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Sampling Distribution: Definition

The document defines sampling distributions and discusses several key concepts: 1) A sampling distribution is the probability distribution of a statistic based on random samples from a population. It describes the distribution of all possible values of a statistic over repeated samples. 2) If samples are drawn from a normal population, the sampling distribution of the sample mean will be a normal distribution. The Central Limit Theorem states that the sampling distribution of the mean approximates a normal distribution regardless of the population distribution, as long as the sample size is large. 3) When the population variance is unknown, the t-distribution is used rather than the normal. The t-distribution has more probability in its tails compared to the normal distribution.

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687 views39 pages

Sampling Distribution: Definition

The document defines sampling distributions and discusses several key concepts: 1) A sampling distribution is the probability distribution of a statistic based on random samples from a population. It describes the distribution of all possible values of a statistic over repeated samples. 2) If samples are drawn from a normal population, the sampling distribution of the sample mean will be a normal distribution. The Central Limit Theorem states that the sampling distribution of the mean approximates a normal distribution regardless of the population distribution, as long as the sample size is large. 3) When the population variance is unknown, the t-distribution is used rather than the normal. The t-distribution has more probability in its tails compared to the normal distribution.

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Sampling distribution

Definition:
The probability distribution of a statistic is called a
sampling distribution.
Example: If 𝑋1 , 𝑋2 , … , 𝑋𝑛 represents a random
sample of size n, then the probability distribution of
𝑋 is called the sampling distribution of the sample
mean 𝑋.
1
Sampling Distributions of Means
Result:
If 𝑋1 , 𝑋2 , … , 𝑋𝑛 is a random sample of size n taken
from a normal distribution with mean 𝜇 and
variance 𝜎2, i.e. 𝑁(𝜇, 𝜎2), then the sample mean 𝑋
has a normal distribution with mean

and variance

2
3
Theorem: (Central Limit Theorem)

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Example
An electric firm manufactures light bulbs that have
a length of life that is approximately normally
distributed with mean equal to 800 hours and a
standard deviation of 40 hours. Find the probability
that a random sample of 16 bulbs will have an
average life of less than 775 hours.

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Solution:

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Sampling Distribution of the Difference
between Two Means
Suppose that we have two populations:
• 1-st population with mean 𝜇1 and variance 𝜎 21
• 2-nd population with mean 𝜇2 and variance 𝜎 2 2
• We are interested in comparing 𝜇1 and 𝜇2 , or
equivalently, making inferences about 𝜇1 − 𝜇2 .
• We independently select a random sample of size 𝑛1 from
the 1-st population and another random sample of size 𝑛2
from the 2-nd population:
• Let 𝑋1 be the sample mean of the 1-st sample.
• Let 𝑋2 be the sample mean of the 2-nd sample.
• The sampling distribution of 𝑋1 − 𝑋2 is used to make
inferences about 𝜇1 − 𝜇2 .
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Theorem

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that is:

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Note:

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Example
The television picture tubes of manufacturer A have
a mean lifetime of 6.5 years and standard deviation
of 0.9 year, while those of manufacturer B have a
mean lifetime of 6 years and standard deviation of
0.8 year. What is the probability that a random
sample of 36 tubes from manufacturer A will have a
mean lifetime that is at least 1 year more than the
mean lifetime of a random sample of 49 tubes from
manufacturer B?

15
Solution:

We need to find the probability that the mean lifetime of


manufacturer A is at least 1 year more than the mean
lifetime of manufacturer B which is 𝑃(𝑋1 ≥ 𝑋2 + 1)

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t-Distribution:
Recall that, if 𝑋1 , 𝑋2 , … , 𝑋𝑛 is a random sample of
size n from a normal distribution with mean μ and
variance σ2, i.e. N(μ,σ), then

• We can apply this result only when σ2 is


known!
• If σ2 is unknown, we replace the population
variance σ2 with the sample variance
20
to have the following statistic

21
Result:
If 𝑋1 , 𝑋2 , … , 𝑋𝑛 is a random sample of size n from a
normal distribution with mean μ and variance σ2,
i.e. N(μ,σ), then the statistic

has a t-distribution with 𝜈 = 𝑛 − 1 degrees of


freedom (df), and we write

𝑇~ 𝑡(𝜈) 𝑜𝑟 𝑇~ 𝑡(𝑛 − 1).

22
Note:
• t-distribution is a continuous distribution.
• The shape of t-distribution is similar to the shape
of the standard normal distribution.

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Notation:

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• 𝑡𝛼 = The t-value above which we find an area
equal to 𝛼, that is 𝑃(𝑇 > 𝑡𝛼 ) = 𝛼
• Since the curve of the pdf of 𝑇~ 𝑡(𝜈) is
symmetric about 0, we have
𝑡1−𝛼 = −𝑡𝛼
• Values of 𝑡𝛼 are tabulated

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Example:
Find the t-value with 𝜈 = 14 (df) that leaves an
area of:
(a) 0.95 to the left.
(b) 0.95 to the right.

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Solution:
𝜈 = 14 (𝑑𝑓); 𝑇~ 𝑡(14)
(a) The t-value that leaves an area of 0.95 to the
left is 𝑡0.05 = 1.761

29
(b) The t-value that leaves an area of 0.95 to the
right is
𝑡0.95 = − 𝑡1−0.95 = − 𝑡0.05 = − 1.761

30
Example:
For 𝜈 = 10 degrees of freedom (df), find 𝑡0.10 and
𝑡0.85 .

Solution:

𝑡0.10 = 1.372
𝑡0.85 = − 𝑡1−0.85 = − 𝑡0.15 = −1.093 (𝑡0.15 = 1.093)

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Sampling Distribution of the Sample
Proportion
Suppose that the size of a population is N. Each
element of the population can be classified as type
A or non-type A. Let p be the proportion of
elements of type A in the population. A random
sample of size n is drawn from this population. Let
𝑝 be the proportion of elements of type A in the
sample.
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Result:

36
Sampling Distribution of the
Difference between Two Proportions

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Results:

39

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