Chapter Three

The Distribution of Sample Means

OBJECTIVES
At the end of these session the students will be able:
1. To discuses what mean Sampling Distribution.
2. To know Main types of sampling distributions
3. To understand assumptions about the distribution of the
sample statistic.
4. Properties of sampling distribution of mean
5. How and when to Apply sampling distributions of sample
mean

What is Sampling
Distribution?
In order to make an inference (e.g. estimate) about the
parameter from the sample statistic, one has to make
some assumptions about the distribution of the sample
statistic.
A sampling distribution is a distribution of all possible
values of a statistic computed from samples of the same
size randomly selected from the same population.
The frequency distribution of all these samples forms the
sampling distribution of the sample statistic.
Serves to answer probability questions about sample
statistics.
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Summary
Three things about sampling distribution of a statistic
its mean
its variance
its shape
Due to random variation different samples from the
same population will have different sample means.
If we repeatedly take sample of the same size n from a
population the means of the samples form a sampling
distribution of means of size n is equal to population
mean.
In practice we do not take repeated samples from a
population i.e. we do not encounter sampling distribution
empirically, but it is necessary to know their properties in
order to draw statistical inferences.
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Sampling Distributions
cont
Take a sample (n) from N and calculate
the statistic, e.g., mean.
Take another sample (same size) and
calculate mean.
Repeat & repeat & repeat & ..
Put all these sample statistics together to
get a distribution of sample statistics
(Frequency distribution).
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Sampling Distributions
cont
Main types of sampling distributions
A. Distribution of the sample mean
B. Distribution of the difference between two
means
C. Distribution of the sample proportion
D. Distribution of the difference between two
proportions
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A. Sampling distribution of sample mean

Suppose we have a population of size

N=4, constituting the ages of four
outpatients.
x, Age (years): 18, 20, 22, 24

Sampling Distributions
cont

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Sampling Distributions
cont
note that the mean of the sampling distribution
has the same value as the mean of the original
population.
However, the variance is the original population
variance; but is equal to the population variance
divided by the sample size used to obtain
sampling distribution.

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Sampling Distributions
cont
The square root of the sampling distribution
variance is called standard error of the
mean or, simply, standard error.
OR, the standard deviation of any sample
statistic is called its standard error.
What is the difference b/n SD and SE?
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Sampling Distributions
cont
SE is determined by both the sample size and the degree of
variability among the individual observations
SD quantifies the amount of variability among individuals in a
population, while
SE quantifies the variability among means of repeated
samples drawn from that population
Standard error is a measure of uncertainty in a sample
statistics i.e. precision of the estimate of the
estimator
The SE is always smaller than the SD

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Properties of sampling distribution of

mean
A. Sampling from normally distributed populations
a. If a population is normal with mean and standard
deviation , the sampling distribution of X is also
normally distributed with

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Sampling Distributions
cont
b. The mean, , of the distribution of sample
mean is equal to the mean of the
population from which the samples were
drawn
c. The variance of the distribution of sample
mean is equal to the variance of the
population divided by the sample size
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Sampling Distributions
cont
B. Sampling from nonnormally distributed
populations
When the sampling is done from a nonnormally
distributed population, the Central Limit Theorem
(CLT) is used.
The larger the sample size, the better will be the
normal approximation to the sampling distribution
of the mean.
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Sampling Distributions
cont
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
and the sampling distribution will
have
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Sampling Distributions
cont

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Sampling Distributions cont

Generally, as n increases, the sample mean and
sample variance S2 approach the values of the true
population parameters and 2, respectively.
The average of the sample means based on
repeated samples of size n approaches the
population mean as the number of samples
selected gets large.
E (x) =
The estimator x is said to be unbiased
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How is large enough?

For most distributions, n > 30 will give a sampling

distribution that is nearly normal
For normal population distributions, the sampling
distribution of the mean is always normally
distributed.
However, the general answer depends on the
shape of the distribution of the sampled population.
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Sampling Distribution of the proportion

Suppose we choose a random sample of size n,
the sampling distribution of the sample means p
posses the following properties.
The sample proportion p will be an estimate of the
population mean p.
________
The standard deviation of p is = p(1-p)/n called
the standard error of the proportion).
Provided n is large enough the shape of the
sampling distribution of p is normal.
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Applications of the sampling distributions of sample mean

Helps in computing the probability of

obtaining a sample with a mean of some
specified magnitude.

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Applications of the sampling mean cont

z-value for sampling distribution of x

where:
X = sample mean
= population mean
= population standard deviation
n = sample size
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Example 1:
Given: = 50, = 16, n = 64
Find: P(x > 53)
Solution:
1. Write the given information, =50,
=16, n=64
2. Sketch a normal curve
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Continued

3. Convert x to a z score

4. Find the appropriate value(s) in the Table

The area of the SND above a value of z
= 1.5 gives an area of 0.0668. The
probability P (z > 1.5) = 0.0668
5. Complete the answer
The probability that X is greater than
53 is 0.0668.
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Continued

Example 2:
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?

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Continued

Solution:
Even if the population is not
normally distributed, the central limit
theorem can be used (n > 30)
so the sampling distribution of x is
approximately normal

30

Continued
Example 2:

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Continued

Example 3:
The distribution of serum cholesterol
levels for all 20-70 year-old males has
mean = 211 mg/100 ml and SD =
46 mg/100 ml.
a. If a sample of size 25 is selected
from this population, what is the
probability that the sample has a
mean of 230 or above?
Since x has a normal distribution with
mean 211 and standard error 9.2,
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Continued

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Continued
The area under the standard normal
curve to the right of Z= 2.07 is
0.0192
Consequently, the probability that a
sample of size 25 has a mean of 230
mg/100 ml or higher is 0.0192.

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Continued
b. What mean value of serum cholesterol level
cuts off the lower 10% of the sampling
distribution?
An area of 0.1003 in the lower tail of the SND
is marked by the value z = 1.28

What is the corresponding value of x ?

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Example 3 cont

Approximately 10% of samples of size 25

have means that are less than or equal to
199.2 mg/100 ml.
The other 90% of the samples have
means that are greater than 199.2
mg/100 ml
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