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Sampling Distribution

The document discusses sampling distributions and provides an example using a population of four individuals and their ages. It shows that taking samples from the population results in a sampling distribution of sample means that is normally distributed even if the population is not normally distributed, as long as the sample size is large enough. The key properties of sampling distributions are that the mean of the sampling distribution is equal to the population mean, and the standard error of the sampling distribution decreases as the sample size increases.

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Nikhil Thapar

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0% found this document useful (0 votes)

77 views

Sampling Distribution

Uploaded by

Nikhil Thapar

Available Formats

Download as PDF, TXT or read online on Scribd

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Sampling Distributions

Sampling Distributions
Sample Mean Example
Suppose your population (simplified) was

four people at your institution.

Population size N=4
Random variable, X, is age of individuals
Values of X: 18, 20, 22, 24 (years)

Sampling Distributions
Sample Mean Example
Summary Measures for the Population Distribution:
X

P(x)
i

N
18 20 22 24

21
4

(X )
i

2.236

.3
.2
.1
0
18

Uniform Distribution

Sampling Distributions
Sample Mean Example
Now consider all possible samples of size n=2
1st
Obs.
18
18

16 Sample
Means

2nd Observation
20

18,18 18,20 18,22 18,24

20,18 29,20 20,22 20,24

22,18 22,20 22,22 22,24

24,18 24,20 24,22 24,24

16 possible samples
(sampling with
replacement)

1st
Obs.

2nd Observation
18

Sampling Distributions
Sample Mean Example
Sampling Distribution of All Sample Means
16 Sample
Means
1st
Obs

Sample Means
Distribution

P(X)

2nd Observation

.3
18

.2
.1
0
18 19

20 21 22 23

(no longer uniform)

_
X

Sampling Distributions
Sample Mean Example
Summary Measures of this Sampling Distribution:

18 19 21 24

21
16

2
(
X

)
i

N
(18 - 21)2 (19 - 21)2 (24 - 21)2
1.58
16

Sampling Distributions
Sample Mean Example
Population
N=4

Sample Means Distribution

n=2

2.236

X 21
_

P(X)

18
A

20
B

22
C

24
D

X 1.58

18 19 20 21 22 23 24

Sampling Distributions
Standard Error
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:

X
n
Note that the standard error of the mean decreases as the

sample size increases.

Sampling Distributions
Standard Error: Normal Pop.
If a population is normal with mean and standard

deviation , the sampling distribution of the mean is also

normally distributed with

and

X
n

(This assumes that sampling is with replacement or sampling

is without replacement from an infinite population)

Sampling Distributions
Z Value: Normal Pop.
Z-value for the sampling distribution of the sample mean:

where:

(X X )
X

(X )

X = sample mean
= population mean

= population standard deviation

n = sample size

Sampling Distributions
Properties: Normal Pop.

x
(i.e. x is
unbiased )

Normal Population
Distribution

Normal Sampling
Distribution
(has the same mean)

Sampling Distributions
Properties: Normal Pop.
For sampling with replacement:

As n increases,
x decreases

Larger sample
size

Smaller sample
size

Sampling Distributions
Non-Normal Population
The Central Limit Theorem states that as the sample

size (that is, the number of values in each sample)

gets large enough, the sampling distribution of the
mean is approximately normally distributed. This is
true regardless of the shape of the distribution of the
individual values in the population.
Measures of the sampling distribution:

x
n

Sampling Distributions
Non-Normal Population
Population Distribution

Sampling Distribution
(becomes normal as n increases)
Larger
sample
size

Smaller sample size

Sampling Distributions
Non-Normal Population
For most distributions, n > 30 will give a