Learning Competencies: Finds the mean and variance of the sampling distribution of

the sample means. (M11/12SP-IIId-5)

Defines the sampling distribution of the sample means
for normal population when the variance is (a) known and
(b) unknown. (M11/12SP-IIIe-1)
At the end of the lesson, you are expected to:
• find the mean and variance; and
• define the sampling distribution

Lesson 1: Mean and Variance

What is it . . .

Statisticians are interested to know how the means of the samples of the same
size taken from the same population vary about the population mean, not just on
simply describing the variation of the individual data values about the mean of the
population.
Example:
Consider a population consisting of 1, 2, 3, 4 and 5. Suppose samples of size 2 are
drawn from this population, what is the mean and variance of the sampling
distribution of the sample means?
Solution :
Step 1. Compute the mean of the population (µ). µ = ΣX = 1 + 2 + 3 + 4 + 5 = 3
N 5
Step 2. Compute the variance of the population (σ2).
X X ̶ µ (X ̶ µ)2
1 ̶ 2 4 σ2 = Σ(X - µ)2
2 ̶ 1 1 N
3 0 0 = 10
4 1 1 5
5 2 4 σ = 2
2

Σ(X ̶ µ)2 = 10
So the variance of the population σ2 = 2.
Step 3. Determine the number of possible samples of size n = 2. (Use a calculator)
NCn = 5C2 = 10
So there are 10 possible samples of size 2 that can be drawn.
Step 4. List all possible samples & their corresponding means.
(Refer to the 1st table below)
Step 5. Construct the sampling distribution of the sample means & compute the mean
of the sampling distribution of the sample means (µx).
(Refer to the 2nd table below)
Step 4. Step 5.
Samples Means Sample Means Frequency Probability
𝑋̅ (F) P(𝑋̅) 𝑋̅ • P(𝑋̅)
1, 2 1.5 1.5 1 1/10 0.15
1, 3 2 2 1 1/10 0.20
1, 4 2.5 2.5 2 2/10 or 1/5 0.50
1, 5 3 3 2 2/10 or 1/5 0.60
2, 3 2.5 3.5 2 2/10 or 1/5 0.70
2, 4 3 4 1 1/10 0.40
2, 5 3.5 4.5 1 1/10 0.45
3, 4 3.5 𝜇𝑥̅ = Σ[𝑋̅ • P(𝑋̅)] = 3
3, 5 4
4, 5 4.5

So the mean of the sampling distribution of the sample means 𝝁𝒙 = 3.

Step 6. Compute the variance (σ2x) of the sampling distribution of the sample means.
𝑋̅ P(𝑋̅) 𝑋̅ ̶ µ (𝑋̅ ̶ µ)2 P(𝑋̅) • (𝑋̅ ̶ µ)2
1.5 1/10 ̶ 1.5 2.25 0.225
2 1/10 ̶ 1 1 0.100
2.5 2/10 ̶ 0.5 0.25 0.050
3 2/10 0 0 0
3.5 2/10 0.5 0.25 0.050
4 1/10 1 1 0.100
4.5 1/10 1.5 2.25 0.225
𝜎𝑥̅2 = Σ [ P(𝑋̅) • (𝑋̅ ̶ µ)2 ] = 0.75
So the variance of the sampling distribution of the sample means is 𝜎𝑥̅2 = 0.75.
What is the standard deviation of the population? the sampling distribution?
Let us compare the means, variances & standard deviations of the population and the
sampling distribution of the sample means.
Computed Result Population (N = 5) Sampling Distribution of the
Sample Means (n = 2)
Mean µ=3 𝜇𝑥̅ = 3
Variance σ2 = 2 𝜎𝑥̅2 = 0.75
Standard Deviation σ = 1.41 𝜎𝑥̅ = 0.87

What have you observed of the mean, variance & standard deviation of the population
& the sampling distribution of the sample means?

