Lesson 6

Sampling Distributions

Copyright © 2015, 2012, 2009 Pearson Education, Inc. Chapter 07, Slide 1
 Learning Objectives

In this chapter, you learn:

◼ The concept of the sampling distribution
◼ To compute probabilities related to the sample
mean and the sample proportion
◼ The importance of the Central Limit Theorem

Copyright © 2015, 2012, 2009 Pearson Education, Inc. Chapter 07, Slide 2
 Sampling Distributions
DCOVA
◼ A sampling distribution is a distribution of all of the
possible values of a sample statistic for a given sample
size selected from a population.

◼ For example, suppose you sample 50 students from your

college regarding their mean GPA. If you obtained many
different samples of size 50, you will compute a different
mean for each sample. We are interested in the
distribution of all potential mean GPAs we might calculate
for any sample of 50 students.

Copyright © 2015, 2012, 2009 Pearson Education, Inc. Chapter 07, Slide 3
Developing a Sampling Distribution
DCOVA

◼ Assume there is a population …

C D
◼ Population size N=4 A B
◼ Random variable, X,
is age of individuals
◼ Values of X: 18, 20,
22, 24 (years)

Copyright © 2015, 2012, 2009 Pearson Education, Inc. Chapter 07, Slide 4
Developing a Sampling Distribution
(continued)
DCOVA
Summary Measures for the Population Distribution:

μ=
 X i P(x)
N .3
18 + 20 + 22 + 24
= = 21 .2
4 .1

 (X − μ) 2 0
18 20 22 24 x
σ= i
= 2.236
N A B C D
Uniform Distribution

Copyright © 2015, 2012, 2009 Pearson Education, Inc. Chapter 07, Slide 5
Developing a Sampling Distribution
(continued)

Now consider all possible samples of size n=2 DCOVA

16 Sample
1st 2nd Observation
Obs Means
18 20 22 24
18 18,18 18,20 18,22 18,24 1st 2nd Observation
20 20,18 20,20 20,22 20,24 Obs 18 20 22 24
22 22,18 22,20 22,22 22,24 18 18 19 20 21
24 24,18 24,20 24,22 24,24 20 19 20 21 22
16 possible samples 22 20 21 22 23
(sampling with
replacement)
24 21 22 23 24

Copyright © 2015, 2012, 2009 Pearson Education, Inc. Chapter 07, Slide 6
Developing a Sampling Distribution
(continued)
DCOVA
Sampling Distribution of All Sample Means

16 Sample Means Sample Means

Distribution
1st 2nd Observation _
P(X)
Obs 18 20 22 24 .3
18 18 19 20 21
.2
20 19 20 21 22
.1
22 20 21 22 23 _
0
18 19 20 21 22 23 24 X
24 21 22 23 24
(no longer uniform)
Copyright © 2015, 2012, 2009 Pearson Education, Inc. Chapter 07, Slide 7
Developing A Sampling Distribution
(continued)
DCOVA
Summary Measures of this Sampling Distribution:

18 + 19 + 19 +  + 24
μX = = 21
16
(18 - 21) 2 + (19 - 21) 2 +  + (24 - 21) 2
σX = = 1.58
16

Note: Here we divide by 16 because there are 16

different samples of size 2.

Copyright © 2015, 2012, 2009 Pearson Education, Inc. Chapter 07, Slide 8
 Comparing the Population Distribution
to the Sample Means Distribution
DCOVA
Population Sample Means Distribution
N=4 n=2
μ = 21 σ = 2.236 μX = 21 σ X = 1.58
_
P(X) P(X)
.3 .3
.2 .2

.1 .1

0 X 0
18 19 20 21 22 23 24
_
18 20 22 24 X
A B C D
Copyright © 2015, 2012, 2009 Pearson Education, Inc. Chapter 07, Slide 9
 Sample Mean Sampling Distribution:
Standard Error of the Mean
DCOVA
◼ Different samples of the same size from the same
population will yield different sample means
◼ A measure of the variability in the mean from sample to
sample is given by the Standard Error of the Mean:
(This assumes that sampling is with replacement or
sampling is without replacement from an infinite population)

σ
σX =
n
◼ Note that the standard error of the mean decreases as
the sample size increases
Copyright © 2015, 2012, 2009 Pearson Education, Inc. Chapter 07, Slide 10
 Sample Mean Sampling Distribution:
If the Population is Normal
DCOVA

◼ If a population is normal with mean μ and

standard deviation σ, the sampling distribution
of X is also normally distributed with

σ
μX = μ and σX =
n

Copyright © 2015, 2012, 2009 Pearson Education, Inc. Chapter 07, Slide 11
Z-value for Sampling Distribution
of the Mean
DCOVA
◼ Z-value for the sampling distribution of X :

( X − μX ) ( X − μ)
Z= =
σX σ
n
where: X = sample mean
μ = population mean
σ = population standard deviation
n = sample size

