Chapter 6 (Sampling Distribution)
Chapter 6 (Sampling Distribution)
Sampling Distributions
Sample Sample
Sample
Sample Sample
Sample
Population Sample
Sample
Sample Sample
Sampling Distributions
If the sample statistic is the sample mean, then the distribution is the
sampling distribution of sample means.
Sample 3
Sample 1 x3 Sample 6
Sample 4
x4 x1 Sample 5 Sample 2
x6
x5 x2
σ x =σ
n
The standard deviation of the sampling distribution of the sample
means is called the standard error of the mean.
The Central Limit Theorem
If a sample of size n ≥ 30 is taken from a population with any type of
distribution that has a mean = µ and standard deviation = σ,
x x
µ µ
the sample means will have a normal distribution.
xx
x x
x x x
x x x x x x
µ
The Central Limit Theorem
If the population itself is normally distributed , with mean = µ
and standard deviation = σ,
x
µ
the sample means will have a normal distribution for any
sample size n.
xx
x x
x x x
x x x x x x
µ
The Central Limit Theorem
When a sample size is less than 30, and the random variable x is approximately
normally distributed, it follow a t-distribution.
t =x −μ
s
n
Properties of the t-distribution
1. The t-distribution is bell shaped and symmetric about the mean.
2. The t-distribution is a family of curves, each determined by a
parameter called the degrees of freedom. The degrees of freedom are
the number of free choices left after a sample statistic such as x is
calculated. When you use a t-distribution to estimate a population
mean, the degrees of freedom are equal to one less than the sample
size.
d.f. (𝜈𝜈) = n – 1 Degrees of freedom
The t - Distribution
3. The total area under a t-curve is 1 or 100%.
4. The mean, median, and mode of the t-distribution are equal to zero.
5. As the degrees of freedom increase, the t-distribution approaches the
normal distribution. After 30 d.f., the t-distribution is very close to
the standard normal z-distribution.
∑ 𝑥𝑥 ∑(𝑥𝑥𝑖𝑖 − 𝑥𝑥)̅ 2
𝑥𝑥̅ = = 23 , 𝑠𝑠 = = 6.39
𝑛𝑛 𝑛𝑛 − 1
̅ 𝜇𝜇
𝑥𝑥− 23−20
𝑡𝑡 = = 6.39 = 1.15 → ν = 5. Then from Table (4) we find
𝑠𝑠/√𝑛𝑛
6
that →
𝑡𝑡 = 1.15 ; 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠 𝑡𝑡0.1 = 1.476 𝑓𝑓𝑓𝑓𝑓𝑓 𝜈𝜈 = 5,
So the data fail to reject the claim.
6.4 The Sampling Distribution of the
Variance
The point estimate for σ 2 is s2, and the point estimate for σ is s. s2
is the most unbiased estimate for σ 2.
You can use the chi-square distribution to construct a confidence interval
for the variance and standard deviation.