Scribd
Upload
7 views21 pages

Sampling 2.1

Uploaded by

mdrashelmia969
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
7 views21 pages

Sampling 2.1

Uploaded by

mdrashelmia969
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 21

Dr. Md.

Atiqul Islam
PhD (UK), MSc (UK)
Professor
Department of Economics

University of Rajshahi

Course: EC0 314 (Statistics for Economics III)


19 May 2024
Sampling Distribution

Part I
Sampling Theory:

- Sampling theory is the study of relationships existing between a


population and samples drawn from the population.

- It is useful in estimating unknown population quantities (such as


population mean and variance), often called population parameters or
parameters, from a sample quantities (such as sample mean and
variance), often called sample statistics or statistics.
Sampling Distribution:
- Let us consider all possible samples of size n that can be drawn from a
given population.

- For each sample, we can compute a statistic (such as mean and standard
deviation) that will vary from sample to sample.

- In this manner we obtain a distribution of the statistic that is called its


sampling distribution.

- If, for example, the particular statistic used is the sample mean, then the
distribution is called the sampling distribution of means/the mean.
Sampling Distribution
Sampling Distribution of Means:
- Suppose that all possible samples of size n are drawn without
replacement from a finite population of size 𝑁 > 𝑛.

- If we denote the mean and standard deviation of the sampling


distribution of means by 𝜇𝑥 and 𝜎𝑥 and the population mean and
standard deviation by 𝜇 and 𝜎 respectively, then
𝜎 𝑁−𝑛
𝜇𝑥 = 𝜇 and 𝜎𝑥 = (1)
𝑛 𝑁−1

- If the population is infinite or if sampling is with replacement, the above


results reduce to
𝜎
𝜇𝑥 = 𝜇 and 𝜎𝑥 = (2)
𝑛
Sampling Distribution of Means:
- For large values of n , (𝑛 ≥ 30) , the sampling distribution of means is
approximately a normal distribution with mean 𝜇𝑥 and standard
deviation 𝜎𝑥 , irrespectively of the population.

- This result for an infinite population is a special case of the central limit
theorem.

- This is called that the sampling distribution is asymptotically normal.


- Symbolically,
𝜎2
𝑋𝑖 ∼ 𝑁 𝜇,
𝑛
• Example:
20. The weight of certain type of car tyre is normally distributed with a
mean of 25 pounds and variance of 3 pounds. A random sample of 50
tyres is selected. What is the probability that the mean of this sample
lie between 24.5 and 25.5 pounds?
Solution:
The sampling distribution of mean weight of certain type of car tyre is
normally distributed with mean
𝜇𝑥 = 𝜇 = 25
and standard error of sampling distribution
𝜎 3
𝜎𝑥 = = = 0.2449
𝑛 50
• Example:
20. The weight of certain type of car tyre is normally distributed with a
mean of 25 pounds and variance of 3 pounds. A random sample of 50
tyres is selected. What is the probability that the mean of this sample
lie between 24.5 and 25.5 pounds?

Solution:

𝑥1 − 𝜇𝑥 24.5 − 25
𝑍1 = = = −2.04
𝜎𝑥 0.2449
𝑥2 −𝜇𝑥 25.5−25
And 𝑍2 =
𝜎𝑥
= 0.2449
= 2.04
• Example:
20. The weight of certain type of car tyre is normally distributed with a
mean of 25 pounds and variance of 3 pounds. A random sample of 50
tyres is selected. What is the probability that the mean of this sample
lie between 24.5 and 25.5 pounds?
Solution:

0.4793

24.5 𝜇 = 25 25.5 -2.04 𝜇 = 0 2.04


• Example:
20. The weight of certain type of car tyre is normally distributed with a
mean of 25 pounds and variance of 3 pounds. A random sample of 50
tyres is selected. What is the probability that the mean of this sample
lie between 24.5 and 25.5 pounds?

The Area corresponding to Z =0.4793


0.4793
Hence, the required probability
= 0.4793 + 0.4793
= 0.9586

Ans.: The probability of sample mean lie


between 24.5 and 25.5 pounds is 0.9586.
-2.04 𝜇 = 0 2.04
Sampling Distribution of Proportions:
- Suppose that a population is infinite and that the probability of
occurrence of an event (called its success) is 𝑝 , while the probability of
non-occurrence of the event is 𝑞 = 1 − 𝑝.

- Consider all possible samples of size 𝑛 drawn from this population and
from each sample determine the proportion of success P (probability of
occurrence of our interested event).

- We thus obtain a sampling distribution of proportions whose mean 𝜇𝑃


and standard deviation 𝜎𝑃 are given by
𝑝𝑞 𝑝(1−𝑝)
𝜇𝑃 = 𝑝 and 𝜎𝑃 = =
𝑛 𝑛

- Note that the population is binomially distributed.


