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Stats Lecture 07. Sample Distribution

1) The document discusses the sampling distribution of sample means. It explains that the distribution of sample means from a population will be approximately normal according to the central limit theorem, especially for large sample sizes. 2) It provides examples to illustrate how the sampling distribution of means becomes more normal as the sample size increases. With a sample size of 5 or more, the distribution is very close to normal. 3) The standard error of the mean is introduced as a measure of spread in the sampling distribution of means. It is equal to the population standard deviation divided by the square root of the sample size.

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Shair Muhammad hazara
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34 views36 pages

Stats Lecture 07. Sample Distribution

1) The document discusses the sampling distribution of sample means. It explains that the distribution of sample means from a population will be approximately normal according to the central limit theorem, especially for large sample sizes. 2) It provides examples to illustrate how the sampling distribution of means becomes more normal as the sample size increases. With a sample size of 5 or more, the distribution is very close to normal. 3) The standard error of the mean is introduced as a measure of spread in the sampling distribution of means. It is equal to the population standard deviation divided by the square root of the sample size.

Uploaded by

Shair Muhammad hazara
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Sampling Distribution of Sample Mean

Shair Muhammad Hazara


MSPH, MSBE, BSN (PRN)
E-mail address: hazara_27@hotmail.com
Objectives
By the end of this session, the learners would be able to:
Distinguish between the distribution of population and
distribution of its sample means
Explain the importance of central limit theorem
Compute and interpret the standard error of the mean
Sampling distribution of sample mean

A population is a collection or a set of measurements of


interest to the researcher. For example a researcher
may be interested in studying the income of
households in Karachi. The measurement of interest is
income of each household in Karachi and the
population is a list of all households in Karachi and
their incomes.
Sampling distribution of sample mean
Any subset of the population is called a sample from the
population. A sample of ‘n’ measurements selected from
a population is said to be a random sample if every
different sample of size ‘n’ from the population is
equally likely to be selected.
For the purpose of estimation of certain characteristics
in the population we would like to select a random
sample to be a good representative of the population
Population and Sample Measures
The set of measurements in the population may be
summarized by a descriptive characteristic, called a
parameter. In the above example the average income of
households would be the parameter.
The set of measurements in a sample may be summarized
by a descriptive statistic, called a statistic . For example to
estimate the average household income in Karachi, we take
a random sample of the population in Karachi. The sample
mean is a statistic and is an estimate of the population
mean.
Population and Sample Measures

Parameters:
Mean of the Population = 
Standard Deviation of the Population = 
Variance of the Population = 2
Statistics (sample estimates of the parameters):
Sample estimate of  = x
Sample Estimate of  = s
Sample Estimate of 2= s2
Normal Distributions

There are an infinite number of normal distributions

By varying the parameters  and , we obtain


different normal distributions
Difference between
Normal distribution Sampling distribution
Why is the normal distribution so Why is the sampling distribution
important in the study of statistics? important?
It’s not because things in nature are If a sampling distribution has a lot
always normally of variability then if you took
distributed (although sometimes another sample, it’s likely you
they are) would get a very different result
It’s because of the central limit
theorem—the sampling distribution
of statistics (like a sample mean)
often follows a normal distribution if
the sample sizes are large
Sampling distribution of the mean

 Because no one sample is exactly like the next , the


sample mean will vary from sample to sample ,and
hence is itself a random variable.
 Random variables have distribution ,and since the
sample mean is a random variable it must have a
distribution.
 If the sample mean has a normal distribution ,we can
compute probabilities for specific events using the
properties of the normal distribution.
Population and Samples

Population

Sample 1 Sample 2 Sample 3 Sample.... Sample....

x11 x12 x13 x1n x21 x22 x23 x2n x31 x32 x33 x3n
Sampling Distribution
Consider the population with population mean = μ and
standard deviation = σ.

Next, we take many samples of size n, calculate the mean


for each one of them, and create a distribution of the sample
means.

This distribution is called the Sampling Distribution of


Means.

Technically, a sampling distribution of a statistic is the


distribution of values of the statistic in all possible samples
of the same size from the same population.
EXAMPLE 1
EXAMPLE 1
Now there are 10 possible samples of size two . These are shown as follows:
Possible
Samples of Value ofX
size 2
Mean ofX values =
2,3 2.5 2.5 + 3 + 3.5 + 4 + 3.5 + 4 + 4.5+ 4.5 + 5 +
2,4 3 5.5
2,5 3.5
10
2,6 4
3,4 3.5 = 4
3,5 4
3,6 4.5
4,5 4.5
4,6 5
5,6 5.5
X P ( X )
2.5 1/10
3 1/10
3.5 2/10
4 2/10
4.5 2/10
5 1/10
5.5 1/10
Sampling distribution of sample mean
Standard error of the mean

The quantity σ is referred to as the standard deviation


.it is a measure of spread in the population .
The quality σ/n is referred to as the standard error of
the sample mean .It is a measure of spread in the
distribution of mean
A very important result of statistics referring to the
sampling distribution of the sample mean is the Central
Limit Theorem .
Sampling Distribution of Sample Means (N=2)
This distribution is only roughly normal.
Sampling Distribution of Sample Means (N=3)
Normality is better than those above.
Sampling Distribution of Sample Means (N=4)
Normality is even better than those above.
Sampling Distribution of Sample Means (N=6) Sampling Distribution of Sample Means (N=5)
This distribution is even more normal. This distribution is very normal.
Central limit theorem of statistics
Consider a population with finite mean  and
standard deviation . If random samples of n
measurements are repeatedly drawn from the
population then, when n is large, the relative
frequency histogram for the sample means
(calculated from repeated samples) will be
approximately normal (bell-shaped) with mean 
and standard deviation /n .

(Note: The approximation becomes more precise as n increases.


Roughly n should be greater than 30).
Transforming Normal to Standard
Normal Distributions

Transforming Normal to Standard Normal Distributions

x
z 
x
The Normal Distribution Family
PDF for the Sample Means (n=5)

120
250
100

Probability Density
200
Probability Density (f(x))

80
150
60

40 100

20 50

0 0
0.82 0.825 0.83 0.835 0.84 0.845 0.85

Observation ( x)

xi  
x bar

x
zi  z 
 / n
Example
Suppose hemoglobin level in adults is approximately
normally distributed with mean 12.7 and standard
deviation 2.8
– A) What proportion of adults would you expect to have HB
level between 10 & 13.

