Sampling Distribution: Definition, Types, Examples

What is a Sampling Distribution?

A sampling distribution is a graph of a statistic for your sample data. While, technically, you could
choose any statistic to paint a picture, some common ones you’ll come across are:
 Mean
 Mean absolute value of the deviation from the mean
 Range
 Standard deviation of the sample
 Unbiased estimate of variance
 Variance of the sample
Up until this point in statistics, you’ve probably been plotting graphs for a set of numbers. For example,
you might have graphed a data set and found it follows the shape of a normal distribution with a mean
score of 100. Where probability distributions differ is that you aren’t working with a single set of
numbers; you’re dealing with multiple statistics for multiple sets of numbers. If you find that concept
hard to grasp: you aren’t alone.
While most people can imagine what the graph of a set of numbers looks like, it’s much more difficult to
imagine what stacks of, say, averages look like.

Standard Deviation of Sampling Distribution of the Proportion

The standard deviation of sampling distribution of the proportion, P, is closely related to the binomial
distribution. It’s a special case of a sampling distribution.

A Binomial Distribution) shows either (S)uccess or (F)ailure.

A sampling distribution is where you take a population (N), and find a statistic from that population. The
“standard deviation of the sampling distribution of the proportion” means that in this case, you would
calculate the standard deviation. This is repeated for all possible samples from the population.
Example: You hold a survey about college student’s GRE scores and calculate that the standard
deviation is 1. It is highly unlikely that you will get the same results if you repeat the survey (you might
get 1.1 ,1.2 or 0.9). Therefore you’ll want to repeat the poll the maximum number of times possible (i.e.
you draw all possible samples of size nfrom the population). You’ll have a range of standard deviations
— one for each sample. The probability distribution of all the standard deviations is a sampling
distribution of the standard deviation.
Sample Proportion
A sample proportion is where a random sample of objects n is taken from a population P; if x objects
have a certain characteristic then the sample proportion “p” is: p = x/n. Don’t be put off by the math —
proportions are something you probably already intuitively know. For example: 100 people are asked if
they are democrat. If 40 people respond “yes” then the sample proportion p = 40/100.
Sampling Distribution of a Proportion
The sampling distribution of a proportion is when you repeat your survey for all possible samples of the
population. For example: instead of polling 100 people once to ask if they are democrat, you’ll poll them
multiple times to get a better estimate of your statistic.
Standard Deviation of Sampling Distribution of the Proportion
If a random sample of n observations is taken from a binomial population with parameter p, the
sampling distribution (i.e. all possible samples taken from the population) will have a standard deviation
of:
Standard deviation of binomial distribution = σp = √[pq/n] where q=1-p.
When the sample is large, the sampling distribution of a proportion will have an approximate normal
distribution.
Mean of the sampling distribution of the mean
In a nutshell, the mean of the sampling distribution of the mean is the same as the population mean.
For example, if your population mean (μ) is 99, then the mean of the sampling distribution of the mean,
μm, is also 99 (as long as you have a sufficiently large sample size).
The Central Limit Theorem.
Roughly stated, the central limit theorem tells us that if we have a large number of independent,
identically distributed variables, the distribution will approximately follow a normal distribution. It
doesn’t matter what the underlying distribution is.
Here’s a simple example of the theory: when you roll a single die, your odds of getting any number
(1,2,3,4,5, or 6) are the same (1/6). The mean for any roll is (1 + 2 + 3 + 4 + 5 + 6) / 6 = 3.5. The results
from a one-die roll are shown in the first figure below: it looks like a uniform distribution. However, as
the sample size is increased (two dice, three dice…), the mean of the sampling distribution of the mean
looks more and more like a normal distribution. That is what the central limit theorem predicts

. As the sample size increases, the mean of the sampling distribution of the mean will approach the
population mean of μ, and the variance will approach σ2/N, where N is the sample size.
You can think of a sampling distribution as a relative frequency distribution with a large number of
samples.
Image: U of Michigan.
The mean of the sampling distribution of the mean formula
The mean of the sampling distribution of the mean formula is μM = μ, where μM is the mean of the
sampling distribution of the mean.
Mean of Sampling Distribution of the Proportion
The mean of sampling distribution of the proportion, P, is a special case of the sampling distribution of
the mean. The mean of the sampling distribution of the proportion is related to the binomial
distribution.

A Binomial Distribution is related to Mean of Sampling Distribution of the Proportion.

Proportions are something you probably already know. For example: 100 people are asked if they are
democrat. If 50 people respond “yes” then the sample proportion p = 50/100. Technically (the “mathy
way”): A sample proportion is where a random sample of objects n is taken from a population P; if x
objects have a certain characteristic then the sample proportion “p” is: p = x/n.
The sampling distribution of a proportion is when you repeat your survey or poll for all possible
samples of the population. For example: instead of polling asking 1000 cat owners what cat food their
pet prefers, you could repeat your poll multiple times.
Mean of Sampling Distribution of the Proportion
If a random sample of n observations is taken from a binomial population with parameter p, the
sampling distribution (i.e. all possible samples taken from the population) will have a mean up=p. With a
large sample, the sampling distribution of a proportion will have an approximate normal distribution.