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U3-L4 - Sampling Distributions

This document discusses sampling distributions and their properties. It defines parameters as describing the population while statistics describe samples. The central limit theorem states that the sampling distribution of the sample mean will approximate a normal distribution, even if the population is not normally distributed, as long as the sample size is sufficiently large (n>=30). The mean of the sampling distribution is the population mean, and its standard deviation is the population standard deviation divided by the square root of the sample size. Larger sample sizes result in smaller standard deviations for the sampling distribution of the mean.

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133 views25 pages

U3-L4 - Sampling Distributions

This document discusses sampling distributions and their properties. It defines parameters as describing the population while statistics describe samples. The central limit theorem states that the sampling distribution of the sample mean will approximate a normal distribution, even if the population is not normally distributed, as long as the sample size is sufficiently large (n>=30). The mean of the sampling distribution is the population mean, and its standard deviation is the population standard deviation divided by the square root of the sample size. Larger sample sizes result in smaller standard deviations for the sampling distribution of the mean.

Uploaded by

Sudhagar D
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPT, PDF, TXT or read online on Scribd
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Sampling Distributions

Outline
 Parameters and statistics
 Statistical estimation and the law of large
numbers
 Sampling distributions
 The sampling distribution of the sample mean
 The central limit theorem <Later>
Parameters and Statistics I

 A parameter(population parameter)

– A number that describe the population


– Fixed but unknown

 For example, the population mean is a parameter.


Parameters and Statistics II
 A statistic (sample statistic)
– A number that describe a sample
– Known after we take a sample
– Change from sample to sample
– Used to estimate an unknown parameter

 For example, the mean of the data from a sample is


used to give information about the overall mean in
the population from which that sample was drawn.
Example
 A survey conducted by a research in art
education found that, 17% of those surveyed,
had taken one course in dance in their life.

 Q: Is the number 73% (= 100%-17%) a


statistic or a parameter?

 Q: Is the unknown true percentage of


American citizen that have taken at least one
course in dance in their life a parameter or a
statistic?
Statistical estimation & the law of large numbers

• Random variables are used to estimate a population


parameter. Because good samples are chosen randomly,
statistic such as are random variables.

• The probability of any outcome of a random phenomenon


is the proportion of times the outcome will occur in the
long run. Thus, we can describe the behavior of a sample
statistics by a probability model that answers the question
“What would happen if we do this many times?”
and
• “What would happen if we take a big # of
observations ?”
Example 10.2 (page 251)

• Here are the odor thresholds for ten randomly


chosen subjects: 28 40 28 33 20 31 29 27 17 21,
the mean is 27.4.Since SRS should represent
the population, so that we expect that close to
the mean of the population.

• Q: Each sample of the same population will have


a different mean , why is it a reasonable
estimate of the population mean?
One answer is the Law of Large Number
Example 10.3(P252): How sample means approach
the population mean (=25).
Sampling distribution

 The sampling distribution of a statistic(not


parameter) is the distribution of values taken
by the statistic (not parameter) in all possible
samples of the same size from the same
population.
Example 10.4 (page 254)
- what would happen in many samples?
Recall Some Features of the Sampling Distribution

 It will approximate a normal curve even if the


population you started with does NOT look
normal

 Sampling distribution serves as a bridge between


the sample and the population
Mean of a sample mean
Standard Deviation of a sample mean
Third Property: Sample Size and the
Standard Deviation

 The larger the sample size, the smaller the


standard deviation of the mean

Or

 As n increases, the standard deviation of the


mean decreases
Sampling distribution of a sample mean

 Definition: For a random variable x and a given sample


size n, the distribution of the variable , that is the
distribution of all possible sample means, is called the
sampling distribution of the sample mean.
Sampling distribution of the sample mean

 Case 1. Population follows Normal distribution


– Draw an SRS of size n from any population.
– Repeat sampling.
– Population follows a Normal distribution with
mean µ and standard deviation σ.
– Sampling distribution of follows normal
/ n distribution as follows: N(µ, σ/√n ).
Example 10.5
(The population distribution follow a Normal
distribution, then so does the sample mean)
The central limit theorem

This theorem tells us:


1. Small samples: Shape of sampling distribution is
less normal
2. Large sample: Shape of sampling distribution is
more normal.
Sampling distribution of the sample mean

 Case 2. Population follows any distribution


(CLT: Central limit theorem)
– Draw an SRS of size n from any population.
– Repeat sampling.
– Population follows a distribution with mean µ
and standard deviation σ.
– When n is large (n>=30), sampling dist of
follows approximately Normal distribution as
follows N(µ, σ/√n ).
Sampling distributions for (a) normal, (b)
reverse-J-shaped, and (c) uniform variables
Example 10.7(CLT allows us to use Normal probability
calculation to answer questions about the sample means)

/ n

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