Scribd
Upload
23 views7 pages

Chapter 8

This document defines key concepts related to sampling distributions including: 1) Populations, samples, parameters, statistics, and the definition of a sampling distribution as the probability distribution of a statistic. 2) The central limit theorem states that the sampling distribution of sample means will be approximately normal for large sample sizes regardless of the population distribution. 3) Examples are provided to demonstrate calculating probabilities related to sampling distributions including finding the probability that a sample mean is less than a given value. 4) The sampling distribution of the difference between two sample means is discussed and an example is worked through.

Uploaded by

sezarozoldek
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
23 views7 pages

Chapter 8

This document defines key concepts related to sampling distributions including: 1) Populations, samples, parameters, statistics, and the definition of a sampling distribution as the probability distribution of a statistic. 2) The central limit theorem states that the sampling distribution of sample means will be approximately normal for large sample sizes regardless of the population distribution. 3) Examples are provided to demonstrate calculating probabilities related to sampling distributions including finding the probability that a sample mean is less than a given value. 4) The sampling distribution of the difference between two sample means is discussed and an example is worked through.

Uploaded by

sezarozoldek
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 7

Chapter 8

Sampling Distributions

A population is the set of all elements that are under our study, or the set of
all observations that are collected about these elements.
The sample is a subset of the population.
Definition of a random sample in case of finite population:
Is a set of observations X1, X2, …, Xn constitutes (‫ )تُك ِّون‬a random sample of

size n from a finite population size N, if its values are chosen so that each
subset n of the N elements has the same probability of being selected.
Definition of random sample in the case of infinite population:

The set of observations of the random variables X1, X2, …, Xn is said to be


a random sample of size n from a population with probability distribution
function f (x) if X1, X2, …, Xn are independent..
I.e. the elements of a random sample are independent and identically
distributed.
A parameter is numerical measure that describes the population such as the

population mean μ and the population variance σ 2.


A statistic is a numerical measure that describe the sample such as the

sample mean X̄ and the sample variance S 2

Definition of a sampling distribution:


The probability distribution of a statistic is called a sampling distribution
Section 8.4
Sampling Distribution of Means and the Central Limit Theorem

First: Sampling Distribution of the Mean X̄

Case 1: Sampling from a normal population with mean μ and variance σ 2,


σ2
then X̄ is normal with mean of X̄ or μX̄ = μ, and Var (X̄ ) = .
n
Case 2: Sampling from a population with unknown distribution, then the
sampling distribution of X̄ is approximately normal with mean μ,
provided the sample size is large.
The Central Limit Theorem
If X̄ is the mean of a random sample of size n taken from a normal

population with mean μ and variance σ 2, then the limiting distribution of


X̄ − μ
Z= σ , as n → ∞, is the standard normal distribution N(0,1)
n

Remarks:

(1) The normal approximation ( in case the population is not normal) for X̄ is

considered good if n ≥ 30.


(2) If n < 30, the approximation is good only if the populations not too
different from a normal distribution,
(3) If the population is normal, then the distribution of X̄ will be normal

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

Here the population dist. is approximately normal with μ = 800, σ = 40.


n = 16.
The question is to find Prob (X̄ < 775)
From the central Limit Theorem we know that
X̄ − μ
Z= σ is approximately normal,
n

X̄ − μ 775 − 800
So P(X̄ < 775) = P( σ < 40 )
n 16

= P(Z < − 2.5) = 0.0062

Inferences on the Population Mean


Case Study 8.1 Automobile Parts
In an industrial process it is important to produce certain cylindrical
components for automobiles with mean 5 millimeters. An engineer wants to
test the conjecture (‫ )الحدس أو الفرض ّية‬that the population mean is 5 millimeters.