Copyright © 2015, 2012, 2009 Pearson Education, Inc. Chapter 07, Slide 12
 Sampling Distribution Properties
DCOVA

Normal Population
μx = μ Distribution

μ x
(i.e. x is unbiased ) Normal Sampling
Distribution
(has the same mean)

μx
x
Copyright © 2015, 2012, 2009 Pearson Education, Inc. Chapter 07, Slide 13
Sampling Distribution Properties
(continued)
DCOVA

As n increases, Larger
σx decreases sample size

Smaller
sample size

μ x
Copyright © 2015, 2012, 2009 Pearson Education, Inc. Chapter 07, Slide 14
 Determining An Interval Including A
Fixed Proportion of the Sample Means
DCOVA
Find a symmetrically distributed interval around µ
that will include 95% of the sample means when µ
= 368, σ = 15, and n = 25.
◼ Since the interval contains 95% of the sample means
5% of the sample means will be outside the interval
◼ Since the interval is symmetric 2.5% will be above
the upper limit and 2.5% will be below the lower limit.
◼ From the standardized normal table, the Z score with
2.5% (0.0250) below it is -1.96 and the Z score with
2.5% (0.0250) above it is 1.96.

Copyright © 2015, 2012, 2009 Pearson Education, Inc. Chapter 07, Slide 15
 Determining An Interval Including A
Fixed Proportion of the Sample Means
(continued)

DCOVA
◼ Calculating the lower limit of the interval
σ 15
XL = μ + Z = 368 + (−1.96) = 362.12
n 25
◼ Calculating the upper limit of the interval
σ 15
XU = μ + Z = 368 + (1.96) = 373.88
n 25
◼ 95% of all sample means of sample size 25 are
between 362.12 and 373.88

Copyright © 2015, 2012, 2009 Pearson Education, Inc. Chapter 07, Slide 16
 Sample Mean Sampling Distribution:
If the Population is not Normal
DCOVA
◼ We can apply the Central Limit Theorem:
◼ Even if the population is not normal,
◼ …sample means from the population will be
approximately normal as long as the sample size is
large enough.

Properties of the sampling distribution:

σ
μx = μ and σx =
n
Copyright © 2015, 2012, 2009 Pearson Education, Inc. Chapter 07, Slide 17
 Central Limit Theorem
DCOVA

the sampling
As the n↑ distribution of
sample the sample
size gets mean becomes
large almost normal
enough… regardless of
shape of
population

x
Copyright © 2015, 2012, 2009 Pearson Education, Inc. Chapter 07, Slide 18
 Sample Mean Sampling Distribution:
If the Population is not Normal
(continued)

Population Distribution DCOVA

Sampling distribution
properties:
Central Tendency

μx = μ
μ x
Sampling Distribution
Variation
σ
σx =
(becomes normal as n increases)
Larger
n Smaller
sample size
sample
size

μx x
Copyright © 2015, 2012, 2009 Pearson Education, Inc. Chapter 07, Slide 19
 How Large is Large Enough?
DCOVA

◼ For most distributions, n > 30 will give a

sampling distribution that is nearly normal
◼ For fairly symmetric distributions, n > 15
◼ For a normal population distribution, the
sampling distribution of the mean is always
normally distributed

Copyright © 2015, 2012, 2009 Pearson Education, Inc. Chapter 07, Slide 20
 Example
DCOVA

◼ Suppose a population has mean μ = 8 and

standard deviation σ = 3. Suppose a random
sample of size n = 36 is selected.

◼ What is the probability that the sample mean is

between 7.8 and 8.2?

Copyright © 2015, 2012, 2009 Pearson Education, Inc. Chapter 07, Slide 21
 Example (continued)
DCOVA
Solution:
◼ Even if the population is not normally
distributed, the central limit theorem can be
used (n > 30)
◼ … so the sampling distribution of x is
approximately normal
◼ … with mean μx = 8
σ 3
◼ …and standard deviation σ x = n = 36 = 0.5
Copyright © 2015, 2012, 2009 Pearson Education, Inc. Chapter 07, Slide 22
 Example
(continued)
Solution (continued): DCOVA
 
 7.8 - 8 X -μ 8.2 - 8 
P(7.8  X  8.2) = P   
 3 σ 3 
 36 n 36 
= P(-0.4  Z  0.4) = 0.6554 - 0.3446 = 0.3108

Population Sampling Standard Normal

Distribution Distribution Distribution
???
? ??
? ? Sample Standardize
? ? ?
?
-0.4 0.4
μ=8 X 7.8
μX = 8
8.2
x μz = 0 Z

