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Lecture 7

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Lecture 7

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Chapter 7

Sampling Distributions

AL W AYS L E AR N I N G Copyright © 2020 Pearson Education Ltd. Slide 1


Objectives:
In this chapter, you learn:
 The concept of the sampling distribution.
 To compute probabilities related to the sample
mean and the sample proportion.
 The importance of the Central Limit Theorem.

AL W AYS L E AR N I N G Copyright © 2020 Pearson Education Ltd. Slide 2


Sampling Distributions
DCOVA
 A sampling distribution is a distribution of all of the
possible values of a sample statistic for a given
sample size selected from a population.
Example 1:
 Suppose you sample 50 students from your college
regarding their mean GPA. If you obtained many
different samples of size 50, you will compute a
different mean for each sample. We are interested in
the distribution of all potential mean GPAs we might
calculate for samples of 50 students.
AL W AYS L E AR N I N G Copyright © 2020 Pearson Education Ltd. Slide 3
I) Sampling Distribution of the Sample
Mean

AL W AYS L E AR N I N G Copyright © 2020 Pearson Education Ltd. Slide 4


Developing a Sampling Distribution
Example 2: DCOVA

 Assume there is a population …


 Population size N=4.
 Variable of interest is, X,
age of individuals.
 Values of X: 18, 20,
22, 24 (years).

AL W AYS L E AR N I N G Copyright © 2020 Pearson Education Ltd. Slide 5


Developing a Sampling Distribution
(continued)
DCOVA
 Summary Measures for the Population Distribution:
P(x)
μ
 Xi
N .3
18  20  22  24
  21 .2
4
.1

σ
 (X  μ)
i
2

 2.236
0
18 20 22 24 x
N
A B C D
Uniform Distribution

AL W AYS L E AR N I N G Copyright © 2020 Pearson Education Ltd. Slide 6


Developing a Sampling Distribution
(continued)
 Now consider all possible samples of size n=2.
(with replacement)
16 Sample
1st 2nd Observation
Obs Means
18 20 22 24
18 18,18 18,20 18,22 18,24 1st 2nd Observation
20 20,18 20,20 20,22 20,24 Obs 18 20 22 24
22 22,18 22,20 22,22 22,24 18 18 19 20 21
24 24,18 24,20 24,22 24,24 20 19 20 21 22
16 possible samples 22 20 21 22 23
(sampling with
replacement)
24 21 22 23 24

AL W AYS L E AR N I N G Copyright © 2020 Pearson Education Ltd. Slide 7


Developing a Sampling Distribution
(continued)

 Sampling Distribution of All Sample Means.


Sample Means Distribution
16 Sample Means 18 19 20 21 22 23 24

1/16 2/16 3/16 4/16 3/16 2/16 1/16

1st 2nd Observation _


P(X)
Obs 18 20 22 24 .3
18 18 19 20 21
.2
20 19 20 21 22
.1
22 20 21 22 23 _
0
18 19 20 21 22 23 24 X
24 21 22 23 24
(no longer uniform)
AL W AYS L E AR N I N G Copyright © 2020 Pearson Education Ltd. Slide 8
Developing A Sampling Distribution
(continued)

DCOVA
 Summary Measures of this Sampling Distribution:

18  19  19    24
μX   21
16

(18 - 21) 2  (19 - 21) 2    (24 - 21) 2


σX   1.58
16

Note: Here we divide by 16 because there are 16


different samples of size 2.

AL W AYS L E AR N I N G Copyright © 2020 Pearson Education Ltd. Slide 9


Comparing the Population Distribution
to the Sample Means Distribution
DCOVA
Population Sample Means Distribution
N=4 n=2
μ  21 σ  2.236 μX  21 σ X  1.58
_
P(X) P(X)
.3 .3

.2 .2

.1 .1

0 X 0
18 19 20 21 22 23 24
_
18 20 22 24 X
A B C D
AL W AYS L E AR N I N G Copyright © 2020 Pearson Education Ltd. Slide 10
Sample Mean Sampling Distribution:
Standard Error of the Mean
DCOVA
 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:
(This assumes that sampling is with replacement or sampling is without
replacement from an infinite population.)