x- 10 - 12.7
z   ____ - 0.96______
 2.8
x -  13 - 12.7
z   ____0.10______
 2.8
x
Area between 0 and z
0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
0.0 0.0000 0.0040 0.0080 0.0120 0.0160 0.0199 0.0239 0.0279 0.0319 0.0359
0.1 0.0398 0.0438 0.0478 0.0517 0.0557 0.0596 0.0636 0.0675 0.0714 0.0753
0.2 0.0793 0.0832 0.0871 0.0910 0.0948 0.0987 0.1026 0.1064 0.1103 0.1141
0.3 0.1179 0.1217 0.1255 0.1293 0.1331 0.1368 0.1406 0.1443 0.1480 0.1517
0.4 0.1554 0.1591 0.1628 0.1664 0.1700 0.1736 0.1772 0.1808 0.1844 0.1879
0.5 0.1915 0.1950 0.1985 0.2019 0.2054 0.2088 0.2123 0.2157 0.2190 0.2224
0.6 0.2257 0.2291 0.2324 0.2357 0.2389 0.2422 0.2454 0.2486 0.2517 0.2549
0.7 0.2580 0.2611 0.2642 0.2673 0.2704 0.2734 0.2764 0.2794 0.2823 0.2852
0.8 0.2881 0.2910 0.2939 0.2967 0.2995 0.3023 0.3051 0.3078 0.3106 0.3133
0.9 0.3159 0.3186 0.3212 0.3238 0.3264 0.3289 0.3315 0.3340 0.3365 0.3389
1.0 0.3413 0.3438 0.3461 0.3485 0.3508 0.3531 0.3554 0.3577 0.3599 0.3621
1.1 0.3643 0.3665 0.3686 0.3708 0.3729 0.3749 0.3770 0.3790 0.3810 0.3830
1.2 0.3849 0.3869 0.3888 0.3907 0.3925 0.3944 0.3962 0.3980 0.3997 0.4015
1.3 0.4032 0.4049 0.4066 0.4082 0.4099 0.4115 0.4131 0.4147 0.4162 0.4177
1.4 0.4192 0.4207 0.4222 0.4236 0.4251 0.4265 0.4279 0.4292 0.4306 0.4319
1.5 0.4332 0.4345 0.4357 0.4370 0.4382 0.4394 0.4406 0.4418 0.4429 0.4441
Area between 0 and z
0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
1.6 0.4452 0.4463 0.4474 0.4484 0.4495 0.4505 0.4515 0.4525 0.4535 0.4545
1.7 0.4554 0.4564 0.4573 0.4582 0.4591 0.4599 0.4608 0.4616 0.4625 0.4633
1.8 0.4641 0.4649 0.4656 0.4664 0.4671 0.4678 0.4686 0.4693 0.4699 0.4706
1.9 0.4713 0.4719 0.4726 0.4732 0.4738 0.4744 0.4750 0.4756 0.4761 0.4767
2.0 0.4772 0.4778 0.4783 0.4788 0.4793 0.4798 0.4803 0.4808 0.4812 0.4817
2.1 0.4821 0.4826 0.4830 0.4834 0.4838 0.4842 0.4846 0.4850 0.4854 0.4857
2.2 0.4861 0.4864 0.4868 0.4871 0.4875 0.4878 0.4881 0.4884 0.4887 0.4890
2.3 0.4893 0.4896 0.4898 0.4901 0.4904 0.4906 0.4909 0.4911 0.4913 0.4916
2.4 0.4918 0.4920 0.4922 0.4925 0.4927 0.4929 0.4931 0.4932 0.4934 0.4936
2.5 0.4938 0.4940 0.4941 0.4943 0.4945 0.4946 0.4948 0.4949 0.4951 0.4952
2.6 0.4953 0.4955 0.4956 0.4957 0.4959 0.4960 0.4961 0.4962 0.4963 0.4964
2.7 0.4965 0.4966 0.4967 0.4968 0.4969 0.4970 0.4971 0.4972 0.4973 0.4974
2.8 0.4974 0.4975 0.4976 0.4977 0.4977 0.4978 0.4979 0.4979 0.4980 0.4981
2.9 0.4981 0.4982 0.4982 0.4983 0.4984 0.4984 0.4985 0.4985 0.4986 0.4986
3.0 0.4987 0.4987 0.4987 0.4988 0.4988 0.4989 0.4989 0.4989 0.4990 0.4990 28
Answer

0.3315+0.0398 = 0.3713*100
37.13 % of adults would expect to have
hemoglobin level between 10 & 13.
Example

Suppose hemoglobin level in adults is


approximately normally distributed with mean
12.7 and standard deviation 2.8
– If random sample of 16 adults taken from the above
population, then obtain the following:
The mean and standard error of sampling distribution of
sample mean
Mean and Standard error
Example
 Suppose hemoglobin level in a random sample of 16
adults is approximately normally distributed with mean
12.7 and standard deviation 2.8
 A) What proportion of adults would you expect to have HB
level between 10 & 13.
 We will have same result as for population or a different
inference.
Example
Hemoglobin level between 10 to 13 will be:
Z = 10-12.7/ 0.7 = -3.85
Probability will be 0.4999 x
z 
Z = 13-12.7/ 0.7 = 0.428 / n
Probability will be 0.1664
Adding two probabilities 0.4999+0.1664 = 0.6663
66.63% of individuals will have Hb level between 10 & 13
Example

34
Example

35
36

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