Sampling Distribution Properties and Central Limit Theorem

Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 8-1
Chapter 8

Sampling Distribution
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu. Chap 8-2
Chapter Goals
After completing this chapter, you should be
able to:
Define the concept of a sampling distribution
Determine the mean and standard deviation for the
sampling distribution of the sample mean, X
Sampling distribution of means
Central Limit Theorem
Sampling distribution of S
2
Sampling distribution of p
s

__
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
Assume there is a population
Population size N=4
Random variable, X,
is age of individuals
Values of X: 18, 20,
22, 24 (years)
A
B
C
D
.3
.2
.1
0
18 20 22 24
A B C D
Uniform Distribution
P(x)
x
(continued)
Summary Measures for the Population Distribution:
21
4
24 22 20 18
N
X
i
=
+ + +
=
=

2.236
N
) (X
2
i
=
=

1
st
2
nd
Observation
Obs 18 20 22 24
18 18,18 18,20 18,22 18,24
20 20,18 20,20 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)
Now consider all possible samples of size n=2
1st 2nd Observation
Obs 18 20 22 24
18 18 19 20 21
20 19 20 21 22
22 20 21 22 23
24 21 22 23 24

(continued)
16 Sample
Means
1st 2nd Observation
Obs 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 Distribution of All Sample Means
18 19 20 21 22 23 24
0
.1
.2
.3
P(X)
X
Sample Means
Distribution
16 Sample Means
_
(continued)
(no longer uniform)
_
Summary Measures of this Sampling Distribution:
(continued)
21
16
24 21 19 18
N
X
i
X
=
+ + + +
= =

1.58
16
21) - (24 21) - (19 21) - (18
N
) X (
2 2 2
2
X
i
X
=
+ + +
=
Comparing the Population with its Sampling
Distribution
18 19 20 21 22 23 24
0
.1
.2
.3
P(X)
X
18 20 22 24
A B C D
0
.1
.2
.3
Population
N = 4
P(X)
X
_
1.58 21
X X
= =
2.236 21 = =
Sample Means Distribution
n = 2
_
Sampling Distributions
Sampling
Distributions
Sampling
Distributions
of the
Mean
Sampling
Distributions
of the
Proportion
Sampling
Distributions
of the
Variance
Sampling Distributions of the Mean
Sampling
Distributions
Sampling
Distributions
of the
Mean
Sampling
Distributions
of the
Proportion
Sampling
Distributions
of the
Variance
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:

Note that the standard error of the mean decreases as
the sample size increases
n
X
=
If the Population is Normal
If a population is normal with mean and
standard deviation , the sampling distribution
of is also normally distributed with

and

(This assumes that sampling is with replacement or
sampling is without replacement from an infinite population)
X

X
=
n
X
=
Z-value for Sampling Distribution
of the Mean
Z-value for the sampling distribution of :
where: = sample mean
= population mean
= population standard deviation
n = sample size
X
) X (
) X (
Z
X
X

=
=
X
Finite Population Correction
Apply the Finite Population Correction if:
the sample is large relative to the population
(n is greater than 5% of N)
and
Sampling is without replacement

Then
1 N
n N
n
) X (
Z
=
Normal Population
Distribution
Normal Sampling
Distribution
(has the same mean)
Sampling Distribution Properties

(i.e. is unbiased )

x
x
x

x
=
Sampling Distribution Properties
For sampling with replacement:
As n increases,
decreases
Larger
sample size
Smaller
sample size
x
(continued)
x
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:

and

x
=
n
x
=
n
Central Limit Theorem
As the
sample
size gets
large
enough
the sampling
distribution
becomes
almost normal
regardless of
shape of
population
x
Population Distribution
(becomes normal as n increases)
Central Tendency
Variation
(Sampling with
replacement)
x
x
Larger
sample
size
Smaller
sample size
If the Population is not Normal
(continued)
Sampling distribution
properties:

x
=
n
x
=
x
How Large is Large Enough?
For most distributions, n > 30 will give a
sampling distribution that is nearly normal
For fairly symmetric distributions, n > 15
For normal population distributions, the
sampling distribution of the mean is always
normally distributed
Example
Suppose a population has mean = 8 and
standard deviation = 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
Solution:
Even if the population is not normally
distributed, the central limit theorem can be
used (n > 30)
so the sampling distribution of is
approximately normal
with mean = 8
and standard deviation

(continued)
x
x
0.5
36
3
n
x
= = =
Example
Solution (continued):

(continued)
0.3830 0.5) Z P(-0.5
36
3
8 - 8.2
n
-
36
3
8 - 7.8
P 8.2) P(7.8
X
X
= < < =
|
|
|
.
|
\
|
< < = < <
Z
7.8 8.2
-0.5 0.5
Sampling
Distribution
Standard Normal
Distribution
.1915
+.1915
Population
Distribution
?
?
?
?
?
?
? ?
?
?
?
?
Sample Standardize
8 =
8
X
=
0
z
=
x
X
Sampling Distributions of the S
2

where:
the distribution with v = n 1 degrees of freedom.
=
n
i
i
X X S n
1
2
2
2
2
2
) ( ) 1 (
o o
_
If S
2
is the variance of a random sample of size n taken
from a normal population having the variance
2
, then
Chi-square statistic is:
Sampling Distributions of the S
2
_
2

_
2

The _
2
test statistic approximately follows a chi-
squared distribution with one degree of freedom
0
o