Copyright © 2015, 2012, 2009 Pearson Education, Inc. Chapter 07, Slide 23
 Population Proportions
DCOVA
π = the proportion of the population having
some characteristic
◼ Sample proportion (p) provides an estimate
of π:
X number of items in the sample having the characteri stic of interest
p= =
n sample size
◼ 0≤ p≤1
◼ p is approximately distributed as a normal distribution
when n is large
(assuming sampling with replacement from a finite population or
without replacement from an infinite population)
Copyright © 2015, 2012, 2009 Pearson Education, Inc. Chapter 07, Slide 24
 Sampling Distribution of p
DCOVA
◼ Approximated by a
normal distribution if: Sampling Distribution
P( ps)
.3
◼
.2
n  5 .1
0
and 0 .2 .4 .6 8 1 p
n(1 −  )  5
where
π(1− π )
μp = π and σp =
n
(where π = population proportion)
Copyright © 2015, 2012, 2009 Pearson Education, Inc. Chapter 07, Slide 25
Z-Value for Proportions
DCOVA
Standardize p to a Z value with the formula:

p − p −
Z= =
σp  (1−  )
n

Copyright © 2015, 2012, 2009 Pearson Education, Inc. Chapter 07, Slide 26
 Example
DCOVA

◼ If the true proportion of voters who support

Proposition A is π = 0.4, what is the probability
that a sample of size 200 yields a sample
proportion between 0.40 and 0.45?

◼ i.e.: if π = 0.4 and n = 200, what is

P(0.40 ≤ p ≤ 0.45) ?

Copyright © 2015, 2012, 2009 Pearson Education, Inc. Chapter 07, Slide 27
 Example
(continued)

◼ if π = 0.4 and n = 200, what is DCOVA

P(0.40 ≤ p ≤ 0.45) ?

 (1−  ) 0.4(1− 0.4)

Find σ p : σ p = = = 0.03464
n 200

Convert to  0.40 − 0.40 0.45 − 0.40 

P(0.40  p  0.45) = P Z 
standardized  0.03464 0.03464 
normal:
= P(0  Z  1.44)

Copyright © 2015, 2012, 2009 Pearson Education, Inc. Chapter 07, Slide 28
 Example
(continued)

◼ if π = 0.4 and n = 200, what is DCOVA

P(0.40 ≤ p ≤ 0.45) ?
Utilize the cumulative normal table:
P(0 ≤ Z ≤ 1.44) = 0.9251 – 0.5000 = 0.4251
Standardized
Sampling Distribution Normal Distribution

0.4251

Standardize

0.40 0.45 0 1.44

p Z
Copyright © 2015, 2012, 2009 Pearson Education, Inc. Chapter 07, Slide 29
 Chapter Summary

In this chapter we discussed

◼ Sampling distributions
◼ The sampling distribution of the mean
◼ For normal populations
◼ Using the Central Limit Theorem

◼ The sampling distribution of a proportion

◼ Calculating probabilities using sampling distributions

Copyright © 2015, 2012, 2009 Pearson Education, Inc. Chapter 07, Slide 30
Chapter 7
On-Line Topic:
Sampling from Finite
Populations

Copyright © 2015, 2012, 2009 Pearson Education, Inc. Chapter 07, Slide 31
 Learning Objectives

In this topic, you learn:

◼ To know when finite population corrections are
needed
◼ To know how to utilize finite population
correction factors in calculating standard errors

Copyright © 2015, 2012, 2009 Pearson Education, Inc. Chapter 07, Slide 32
 Finite Population Correction
Factors
DCOVA

◼ Used to calculate the standard error of both the

sample mean and the sample proportion

◼ Needed when the sample size, n, is more than

5% of the population size N (i.e. n / N > 0.05)

◼ The Finite Population Correction Factor Is:

N −n
fpc =
N −1
Copyright © 2015, 2012, 2009 Pearson Education, Inc. Chapter 07, Slide 33
 Using The fpc In Calculating
Standard Errors
DCOVA
Standard Error of the Mean for Finite Populations

 N −n
X =
n N −1

Standard Error of the Proportion for Finite Populations

 (1 −  ) N − n
p =
n N −1

Copyright © 2015, 2012, 2009 Pearson Education, Inc. Chapter 07, Slide 34
 Using The fpc Reduces The
Standard Error
DCOVA

◼ The fpc is always less than 1

◼ So when it is used it reduces the standard error

◼ Resulting in more precise estimates of

population parameters

Copyright © 2015, 2012, 2009 Pearson Education, Inc. Chapter 07, Slide 35
 Using fpc With The Mean -
Example
DCOVA
Suppose a random sample of size 100 is drawn from a
population of size 1,000 with a standard deviation of 40.

Here n=100, N=1,000 and 100/1,000 = 0.10 > 0.05.

So using the fpc for the standard error of the mean we get:

40 1000 − 100
X = = 3.8
100 1000 − 1

Copyright © 2015, 2012, 2009 Pearson Education, Inc. Chapter 07, Slide 36
 Topic Summary

In this topic we discussed

◼ When a finite population correction should be
used.

◼ How to utilize a finite population correction

factor in calculating the standard error of both a
sample mean and a sample proportion

Copyright © 2015, 2012, 2009 Pearson Education, Inc. Chapter 07, Slide 37