Lesson 2: Mean and Variance with Replacement

What is it . . .
Properties of the Sampling Distribution of the Sample Means
1. The mean of the sampling distribution of the sample means is equal to the
population mean µ. That is, 𝜇𝑥̅ = µ.
2. The variance of the sampling distribution of the sample means σ is given by:
𝜎𝑥̅2 = σ2 • N ̶ n for finite population; & 𝜎𝑥̅2 = σ2 for infinite population.
n N ̶ 1 n
3. The standard deviation σ of the sampling distribution of the sample means is given
by:
𝜎𝑥̅ = σ2 • N̶ n for finite population where N ̶ n is the finite population
√𝑛 √N ̶ 1 √N ̶ 1 correction factor
𝜎𝑥̅ = σ2 for infinite population
√𝑛
The standard deviation 𝜎𝑥̅ of the sampling distribution of the sample means is
also known as the standard error of the mean. It measures the degree of accuracy of
the sample mean as an estimate of the population mean.
A good estimate of the mean is obtained if the standard error of the mean is
small or close to zero, while it is a poor estimate if the value is large.

Example:
A population consists of the five numbers 2, 3, 6, 8, 11. Consider all possible samples
of size 2 which can be drawn with replacements from this population. Find the mean
& standard deviation of the population & the mean & standard deviation of the
sampling distribution of the means.
Solution :
Step 1. µ = ΣX = 2 + 3 + 6 + 8 + 11 = 30 = 6
N 5 5
Step 2. Compute the variance of the population (σ2) & then the standard deviation (σ).
σ2 = (2-6)2 + (3-6)2 + (6-6)2 + (8-6)2 + (11-6)2 = (-4)2 + (-3)2 + (0)2 + (2)2 + (5)2
5 5
σ = 16 + 9 + 0 + 4 + 25 = 54 = 10.8 so σ = √10.8 = 3.29
2

5 5
Step 3. NCn = 5C5 = 25 samples of size 2 which can be drawn with replacement since
any one of the five numbers on the first draw can be associated with any of the five
numbers of the second draw.
Step 4. List all possible samples & their corresponding means.
Samples Means Samples Means Samples Means Samples Means Samples Means
2, 2 4 3, 2 2.5 6, 2 4 8, 2 5 11, 2 6.5
2, 3 2.5 3, 3 3 6, 3 4.5 8, 3 5.5 11, 3 7
2, 6 4 3, 6 4.5 6, 6 6 8, 6 7 11, 6 8.5
2, 8 5 3, 8 5.5 6, 8 7 8, 8 8 11, 8 9.5
2, 11 6.5 3, 11 7 6, 11 8.5 8, 11 9.5 11, 11 11

Step 5. Construct the sampling distribution of the sample means & compute the mean
of the sampling distribution of the sample means (𝜇𝑥̅ ).

Sample Frequency Probability 𝑋̅ • P(𝑋̅)

Means (𝑋̅) (F) P(𝑋̅)
2.5 2 2/25 0.20
3 1 1/25 0.12
4 3 3/25 0.48
4.5 2 2/25 0.36
5 2 2/25 0.40
5.5 2 2/25 0.44
6 1 1/25 0.24
6.5 2 2/25 0.52
7 4 4/25 1.12
8 1 1/25 0.32
 8.5 2 2/25 0.68
9.5 2 2/25 0.76
11 1 1/25 0.44
𝜇𝑥̅ = Σ[ 𝑋̅ • P(𝑋̅) ] = 6.08 or 6
Step 6. Compute the variance (𝜎𝑥̅2 ) & standard deviation (𝜎𝑥̅ ) of the sample means.
𝑋̅ P(𝑋̅) 𝑋̅ ̶ µ (𝑋̅ ̶ µ)2 P(𝑋̅) • (𝑋̅ ̶ µ)2
2.5 2/25 ̶ 3.5 12.25 0.98
3 1/25 ̶ 3 9 0.36
4 3/25 ̶ 2 4 0.48
4.5 2/25 ̶ 1.5 2.25 0.18
5 2/25 ̶ 1 1 0.08
5.5 2/25 ̶ 0.5 0.25 0.02
6 1/25 0 0 0
6.5 2/25 0.5 0.25 0.02
7 4/25 1 1 0.16
8 1/25 2 4 0.16
8.5 2/25 2.5 6.25 0.50
9.5 2/25 3.5 12.25 0.98
11 1/25 5 25 1.00
2 ̅ ̅
𝜎𝑥̅ = Σ [ P(𝑋) • (𝑋 ̶ µ) ] = 4.92
2