To do this he did the following experiment:


He selected 100 of those cylindrical parts randomly and measured their
diameters. He found that the average diameter of those parts is 5.027
millimetres. Assuming that the population standard deviation is σ = 0.1,
does this sample information appear to support (‫ )تدعم‬or refute (‫ )تدحض‬the

engineer’s conjecture?
Solution

We want to see how likely is it that one can obtain x̄ ≥ 0.027 with n = 100
if the population mean is μ = 5.
So, we compute P( | X̄ − 5 | ≥ 0.027). If this probability is big we accept
the conjecture, but if this probability is small the the conjecture is refuted
(explain)
Since P( | X̄ − 5 | ≥ 0.027) = P(X̄ − 5 ≥ 0.027 + P(X̄ − 5 ≤ − 0.027)
= 2P(X̄ − 5 ≥ 0.027)
X̄ − 5
= 2P( 0.1
≥ 2.7)
100

= 2P(Z ≥ 2.7) = 0.007


As a result, this experiment with x̄ = 0.027 certainly doesn’t give supporting
evidence to the conjecture that μ =5
I.e it refutes the conjecture.
Example
Traveling between campuses of a university via bus takes on average, 28
minutes with a standard deviation of 5 minutes. In a given week, a bus
transported passengers 40 times. What is the probability that the average
transport time was more than 30 minutes? Assume the mean time is
measured to the nearest minute.
Solution
Here μ = 28, σ = 5
Want to compute P(X̄ > 30)
Since the time is measured on a continuous scale to the nearest minute, the
x̄ > 30 is equivalent to x̄ ≥ 30.5
Hence
X̄ − 28 30.5 − 28
P(X̄ > 30) = P( 5
≥ 5 ) = P(Z ≥ 3.16) = 0.0008
40 40
I.e. there is a slight chance that the average time of one bus trip will exceed
30 minutes.

Sampling Distribution of the Difference Between Two Means


This case is more important than the case of one mean.
Suppose that we have two populations, the first with mean μ1 and variance

σ12, the second with mean μ2 and variance σ22. Let the statistic X̄1 represent
the mean of a random sample of size n1 selected from the first population,

and the statistic X̄2 represent the mean of a random sample of size n2
selected from the second population, independent of the sample from the
first population.
Theorem
If independent samples of size n1 and n2 are drawn from two populations,

with means μ1and μ2 and variances σ12 and σ22, respectively, then

the sampling distribution of the difference of means X̄1 − X̄2,


is approximately normal with mean and variance given by:
σ12 σ12
μX̄1−X̄2 = μ1 − μ2 and σX̄1−X̄2 = + .
n1 n1

(X̄1 − X̄2) − (μ1 − μ2)


I.e. Z= is approximately normal.
σ12 σ12
n1
+ n1

Remark:
If both n1 and n2 greater than or equal to 30 , the normal approximation is
very good
Example:
The TV tubes of manufactured by company A have a mean lifetime of 6.5
years and a standard deviation of 0.9 year, while those of company B have
mean lifetime of 6 years and a standard deviation of 0.8 year.
What is the probability that a random sample of 36 tubes from company A
will have a mean lifetime that is at least 1 year more than that of the mean
lifetime of sample of 49 tubes from company B?
Solution:
Have the following information
Population 1 Population2

μ1 = 6.5 μ2 = 6
σ1 = 0.9 σ2 = 0.8
n1 = 36 n 2 = 49

By the above theorem, the sampling distribution of the difference of means


X̄1 − X̄2, is approximately normal with mean and variance given by:
μX̄1−X̄2 = μ1 − μ2 = 6.5 − 6 = 0.5, and

σ12 σ12 0.81 0.64


σX̄1−X̄2 = + = + = 0.189
n1 n1 36 49

(X̄1 − X̄2) − (μ1 − μ2)


Thus Z= is approximately normal
σ12 σ12
n1
+ n1

(X̄1 − X̄2) − (μ1 − μ2) 1 − 0.5


P(X̄1 − X̄2 ≥ 1) = P( )≥ 0.189 )
And so,
σ12 σ12
n1
+ n1
= P(Z ≥ 2.65) = 1 − PZ < 2.65) = 1 − 0.996 = 0.004

Homework Exercises
8.13 (do it using geogebra), 8.14. 8.15, 8.19(a), 8.21, 8.23, 8.25, 8. 29,
8.33(a), 8.35

You might also like

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy