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Sampling Distributions

The document discusses the central limit theorem, which states that the sampling distribution of sample means will be approximately normally distributed regardless of the distribution of the population, with mean equal to the population mean and standard deviation equal to the population standard deviation divided by the square root of the sample size. It provides examples to empirically prove the central limit theorem holds and compares it to the normal distribution.

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Raza Ansari
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36 views

Sampling Distributions

The document discusses the central limit theorem, which states that the sampling distribution of sample means will be approximately normally distributed regardless of the distribution of the population, with mean equal to the population mean and standard deviation equal to the population standard deviation divided by the square root of the sample size. It provides examples to empirically prove the central limit theorem holds and compares it to the normal distribution.

Uploaded by

Raza Ansari
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Sampling Distributions

Statistical Inference
By,
Yaseen Ahmed Meenai
Faculty, DMS-FCS-IBA
Sampling and Sample Estimates
• Sampling is the
Procedure of getting a
Sample from a Population

• Sample results are ESTIMATES [ Statistic(s) ] while


Population results are PARAMETERS
• For e.g. (a sample mean) is an Estimate or
Statistic and “” (a population mean) is a
Parameter.
Repeated Sampling
• Repeated Sampling can produce several
Samples from a single population.

POPULATION

Sample1 Sample2 Sample3 ... Sample m

Mean1 Mean2 Mean3 …….. Mean m

Sample Mean (Estimate) itself became a DATA


Sampling Distribution
• Distribution of Sample Estimate is called a
Sampling distribution…
• For e.g. Sampling Distribution of Mean,
Sampling Distribution of Variance etc.
Class Work
• Determine the Sampling Distribution of
Sample Means data gathered in the class
• Observed its SHAPE and comments.
Data Tabulation (Grouping Exercise)
Step # 01: Class Intervals Frequency

Finding the range Min ______ Min+h


Range = Max. – Min
Step # 02: Min+h ___ Min+h+h

Finding the number of classes Min+h+h _______ ….


No. of classes = 1 + 3.3 log(n)
…
Step # 03:
Finding the width or height (h) … ____________ Max

h = Range/No. of classes
Mean and Variance of the
Sampling Distribution of Mean
Class Intervals fi xi fi  xi fi (xi-mean)2
Min ______ Min+h f1 x1 f1  x1 ..

Min+h ___ Min+h+h f2 x2 f2  x2 ..

Min+h+h _______ …. f3 x3 … ..

… .. .. … ..

… ____________ Max fm xm … ..

f x fx f (x
 i i -mean)2
The Central Limit Theorem
• If ‘X’ is a random variable follows a Normal
Distribution with mean= and standard
deviation=; we can show it as:
X ~ N(,)
• Similarly, distribution of sample mean ഥ
𝒙 also
Normal with mean= and standard error =
/n (where ‘n’ is the sample size)
~ N( , /n)
Empirical Proof of CLT
• Obtain the Population Mean () and the
Population Standard Deviation () from the given
population data:
10 12 3 5 7 8 13 5 2 4 6
• Now Obtain the Mean 𝐸(𝑋) ത and standard
deviation of Means’ data
• Now compare :  ത
= 𝐸(𝑋)
=
Normal Distribution v/s Central Limit
Theorem
• The only difference b/w Normal Distribution
case and C.L.T. is the standard error.
• In Normal Distribution, the standard error is
‘’ and in CLT, it’s ‘/n’ (which is
comparatively lesser)
• What could be the impact
C.L.T.
Normal
on a Normal Curve when Distribution
we minimize the standard error???
A Normal Case v/s Central Limit
Theorem
Normal Distribution Exercise:
Q) Daily Profit of a Grocery store owner follows a
Normal Distribution with mean=64 hundred
Rs/- and the standard deviation=12 hundred
Rs/-.
If any day is being selected at random;
determine the probability that his profit on that
day will be less than 60 hundred Rs/-?
P(X<60) = ?
P = P(Z < - 0.33) = 37%
A Normal Case v/s Central Limit
Theorem
Central Limit Theorem Exercise:
Q) Daily Profit of a Grocery store owner follows a
Normal Distribution with mean=64 hundred Rs/- and
the standard deviation=12 hundred Rs/-.
in 6 working days; determine the probability that his
average profit will be less than 60 hundred Rs/-?
P( 𝑋ത < 60) = ?

P P(Z < -0.82) = 21%


A Normal Case v/s Central Limit
Theorem
Normal Distribution Exercise:
P(X<60) = ?
𝑋−𝜇 60−64
P <
𝜎 12
P( <60) = 21%
P(Z < - 0.33) = 37%
Central Limit Theorem Exercise:
P(X<60)=37 %
P(𝑋ത < 60) = ?

P = 21%
A Normal Case v/s Central Limit
Theorem
Central Limit Theorem (Contd…)
If we select a sample 6 working days; determine
the Probability that his Average Profit will fall
within the range of 60 to 70 hundred Rs/-?
P(60 < < 70) = ??

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