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9.2.

Sampling Distributions
Example:
Suppose we sample 500 times and let
500
500
30
500
2
500
1
2
2
30
2
2
2
1
1
1
30
1
2
1
1
, , ,

, , ,
, , ,
x x x x
x x x x
x x x x

be 500 simple random samples of 30 managers. Let X be the random variable


representing the average salary of a random sample of 30 managers. Then,
500 2 1
, , , x x x
are 500 possible values of X . Note there are .

,
_

30
2500
possible x
for random variable X .
Properties of X :
Let X be the random variable representing the average of a random
sample. Then,
1.
mean population the ) ( X E
2. For finite population with population size N and the sample size
n, then the standard deviation of X is
n N
n N
X E X Var
X


1
) ( ) (
2


.
For infinite population (the infinite population size),
n
X Var
X

) (
.
Note:
as
, 05 . 0
N
n
then 1
1

N
n N
. Thus,
n n
N
n N
X

1
. That
is, the standard deviation of X for the finite population is
approximately equal to the one for the infinite population.
Sampling Distribution of X :
As
30 n
or the population is normally distributed, then
) , (
2
X
N X
, where
n
X
2
2

. Thus, for some constants d c ,
1
), (
) ( ) ( ) (
X X
X X X
d
Z
c
P
d X c
P d X c P d X c P


where Z is the standard normal random variable.
Example:
What is the probability of the difference between the sample mean and the population
mean will be less or equal to 500 as the sample size ? 30 n
[solution]
30 . 730
30
4000
, 51800
n
X


. Thus,
variable random normal standard the
30 . 730
51800
) ) 30 . 730 ( , 51800 (
2

Z
X
N X
5036 . 0 ) 68 . 0 68 . 0 (
)
30 . 730
500
30 . 730
51800
30 . 730
500
(
) 500 51800 500 ( ) 500 51800 (


Z P
X
P
X P X P
There is 50.36% chance that the difference between the sample mean and the
population mean is not more than 500.
Sample Size and Sampling Distribution:
Since
,
n
X


increasing the sample size will decrease the standard
error!! Thus, the larger the sample size is, the larger
) ( d X c P
is
(since the interval 1
]
1


X X
d c

,
is larger than the one with smaller
sample size)!!
Example (continue):
What is the probability of the difference between the sample mean and the population
mean will be less or equal to 500 as the sample size ? 100 n
[solution]
) 30 ( 30 . 730 400
100
4000
, 51800 n
n
X


. Thus,
variable random normal standard the
400
51800
) ) 400 ( , 51800 (
2

Z
X
N X
2
) 30 ( 5036 . 0 7888 . 0 ) 25 . 1 25 . 1 (
)
400
51800 52300
400
51800
400
51800 51300
(
) 52300 51300 ( ) 500 51800 (


n Z P
X
P
X P X P
As the sample size increases to 100, there is 78.88% chance that the difference
between the sample mean and the population mean is not more than 500. That is, the
larger sample size will provide a higher probability that the value of the sample mean
will be within a specific distance of the population mean.
Example:
The average lifetime of a light bulb is 3000 hours with a standard deviation of 696
hours. A simple random sample of 36 bulbs is taken.
(a) What are the expected value, standard deviation, and shape of the sampling
distribution of x ?
(b) What is the probability that the average life time in the sample will be between
2670.56 and 2809.76 hours?
(c) What is the probability that the average life time in the sample will be equal to or
greater than 3219.24 hours?
(d) What is the probability that the average life time in the sample will be equal to or
less than 3180.96 hours?
(e) How large of a sample needs to be taken to provide a 0.01 probability that the
average life time in the sample will be equal to or greater than 3219.24 hours
[solution:]
(a)
( ) , 116
36
696
, 3000
n
X E
X


bell shape like normal distribution.
(b)
( )
( ) 0482 . 0 64 . 1 84 . 2
116
3000 76 . 2809
116
3000
116
3000 56 . 2670
76 . 2809 56 . 2670

