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STAT_L04_Slides

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yi98981234
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GEN1008 / MED1018

Introduction to Statistics
Lecture 4 – The Sampling Distribution

1
Learning Outcomes
• After this lesson, you should be able to
1. illustrate the sampling process and identify the
sampling distribution of sample means;
2. list the properties of the sampling distribution
of sample means;
3. state the Central Limit Theorem and its usage
in finding the probabilities of obtaining a
certain sample mean value

2
Starting with a population… Population

• Consider a population with 4 values:


2, 4, 6, 8
X = { 2, 4, 6, 8 }
• The population mean is
𝜇=𝟓
• The population standard deviation is stede P .

𝜎 = 𝟐. 𝟐𝟑𝟔
• The population distribution is
RF
0.25

X
2 4 6 8
• It is a uniform distribution
3
TFM

Sample selection
• Suppose a sample of size 2 is taken from the population with replacement.

Sample Sample Sample Sample


Population
Mean (ii) Mean (i)
2, 4, 6, 8 2, 2 2 6, 2 4
2, 4 3 6, 4 5
2, 6 4 6, 6 6
? 2, 8 5 6, 8 7
? 4, 2 3 8, 2 5
sample mean
Fr M
Sampling error is the difference 4, 4 4 8, 4 6
between the sample measure and the 4, 6 5 8, 6 7
corresponding population measure
due to the fact that the sample is not 4, 8 6 8, 8 8
a perfect representation of the

4
population.
Frequency distribution of the sample mean
• The Frequency distribution of sample means is

Sample Mean (𝑿⑤


ഥ) Relative Frequency
1/16
2
3 2/16
4 3/16
5 4/16
6 3/16
7 2/16
8 1/16

Question: What is the probability of selecting a sample with sample mean less than
or equal to 4?
DA
The sampling distribution of sample means can be used to find the probability that
the sample mean obtained is within a specific range.
5
More observations on the sampling
distribution of sample means…
• From the distribution of sample means, we can observe that:

• (1) The mean of the sample means is


𝜇𝑋ത = 𝟓

• (2) The standard deviation of the sample means is


𝜎𝑋ത = 𝟏. 𝟓𝟖𝟏

• The distribution of sample means is 𝜇𝑋ത = 𝜇 = 5


𝜎 2.236
RF 𝜎𝑋ത = = = 1.581
𝑛 2
0.25
0.125 -
• This is a bell-shaped distribution 𝑋ത
2 3456 78
-S 6
Properties of the sampling
distribution of sample means
• Suppose there is a population with population mean 𝜇 and population
standard deviation 𝜎.
• A sample with sample size 𝑛 is chosen randomly from the population.
Population mean = 𝜇
Population S.D. = 𝜎
Population (X)

Sample Sample size = 𝑛


Sample mean = 𝑥ҧ

• A sampling distribution of sample means is a distribution using the


means computed from all possible random samples of a specific size taken
from a population.

7
Properties
• If all possible sample means of size 𝑛 are taken with replacement from the
same population,

(i) the mean of the sample means, denoted by 𝜇𝑋ത , equals the population mean
𝜇.
𝜇𝑋ത = 𝜇

(ii) the standard deviation of the sample means, denoted by 𝜎𝑋ത , equals 𝜎/ 𝑛.
The standard deviation of the sample means is called the standard error of
the mean.
𝜎
𝜎𝑋ത =
𝑛
(iii) The shape of the distribution of sample means will approach a normal
distribution when the sample size is getting larger.

8
The Central Limit Theorem
• Consider any population with mean 𝜇 and standard deviation 𝜎.
• As the sample size 𝑛 increases without limit, the shape of the
distribution of the sample means taken with replacement from
the population will approach a normal distribution.
• The distribution of the sample means will have a mean 𝝁𝑿ഥ = 𝝁
and a standard deviation 𝝈𝑿ഥ = 𝝈/ 𝒏.

• How large the sample size should be for the distribution of sample
means to be normal?
• Suppose 𝑋ത is the random variable of the sample means selected from
any population with mean 𝜇 and standard deviation 𝜎. For
sufficiently large sample size 𝒏 (𝒏 > 𝟑𝟎), the variable 𝑋ത will
approach a normal distribution.
9
The Central Limit Theorem
• Based on the Central Limit Theorem, we will be able to calculate the
probabilities of selecting a sample whose sample mean is within a
specific range.
• For example, there is a population with mean 𝜇 and standard
deviation 𝜎. Since 𝑋ത approaches a normal distribution, we can find
the probability of obtaining a sample with mean larger than 𝑥ҧ by the
following approach:
𝜎
𝜎𝑋ത = 𝑥ҧ − 𝜇𝑋ത 𝑥ҧ − 𝜇 𝜎=1
𝑛 𝑧= =
𝜎𝑋ത 𝜎/ 𝑛
𝑃 𝑋ത > 𝑥ҧ 𝑃 𝑍>𝑧

𝑋ത 𝑍
𝜇𝑋ത = 𝜇 𝑥ҧ 0 𝑧
𝑥ҧ − 𝜇
ത
𝑃 𝑋 > 𝑥ҧ = 𝑃 𝑍 >
𝜎/ 𝑛

More on the practical tips and examples on using the Central


Limit Theorem in the tutorial 10

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