−3 !
𝟐
b.2.1 Determine the mean (𝛍 𝒙ഥ ), variance (𝝈 𝒙ഥ ) and standard error (𝝈𝒙ഥ ). of the sample means
Since the sample is too big 120, we may no longer list all possible outcomes and make sampling
𝜎2 𝑁−𝑛
distribution table . We may use the concept (𝛍 ഥ𝒙 = 𝝁), variance 𝝈𝟐 ഥ
𝒙 = ∙ and standard
𝑛 𝑁−1

error 𝝈𝒙ഥ=
𝜎
𝑛

𝑁−𝑛
𝑁−1
Note that previously μ = 18, 𝜎 2 = 46.67, = 𝜎 = 6.83

Hence, 𝛍 𝒙ഥ = 18
𝟐 𝜎2 𝑁−𝑛 46.67 6−3
𝝈 ഥ
𝒙 = ∙ = ∙ = 9.334
𝑛 𝑁−1 3 6−1
The mean value of n=3 without
𝜎 𝑁−𝑛 6.83 6−3 replacement is ₱18000, with a
𝜎 𝑥ҧ = ∙ = ∙ = 3.05 variance of ₱9334 standard
𝑛 𝑁−1 3 6−1
deviation of ₱ 3050