𝜎𝑥̅ = √4.92 = 2.22

So the variance of the sampling distribution of the sample means is 4.92 and
the standard deviation is 2.22.

Lesson 3: Mean and Variance without Replacement

What is it . . .

What about if there is no replacement of the population?

Example:
A population consists of the five numbers 2, 3, 6, 8, 11. Consider all possible samples
of size 2 which can be drawn without replacement from this population. Find the
mean & standard deviation of the population & the mean & standard deviation of the
sampling distribution of means.
Solution :
Step 1. µ = ΣX = 2 + 3 + 6 + 8 + 11 = 30 = 6
N 5 5
Step 2. Compute the variance of the population (σ2) & then the standard deviation (σ).
σ2 = (2-6)2 + (3-6)2 + (6-6)2 + (8-6)2 + (11-6)2 = (-4)2 + (-3)2 + (0)2 + (2)2 + (5)2
5 5
σ2 = 16 + 9 + 0 + 4 + 25 = 54 = 10.8 so σ = √10.8 = 3.29
5 5
So the variance is 10.8 and the standard deviation is 3.29.
Step 3. NCn = 5 C2 = 10 samples of size 2 which can be drawn without replacement,
this means that we draw one number & then another number different from the first.
Step 4. List all possible samples & their corresponding means.
Samples 2, 3 2, 6 2, 8 2, 11 3, 6 3, 8 3, 11 6, 8 6, 11 8, 11
Means 2.5 4 5 6.5 4.5 5.5 7 7 8.5 9.5

Step 5. Construct the sampling distribution of the sample means & compute the mean
of the sampling distribution of the sample means (𝜇𝑥̅ ).
Sample Means Frequency Probability 𝑋̅ • P(𝑋̅)
̅
(𝑋) ̅
P(𝑋)
2.5 1 1/10 0.08
4 1 1/10 0.20
4.5 1 1/10 0.12
5 1 1/10 0.32
5.5 1 1/10 0.36
6.5 1 1/10 0.40
7 2 2/10 0.44
8.5 1 1/10 0.24
9.5 1 1/10 0.52
𝜇𝑥̅ = Σ[ 𝑋̅• P(𝑋̅) ] = 6
Step 6. Compute the variance ( 𝜎𝑥̅2 ) & standard deviation ( 𝜎𝑥̅ ) of the sampling
distribution of the sample means.

𝑋̅ P(𝑋̅) 𝑋̅ ̶ µ (𝑋̅ ̶ µ)2 P(𝑋̅) • (𝑋̅ ̶ µ)2

2.5 1/10 ̶ 3.5 12.25 1.225
4 1/10 ̶ 2 4 0.400
4.5 1/10 ̶ 1.5 2.25 0.225
5 1/10 ̶ 1 1 0.100
5.5 1/10 ̶ 0.5 0.25 0.025
6.5 1/10 0.5 0.25 0.025
7 2/10 1 1 0.200
8.5 1/10 2.5 6.25 0.625
9.5 1/10 3.5 12.25 1.225
𝜎𝑥̅2 = Σ [ P(𝑋̅) • (𝑋̅ ̶ µ)2 ] = 4.05
𝜎𝑥̅ = √4.05 = 2.01
So the variance of the sampling distribution of the sample means is 4.05
and the standard deviation is 2.01.