σ
σX 
n
 Note that the standard error of the mean decreases as the
sample size increases.
AL W AYS L E AR N I N G Copyright © 2020 Pearson Education Ltd. Slide 11
Sample Mean Sampling Distribution:
If the Population is Normal
DCOVA

 If a population is normal with mean μ and standard


deviation σ, the sampling distribution of X is also
normally distributed with:

σ
μX  μ and σX 
n

AL W AYS L E AR N I N G Copyright © 2020 Pearson Education Ltd. Slide 12


Sampling Distribution Properties
DCOVA

Normal Population
Distribution

μx  μ
μ x
σ Normal Sampling
σx  Distribution
(has the same mean)
n
μx
x
AL W AYS L E AR N I N G Copyright © 2020 Pearson Education Ltd. Slide 13
Exercise #1
It is claimed that the average waiting time at an
amusement park is 30 minutes with a standard
deviation of 15 minutes. A random sample of 65
people was selected. Therefore, the mean of this
sample belongs to a sampling distribution.

1- What is the mean of this sampling distribution?


2- What is the standard deviation of this sampling
distribution (standard error)?
3- What is the probability that the sample mean is
less than 36 minutes?

AL W AYS L E AR N I N G Copyright © 2020 Pearson Education Ltd. Slide 14


Sample Mean Sampling Distribution:
If the Population is not Normal
DCOVA
 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:

σ
μx  μ and
σx 
n
AL W AYS L E AR N I N G Copyright © 2020 Pearson Education Ltd. Slide 15
Central Limit Theorem
DCOVA

The sampling
As the n↑ distribution of
sample the sample
size gets mean becomes
large almost normal
enough… regardless of
shape of
population.

x
AL W AYS L E AR N I N G Copyright © 2020 Pearson Education Ltd. Slide 16
Sample Mean Sampling Distribution:
If the Population is not Normal
(continued)
Population Distribution DCOVA
 Sampling distribution
properties:
Central Tendency

μx  μ μ x
Sampling Distribution
Variation
σ (becomes normal as n increases)
σx  Smaller
Larger
sample
n sample size size

μx x
AL W AYS L E AR N I N G Copyright © 2020 Pearson Education Ltd. Slide 17
How Large is Large Enough?
DCOVA

 If the population is normal, then X is normally


distributed for all values of n.

 If the population is non-normal, X is approximately


normal only for large values of n.
 In most practical situations, a sample size n > 30 may
be sufficiently large to allow us to use the normal
distribution as an approximation for the sampling
distribution of X.

AL W AYS L E AR N I N G Copyright © 2020 Pearson Education Ltd. Slide 18


Sample Mean Sampling Distribution

 As the sample size increases, the distribution of sample means


approaches a normal distribution, regardless of the shape of the
original distribution.
 The larger the sample size, the smaller is the standard deviation of the
distribution of sample means.
AL W AYS L E AR N I N G Copyright © 2020 Pearson Education Ltd. Slide 19
Z-value for Sampling Distribution
of the Mean
DCOVA
 Z-value for the sampling distribution of X :

( X  μX ) ( X  μ)
Z 
σX σ
n

where: X = sample mean


μ = population mean
σ = population standard deviation
n = sample size

AL W AYS L E AR N I N G Copyright © 2020 Pearson Education Ltd. Slide 20


Example 3:
DCOVA

 Suppose a population has mean μ = 8 and


standard deviation σ = 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?

AL W AYS L E AR N I N G Copyright © 2020 Pearson Education Ltd. Slide 21


Example 3: (continued)
DCOVA
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.
 … with mean μ x = 8 .
σ 3
 …and standard deviation σx    0.5.
n 36
AL W AYS L E AR N I N G Copyright © 2020 Pearson Education Ltd. Slide 22
Example 3:
DCOVA
Solution (continued):
 
 7.8 - 8 X -μ 8.2 - 8 
P(7.8  X  8.2)  P   
 3 σ 3 
 36 n 36 
 P(-0.4  Z  0.4)  0.6554 - 0.3446  0.3108

Population Sampling Standard Normal


Distribution Distribution Distribution
???
? ??
? ? Sample Standardize
? ? ?
?
-0.4 0.4
μ8 X 7.8
μX  8
8.2
x μz  0 Z

AL W AYS L E AR N I N G Copyright © 2020 Pearson Education Ltd. Slide 23


Example 4:

The manager of a bottling plant has observed that the


amount of soda in each “32-ounce” bottle is actually a
normally distributed random variable, with a mean of
32.2 ounces and a standard deviation of .3 ounce.

 If a customer buys one bottle, what is the


probability that the bottle will contain more than 32
ounces?

AL W AYS L E AR N I N G Copyright © 2020 Pearson Education Ltd. Slide 24


Example 4:
Solution:

We want to find P(X > 32), where X is normally


distributed and µ = 32.2 and σ =.3

 X   32  32.2 
P( X  32)  P    P( Z   .67)  .7486
  .3 

“There is about a 75% chance that a single bottle of soda


contains more than 32oz.”

AL W AYS L E AR N I N G Copyright © 2020 Pearson Education Ltd. Slide 25


Example 5:
The manager of a bottling plant has observed that the
amount of soda in each “32-ounce” bottle is actually a
normally distributed random variable, with a mean of
32.2 ounces and a standard deviation of .3 ounce.

 If a customer buys a carton of four bottles, what is


the probability that the mean amount of the four
bottles will be greater than 32 ounces?

AL W AYS L E AR N I N G Copyright © 2020 Pearson Education Ltd. Slide 26


Example 5:
Solution:

We want to find P(x > 32), where X is normally distributed


With µ = 32.2 and σ =.3

Things we know:

X is normally distributed, therefore so will x .

 = 32.2 oz.

AL W AYS L E AR N I N G Copyright © 2020 Pearson Education Ltd. Slide 27


Example 5:
Solution: (continued)

 If a customer buys a carton of four bottles, what is


the probability that the mean amount of the four
bottles will be greater than 32 ounces?

“There is about a 91% chance the mean of the four


bottles will exceed 32oz.”

AL W AYS L E AR N I N G Copyright © 2020 Pearson Education Ltd. Slide 28


II) Sampling Distribution of the
Sample Proportion

AL W AYS L E AR N I N G Copyright © 2020 Pearson Education Ltd. Slide 29


Population Proportions
DCOVA

π = the proportion of the population having


some characteristic.
 Sample proportion (p) provides an estimate
of π:
X number of items in the sample having the characteristic of interest
p 
n sample size

 0 ≤ p ≤ 1.
 p is approximately distributed as a normal distribution when n
is large.
(assuming sampling with replacement from a finite population or
without replacement from an infinite population.)
AL W AYS L E AR N I N G Copyright © 2020 Pearson Education Ltd. Slide 30
Sampling Distribution of p
DCOVA
 Approximated by a
normal distribution if: Sampling Distribution
P( ps)
.3

.2
n  5 .1
0
and 0 .2 .4 .6 8 1 p
n(1   )  5
where
π(1 π )
μp  π and σp 
n
(where π = population proportion)
AL W AYS L E AR N I N G Copyright © 2020 Pearson Education Ltd. Slide 31
Z-Value for Proportions
DCOVA

 Standardize p to a Z value with the formula:

p  p 
Z 
σp  (1  )
n

AL W AYS L E AR N I N G Copyright © 2020 Pearson Education Ltd. Slide 32


Example 6:
DCOVA

 If the true proportion of voters who support


Proposition A is π = 0.4, what is the
probability that a sample of size 200 yields a
sample proportion between 0.40 and 0.45?

 i.e.: if π = 0.4 and n = 200, what is


P(0.40 ≤ p ≤ 0.45) ?

AL W AYS L E AR N I N G Copyright © 2020 Pearson Education Ltd. Slide 33


Example 6:
Solution (continued): (continued)

 if π = 0.4 and n = 200, what is DCOVA

P(0.40 ≤ p ≤ 0.45) ?

 (1  ) 0.4(1  0.4)


 Find σ p :σ p    0.03464
n 200

 Convert to  0.40  0.40 0.45  0.40 


P(0.40  p  0.45)  P Z 
standardize  0.03464 0.03464 
d normal:
 P(0  Z  1.44)

AL W AYS L E AR N I N G Copyright © 2020 Pearson Education Ltd. Slide 34


Example 6:
Solution (continued): (continued)
DCOVA
 if π = 0.4 and n = 200, what is
P(0.40 ≤ p ≤ 0.45)?
Utilize the cumulative normal table:
P(0 ≤ Z ≤ 1.44) = 0.9251 – 0.5000 = 0.4251
Standardized
Sampling Distribution Normal Distribution

0.4251

Standardize

0.40 0.45 0 1.44


p Z
AL W AYS L E AR N I N G Copyright © 2020 Pearson Education Ltd. Slide 35
Chapter Summary

In this chapter we discussed:


 The concept of a sampling distribution.
 Computing probabilities related to the sample
mean and the sample proportion.
 The importance of the Central Limit Theorem.

AL W AYS L E AR N I N G Copyright © 2020 Pearson Education Ltd. Slide 36

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