Sampling Distribution of Differences and Sums:
- Suppose that we are given two populations.

- For each sample of 𝑛1 drawn from the first population , let us compute
a statistic 𝑆1 ; we get a sampling distribution for the statistic 𝑆1 ,
whose mean and standard deviation is denoted by 𝜇𝑆1 and 𝜎𝑆1
respectively.

- Similarly, for each sample of 𝑛2 drawn from the second population , let
us compute a statistic 𝑆2 ; we get a sampling distribution for the
statistic 𝑆2 , whose mean and standard deviation is denoted by 𝜇𝑆2
and 𝜎𝑆2 respectively.
Sampling Distribution of Differences and Sums:

- From all possible combinations of these samples from two populations


we can obtain a distribution of the differences 𝑆1 − 𝑆2 , which is called
the sampling distribution of differences of the statistics. The mean and
standard deviation of this sampling distribution, denoted respectively by
𝜇𝑆1−𝑆2 and 𝜎𝑆1−𝑆2 are given by
2 2
𝜇𝑆1−𝑆2 = 𝜇𝑆1 − 𝜇𝑆2 and 𝜎𝑆1−𝑆2 = 𝜎𝑆1 + 𝜎𝑆2

Provided that the samples chosen do not in any way depend on each
other (i.e. the samples are independent).
Sampling Distribution of Differences and Sums:

- If 𝑆1 and 𝑆2 are the sample means from the two populations – which
means we denote them as 𝑋1 and 𝑋2 respectively.

- Then the sampling distribution of differences of means is given for


infinite populations with mean and standard deviations (𝜇1 , 𝜎1 ) and
(𝜇2 , 𝜎2 ) respectively is
𝜇𝑋1−𝑋2 = 𝜇𝑋1 − 𝜇𝑋2 = 𝜇1 − 𝜇2 and
𝜎12 𝜎22
𝜎𝑋1−𝑋2 = 𝜎𝑋21 + 𝜎𝑋22 = +
𝑛1 𝑛2
Sampling Distribution of Differences and Sums:

- Corresponding results can also be obtained for sampling distributions of


proportions from two binomially distributed populations with
parameters (𝑝1 , 𝑞1 ) and (𝑝1 , 𝑞1 ) , respectively.
- In this case 𝑆1 and 𝑆2 corresponds to the proportion of successes , 𝑃1
and 𝑃2 respectively.
- Then the sampling distribution of differences of proportions is given as
𝜇𝑃1 −𝑃2 = 𝜇𝑃1 − 𝜇𝑃2 = 𝑝1 − 𝑝2 and
𝑝1 𝑞1 𝑝2 𝑞2
𝜎𝑃1 −𝑃2 = 𝜎𝑃11 + 𝜎𝑃22 = +
𝑛1 𝑛2

If 𝑛1 and 𝑛2 are large (𝑛1 , 𝑛2 ≥ 30) , the sampling distributions


of differences of means or proportions are very closely normally
distributed.
Sampling Distribution of Differences and Sums:

- The mean and standard deviation of the sampling distribution of sum of


statistics are given as
𝜇𝑆1+𝑆2 = 𝜇𝑆1 + 𝜇𝑆2
and

𝜎𝑆1+𝑆2 = 𝜎𝑆21 + 𝜎𝑆22


• Example:
Find the probability that in 120 tosses of a fair coin less than 40% or more
than 60% will be heads. Consider as the population is infinite.

Solution:
According to question the 120 tosses of the coin to be a sample from the
infinite population of all possible tosses of the coin.
In this population the probability of heads is 𝑝 = 0.5 therefore 𝑞 = 0.5

Now 40% of 120 = 48


And 60% of 120 = 72
According to the question we need to find the probability that the
number of heads in 120 tosses will be less than 48 or more than 72.
• Example:
Find the probability that in 120 tosses of a fair coin less than 40% or more
than 60% will be heads. Consider as the population is infinite.

Solution:
Considering the normal approximation to the binomial , and the number of
heads is a discrete variable, we need to calculate the probability that the
number of heads is less than 47.5 or greater than 72.5.
Therefore, expected number of head 𝜇 = 𝑛𝑝 = 120 0.5 = 60
and standard deviation 𝜎 = 𝑛𝑝𝑞 = 120 0.5 0.5 = 5.48
• Example:
Find the probability that in 120 tosses of a fair coin less than 40% or more
than 60% will be heads. Consider as the population is infinite.

Solution:

Therefore,

47.5 − 60
𝑍1 = = −2.28
5.48

72.5 − 60
𝑍2 = = 2.28
5.48

-2.28 𝜇 = 0 2.28
The required probability = (Area to the left of -2.28 + Area to the right of 2.28)

= (0.5 −0.4887)+(0.5 −0.4887)


= 0.0226 (Ans.)

0.4887

-2.28 𝜇 = 0 2.28

You might also like