,
_


Z P
X X
P
X P
X

(c)
( )
( ) 0294 . 0 89 . 1
116
3000
116
3000 24 . 3219
24 . 3219

,
_


Z P
X X
P X P
X

(d)
3
( )
( ) 9406 . 0 56 . 1
116
3000 96 . 3180
116
3000
96 . 3180

,
_


Z P
X X
P X P
X

(e)
( )
55
71 . 54
24 . 219
33 . 2 696

33 . 2
24 . 219 696
33 . 2
24 . 219
24 . 219
3000 3000 24 . 3219
24 . 3219 01 . 0
2
01 . 0

,
_

,
_

,
_


n
n
n n
z
Z P
X X
P X P
X
X
X
X X X

Example :
MNM Corporation gives each of its employees an aptitude test. The scores on the test
are normally distributed with a mean of 75 and a standard deviation of 15. A simple
random sample of 25 is taken from a population of 500.
(a) What is the probability that the average aptitude test score in the sample will be
between 70.14 and 82.14?
(b) What is the probability that the average aptitude test score in the sample will be
equal to or greater than 82.68?
(c) Find a value, C, such that P( X C) = .015.
[solution:]
(a) Since
3
25
15

n
X

,
( )
( ) 9387 . 0 38 . 2 62 . 1
3
75 14 . 82
3
75
3
75 14 . 70
14 . 82 14 . 70

,
_


Z P
X X
P
X P
X

(b)
( )
( ) 0052 . 0 56 . 2
3
75
3
75 68 . 82
68 . 82

,
_


Z P
X X
P X P
X

(c)
4
( )
51 . 81 3 17 . 2 75 17 . 2
3
75

015 . 0
3
75
3
75
3
75
+

,
_

,
_


C
C
C
Z P
C X X
P C X P
X

Example:
A population has a standard deviation of 16.
(a) As the sample size 100 n , what is the probability that a sample mean will be
within 2 t of the population mean (the sampling error 2 )?
(b) Suppose the probability that a sample mean will be within 2 t of the population
mean is 0.9. What is the sample size n?
[solution:]
(a)
( ) ( ) ( )
( ) ( ) ( )
( ) 7888 . 0 3944 . 0 2 25 . 1 0 2
25 . 1 25 . 1
6 . 1
2
6 . 1
2
2 2 2
1 , 0
6 . 1
6 . 1 , , 6 . 1
100
16
2 2

,
_


Z P
Z P
X
P X P X P
N Z
X X
N N X
n
X
X
X X

(b)
( )
( )
( ) 174 1856 . 173 645 . 1 8
645 . 1 8 645 . 1
16
2 2 2
45 . 0
2
0
9 . 0
2
0 2
2 2 2 2
2
1 , 0
2

,
_

,
_

,
_

,
_

,
_

n n
n
n
n
Z P
Z P
Z P Z P
X
P X P
N Z
X
X X
X
X X X X X
X

Properties of P :
Let P be the random variable representing the proportion of a
random sample (the sample proportion of a random sample is one
possible value of P ). Then,
1.
proportion population the ) ( p P E
2. For finite population with population size N and the sample size
n, then the standard deviation of P is
5
n
p p
N
n N
p P E P Var
P
) 1 (
1
) ( ) (
2

.
For infinite population (the infinite population size),
n
p p
P Var
P
) 1 (
) (

.
Note:
As
, 05 . 0
N
n
then 1
1

N
n N
. Thus,
n
p p
n
p p
N
n N
X
) 1 ( ) 1 (
1

.
That is, the standard deviation of P for the finite population is
approximately equal to the one for the infinite population.
Sampling Distribution of P :
As
, 5 ) 1 ( and 5 p n np

) , (
2
P
p N P
, where
n
p p
P
) 1 (
2


. Thus, for some constants
1 0 d c

), (
) ( ) ( ) (
P P
P P P
p d
Z
p c
P
p d p P p c
P p d p P p c P d P c P


where Z is the standard normal random variable.
Note: Since ,
) 1 (
n
p p
P

increasing the sample size will decrease
the standard error!! Thus, the larger the sample size is, the larger
) ( d P c P
is (since the interval 1
]
1


P P
p d p c

,
is larger than the one
with smaller sample size)!!
Example (continue):
What is the probability of the difference between the sample proportion and the
population proportion will be less or equal to 0.05 as the sample size ? 30 n What
is the probability as we increase the sample size to 100?
[solution]
0894 . 0
30
) 6 . 0 1 ( 6 . 0
, 6 . 0


