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Section 7: Sampling Distributions & CLT: Introduction To Probability & Statistics Dr. Oliver Russell

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45 views19 pages

Section 7: Sampling Distributions & CLT: Introduction To Probability & Statistics Dr. Oliver Russell

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abdul rehman khan
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© © All Rights Reserved
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Section 7: Sampling Distributions & CLT

Introduction to Probability & Statistics

Dr. Oliver Russell

201 - SN1

Lecture 3: Section 7.5

201 - SN1 Section 7: Sampling Distributions & CLT Lecture 3: Section 7.5 1 / 19
RECAP: good estimator: summary

In order to make an inference about a population parameter, we choose a


sample statistic with a sampling distribution that:

is unbiased,

has a smaller standard deviation than the others (i.e. the statistic
with the smallest standard error ).

201 - SN1 Section 7: Sampling Distributions & CLT Lecture 3: Section 7.5 2 / 19
RECAP: Central Limit Theorem (CLT)

Theorem
Consider a random sample of n observations selected from any population
with mean µ and standard deviation σ. Then, when n is sufficiently large,
the sampling distribution of X̄ will be approximately normal with mean

µX̄ = µ

and standard deviation


σ
σX̄ = √ .
n

201 - SN1 Section 7: Sampling Distributions & CLT Lecture 3: Section 7.5 3 / 19
RECAP: sampling distribution of X̄

Thus, the CLT says that for large enough n, approximately,

σ2
 
X̄ ∼ N µ, .
n

or, equivalently,
X̄ − µ
√ = Z ∼ N (0, 1) .
σ/ n
The larger n is, the closer X̄ becomes to a true normal distribution. For
most sampled populations, sample sizes of n ≥ 30 will suffice for the
normal approximation to be reasonable.

201 - SN1 Section 7: Sampling Distributions & CLT Lecture 3: Section 7.5 4 / 19
RECAP: population vs. sample proportions

Definition
When discussing data which only have 2 potential outcomes (say, success
or failure), the binomial proportion of a population, p, is the
population’s proportion of successes.

Definition
The sample proportion, P̂, is a random variable representing the
proportion of successes in a randomly drawn sample.

201 - SN1 Section 7: Sampling Distributions & CLT Lecture 3: Section 7.5 5 / 19
RECAP: corollary of CLT for proportions

Corollary
By the CLT, if a sample size is large enough, then it turns out that the
random variable P̂ is also approximately normally distributed with mean

µP̂ = p

and standard deviation r


p(1 − p)
σP̂ = .
n

201 - SN1 Section 7: Sampling Distributions & CLT Lecture 3: Section 7.5 6 / 19
RECAP: sampling distribution of P̂

In other words, if n large enough, then approximately,


 
p(1 − p)
P̂ ∼ N p, .
n

or, equivalently,
P̂ − p
p ∼ N (0, 1) .
p(1 − p)/n
Here, large enough means n ≥ 30, np ≥ 10 and n(1 − p) ≥ 10.

201 - SN1 Section 7: Sampling Distributions & CLT Lecture 3: Section 7.5 7 / 19
RECAP: summary: sampling distributions of X̄ and P̂

201 - SN1 Section 7: Sampling Distributions & CLT Lecture 3: Section 7.5 8 / 19
Small samples: problems and solutions
We face 2 problems when dealing with small sample sizes:
1 If the sample size, n, is not large enough, then the normal

approximation of X̄ and P̂ may not hold.


Solution: if we assume the population is approximately normal, then
X̄ will also be approximately normal.

2 When estimating µ, we must often approximate σ using s, but for


small samples s may not be a good approximation for σ.
X̄ −µ
Solution: instead of using the standard normal statistic Z = σ
√ ,
n
which relies on either knowing σ or having a close approximation to
σ, we will define and use a new statistic,
X̄ − µ
Tn−1 =
√s
n

where we choose to use the sample standard deviation, s.


201 - SN1 Section 7: Sampling Distributions & CLT Lecture 3: Section 7.5 9 / 19
Student’s T -statistic

Definition
For any sample of size n randomly drawn from an approximately normal
population with mean µ, the Student’s T -statistic with (n − 1)
degrees of freedom (df) is defined as

X̄ − µ
Tn−1 =
√s
n
q Pn
2
i=1 (xi −x̄)
where we recall that s = n−1 is the sample standard deviation.

201 - SN1 Section 7: Sampling Distributions & CLT Lecture 3: Section 7.5 10 / 19
Z vs. T

201 - SN1 Section 7: Sampling Distributions & CLT Lecture 3: Section 7.5 11 / 19
T probabilities: table (See Appendix B)

201 - SN1 Section 7: Sampling Distributions & CLT Lecture 3: Section 7.5 12 / 19
Quick quiz (Example 7.5.3)

201 - SN1 Section 7: Sampling Distributions & CLT Lecture 3: Section 7.5 13 / 19
Quick quiz (Example 7.5.3)

201 - SN1 Section 7: Sampling Distributions & CLT Lecture 3: Section 7.5 14 / 19
Quick quiz (Example 7.5.4)

201 - SN1 Section 7: Sampling Distributions & CLT Lecture 3: Section 7.5 15 / 19
Quick quiz (Example 7.5.4)

201 - SN1 Section 7: Sampling Distributions & CLT Lecture 3: Section 7.5 16 / 19
Takeaways from Section 7

201 - SN1 Section 7: Sampling Distributions & CLT Lecture 3: Section 7.5 17 / 19
Takeaways from Section 7

201 - SN1 Section 7: Sampling Distributions & CLT Lecture 3: Section 7.5 18 / 19
Takeaways from Section 7

201 - SN1 Section 7: Sampling Distributions & CLT Lecture 3: Section 7.5 19 / 19

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