Sampling Distributions of Proportion
Sampling
Distributions
Sampling
Distributions
of the
Mean
Sampling
Distributions
of the
Proportion
Sampling
Distributions
of the
Variance
Sampling Distributions of p
p = the proportion of the population having
some characteristic
Sample proportion ( p
s
) provides an estimate
of p:

0 p
s
1
p
s
has a binomial distribution
(assuming sampling with replacement from a finite population or
without replacement from an infinite population)
size sample
interest of stic characteri the having sample the in items of number
n
X
p
s
= =
Sampling Distribution of p
Approximated by a
normal distribution if:

where
and
(where p = population proportion)
P( p
s
)
.3
.2
.1
0
0 . 2 .4 .6 8 1 p
s
p
s
p
=
n
p) p(1
s
p

=
5 p) n(1
5 np
and
>
>
Z-Value for Proportions
If sampling is without replacement
and n is greater than 5% of the
population size, then must use
the finite population correction
factor:
1 N
n N
n
p) p(1
s
p

=
n
p) p(1
p p
p p
Z
s
p
s
s

=
Standardize p
s
to a Z value with the formula:
p
Example
If the true proportion of voters who support
Proposition A is p = .4, what is the probability
that a sample of size 200 yields a sample
proportion between .40 and .45?
i.e.: if p = .4 and n = 200, what is
P(.40 p
s
.45) ?
Example
if p = .4 and n = 200, what is
P(.40 p
s
.45) ?
(continued)
.03464
200
.4) .4(1
n
p) p(1
s
p
=
=
1.44) Z P(0
.03464
.40 .45
Z
.03464
.40 .40
P .45) p P(.40
s
s s =
|
.
|
\
|

s s
= s s
Find :
Convert to
standard
normal:
s
p
Example
Z
.45 1.44
.4251
Standardize
Standardized
Normal Distribution
if p = .4 and n = 200, what is
P(.40 p
s
.45) ?
(continued)
Use standard normal table: P(0 Z 1.44) = .4251
.40 0
p
s
t-Distribution
Students t-Distribution
Population standard deviation is unknown
Sample size is not large enough
t value depends on degrees of freedom (d.f.)

The t-distribution is like the normal, but with greater spread since
both and o have fluctuations due to sampling.
n S
X
T
/

=
d.f. = v = n - 1
If the mean of these three
values is 8.0,
then X
3
must be 9
(i.e., X
3
is not free to vary)
Degrees of Freedom (df)
Here, n = 3, so degrees of freedom = n 1 = 3 1 = 2
(2 values can be any numbers, but the third is not free to vary
for a given mean)
Idea: Number of observations that are free to vary after
sample mean has been calculated
Example: Suppose the mean of 3 numbers is 8.0

Let X
1
= 7
Let X
2
= 8
What is X
3
?

t-Distribution
t
0
t (df = 5)
t (df = 13)
t-distributions are bell-
shaped and symmetric, but
have fatter tails than the
normal
Standard
Normal
(t with df = )
Note: t Z as n increases
t Table
Upper Tail Area
df

.25 .10
.05
1 1.000 3.078 6.314
2
0.817 1.886 2.920
3 0.765 1.638 2.353
t
0
2.920
The body of the table
contains t values, not
probabilities
Let: n = 3
df = n - 1 = 2
= .10
/2 =.05
/2 =
.05
t distribution values
With comparison to the Z value
Confidence t t t Z
Level (10 d.f.) (20 d.f.) (30 d.f.) ____

.80 1.372 1.325 1.310 1.28
.90 1.812 1.725 1.697 1.64
.95 2.228 2.086 2.042 1.96
.99 3.169 2.845 2.750 2.57
Note: t Z as n increases
F-Distribution
The F statistic is the ratio of two _
2
random variables, each
divided by its number of degrees of freedom.
If S
1
2
and S
2
2
are the variances of samples of size n
1
and
n
2
taken from normal populations with variances o
1
2
and
o
2
2
, then

has an F-distribution with v
1
= n
1
- 1 and v
2
= n
2
- 1 degrees of freedom.

For the F-distribution table

Note that since the ratio is inverted, v
1
and v
2
are reversed.
2
2
2
2
2
1
2
1
o
o
S
S
F =
) , (
1
) , (
1 2
2 1 1
v v
v v
o
o
f
f =
F-Distribution Usage
The F-distribution is used in two-sample situations to draw
inferences about the population variances.
In an area of statistics called analysis of variance, sources
of variability are considered, for example:
Variability within each of the two samples.
Variability between the two samples (variability between
the means).
The overall question is whether the variability within the
samples is large enough that the variability between the
means is not significant.
Ex.8.54
PulI-strength tests on 10 soldered leads for a
semiconductor device yield the following results in
pounds force required to rupture the bond:
19.8 12.7 13.2 16.9 10.6
18.8 11.1 14.3 17.0 12.5
Another set of 8 leads was tested after encapsulation to
determine whether the pull strength has been increased
by encapsulation of the device, with the following results:
24.9 22.8 23.6 22.1 20.4 21.6 21.8 22.5
Comment on the evidence available concerning equality
of the two population variances.

Solution
Sampling Distribution Summary
Normal distribution: Sampling distribution of X
bar
when o is
known for any population distribution.
t-distribution: Sampling distribution of X
bar
when o is
unknown and S is used. Population must be normal.
Chi-square (_
2
) distribution: Sampling distribution of S
2
.
Population must be normal.
F-distribution: The distribution of the ratio of two _
2

random variables. Sampling distribution of the ratio of the
variances of two different samples. Population must be
normal.

Sampling Distribution Properties and Central Limit Theorem

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