P
p . Thus,
variable random normal standard the
0894 . 0
6 . 0
) ) 0894 . 0 ( , 6 . 0 (
2

Z
P
N P
6
4246 . 0 ) 56 . 0 56 . 0 (
)
0894 . 0
05 . 0
0894 . 0
6 . 0
0894 . 0
05 . 0
(
) 05 . 0 6 . 0 05 . 0 ( ) 05 . 0 6 . 0 (


Z P
P
P
P P P P
There is 42.46% chance that the difference between the sample proportion and the
population proportion is not more than 0.05 as . 30 n .
As sample size is increased to 100, then
). 30 ( 0894 . 0 0490 . 0
100
) 6 . 0 1 ( 6 . 0
, 6 . 0

n p
P
Thus,
variable random normal standard the
0490 . 0
6 . 0
) ) 0490 . 0 ( , 6 . 0 (
2

Z
P
N P
) 30 ( 4246 . 0 6922 . 0 ) 02 . 1 02 . 1 (
)
0490 . 0
6 . 0 65 . 0
0490 . 0
6 . 0
0490 . 0
6 . 0 55 . 0
(
) 65 . 0 55 . 0 ( ) 05 . 0 6 . 0 (


n Z P
P
P
P P P P
There is 69.22% chance that the difference between the sample proportion and the
population proportion is not more than 0.05 100 n . That is, the larger sample size
will provide a higher probability that the value of the sample proportion will be within
a specific distance of the population proportion.
Example:
A new soft drink is being market tested. It is estimated that 60% of consumers will
like the new drink. A sample of 96 taste-tested the new drink.
(a) Determine the standard error of the proportion
(b)What is the probability that equal to or more than 70.4% of consumers will indicate
they like the drink?
(c) What is the probability that equal to or more than 30% of consumers will indicate
they do not like the drink?
[solution:]
(a) 05 . 0
96
4 . 0 6 . 0

(b)
( )
( ) 0188 . 0 08 . 2
05 . 0
6 . 0
05 . 0
6 . 0 704 . 0
704 . 0

,
_


Z P
P p P
P P P
P

(c) We need to compute the probability that less than 70% of consumers will indicate
they like the drink?
( )
( ) 9772 . 0 2
05 . 0
6 . 0 7 . 0
05 . 0
6 . 0
7 . 0
<

,
_


<

<
Z P
P p P
P P P
P

7
Example:
What is the most important factor for business travelers when they are staying in a
hotel? According to USA Today, 74% of business travelers state that having a smoke-
free room is the most important factor. Assume that the population proportion is
74 . 0 p
and that a sample of 200 business travelers will be selected.
(a) What is the probability that the sample proportion will be within 04 . t of the
population proportion?
(b) Suppose the probability that a sample proportion will be within 02 . t of the
population mean is 0.9. What is the sample size n?
[solution:]
(a)
( )
( ) ( )
( )
( ) ( )
( ) 8030 . 0 4015 . 0 2 29 . 1 0 2
29 . 1
031 . 0
04 . 0
031 . 0
74 . 0
04 . 0
1 , 0
031 . 0
74 . 0

031 . 0 , 74 . 0 , 031 . 0
200
26 . 0 74 . 0 1

2 2

,
_

Z P
Z P
P p P
P p P P
N Z
P p P
N p N P
n
p p
P
P
P P


(b)
( )
( )
( ) ( )
1302 598 . 1301 26 . 0 74 . 0
2
5 . 164
02 . 0
26 . 0 74 . 0 645 . 1

645 . 1
26 . 0 74 . 0
02 . 0
74 . 0 1 74 . 0
02 . 0
1
02 . 0 02 . 0

45 . 0
02 . 0
0
9 . 0
02 . 0
0 2
02 . 0 02 . 0 02 . 0 02 . 0
02 . 0
1 , 0
2

,
_

,
_

,
_

,
_

,
_

,
_

n n
n
n
n n
p p
Z P
Z P
Z P Z P
p P
P p P P
N Z
p P
P
P
P
P P P P P
P

Online Exercise:
Exerci se 9.2.1
Exercise 9 .2.2
8
9