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Sampling and Sampling Distributions

1) As the sample size increases, the sampling distribution of the sample mean becomes more concentrated around the population mean. 2) The variance of the sample mean decreases as the sample size increases. 3) According to the central limit theorem, the distribution of the sample mean will approximate a normal distribution, regardless of the shape of the population distribution, as long as the sample size is large enough (typically greater than 30).

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23 views

Sampling and Sampling Distributions

1) As the sample size increases, the sampling distribution of the sample mean becomes more concentrated around the population mean. 2) The variance of the sample mean decreases as the sample size increases. 3) According to the central limit theorem, the distribution of the sample mean will approximate a normal distribution, regardless of the shape of the population distribution, as long as the sample size is large enough (typically greater than 30).

Uploaded by

rachel
Copyright
© © All Rights Reserved
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Sampling and Sampling Distributions

Sampling Distribution: with sample items X1, X2, Xn we do not know what the
observations will be, so each X1, X2 etc will be a random variable with the
populations mean and variance 2
As the number of observations increases, the sampling distribution of sample
mean becomes concentrated around the popn mean.
The variance of xxdecreases as sample size n increases.
Sample mean, xx=

Sample variance,

Xi
n
2
n

first step

assume population
normally distributed

sampling distribution of of
sample mean also has
normal distribution

can compute standard normal Z for


sample mean,
ie. can use standard normal Z to
compute probabilities

Z = , calculating mu
and sigma from the
popn mean and
variance

assume population NOT


normally distributed

central limit theorem: we can


show that the mean of a random
sample is normally distributed
(,2/n) if the sample size is large
enough

this is due to the law of large


numbers, which states that:
given a random sample of size n from
a popn, the sample mean will
approach popn mean as n becomes
large

regardless of the underlying


distribution. this is due to
variance becoming very
small.

If parent population is normally distributed, sample mean is normal


distributed X~ N ( ,

) then xx~ N ( ,

2
n )

Central Limit Theorem:


1. normal distribution is a good approximation for the mean, as long as the
sample has a large enough number of observations.
A set of n independent random variables having identical distributions with mean
and variance

as n becomes large, the distribution of Z =

xx
/ n

approaches the standard normal distribution


n > 30
2. if the parent distribution is normal, the sampling distribution for sample
variance is related to the chi-squared distribution.
Sample Proportion
P=

X
n

where x is number of successes and is the sum of a set of n

independent Bernoulli variables.


Central limit theorem used to argue that P can be modelled as normally
distributed random variable.
Extension of binomial use when probability is either success or failure. And
taking sample from a population. find mean and standard dev. And use this to
change probability to standard normal variable, Z.
See list of formulas.
Sample variances.

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