CHAPTER 5

Sampling Distributions
 Sampling Distributions
DEFINITION
• The distribution of all possible values that can be assumed by
some statistic, computed from samples of the same size randomly
drawn from the same population, is called the sampling
distribution of that statistic.
• This concept is the key to the understanding of statistical inference.
• It serves two purposes:
1. Allow us to answer probability questions about sample statistics,
2. Provide the necessary theory for making statistical inference
procedures valid.
 Construction
1. From a finite population of size N, randomly draw all
possible samples of size n.
2. Compute the statistic of interest for each sample.
3. List in one column the different distinct observed
values of the statistic, and in another column list the
corresponding frequency of occurrence of each
distinct observed value of statistic.
Problems:
- When population is large.
- When population is infinite.
 Important Characteristics
We are interested in knowing three things about
a given sampling distribution:
• The Mean
• Variance
• Functional form – how it looks when graphed.
5.3 DISTRIBUTION OF THE SAMPLE MEAN
 Solution
Let us draw all possible samples of size n = 2 from this population. These
samples, along with their means
• when sampling is with replacement, there
are 25 possible samples.
• In general, when sampling is with
replacement, the number of possible
samples is equal to Nn.
• We may construct the sampling distribution
of by listing the different values of in
one column and their frequency of
occurrence in another.
• The data of Table 5.3.2 satisfy the
requirements for a probability distribution.
• The individual probabilities are all greater
than 0, and their sum is equal to 1.
 Sampling Distribution of 𝒙ഥ
Functional Form
• Let us look at the distribution of plotted as a
histogram, along with the distribution of the
population.
• We note the radical difference in appearance
between the histogram of the population and the
histogram of the sampling distribution of x’
• Whereas the former is uniformly distributed, the
latter gradually rises to a peak and then drops off
with perfect symmetry.
• Sampling Distribution of 𝒙ഥ : mean
Sampling Distribution of mean:

• Note that the mean of the sampling distribution of

𝑥=
ҧ the mean of the original population
• Sampling Distribution of variance
 Sampling Distribution of 𝒙ഥ :
Variance
• Note that the variance of the sampling distribution is
not equal to the population variance.
• The variance of the sampling distribution is equal to
the population variance divided by the size of the
sample used to obtain the sampling distribution.

• This is called the standard error of the

mean
 Sampling from normally distributed
Populations
Properties:
1. The distribution of 𝑥ҧ will be normal.
2. mean of the distribution 𝑥ҧ equal to the mean of
the population which the samples were drawn.
x  

3. The variance of the distribution 𝑥ҧ equal to

the variance of the population divides by the
sample size.
 Sampling from Nonnormally
Distributed Populations
• An important mathematical theorem Known as
Central limit theorem.
• Given a population of any nonnormal functional form
with a mean µ and finite variance σ2, the sampling
distribution of x, computed from samples of size n
from this population, will have mean µ and variance
σ2/n and will be approximately normally distributed
when the sample size is large.
𝑥− µ
• mean = 0, and var 1 as n → ∞
σ/√𝑛
• In the case of a sample mean, we are assured of
an approximately normal distribution when:
1. Sampling is from normal distributed population.
2. Sampling is from a nonnormally distributed
population and our sample is large.
3. Sampling is from a population whose functional
form is unknown to us as long as our sample size is
large.
– A sample of size 30 is satisfactory.
– The approximation to normality becomes better as
the sample size increases.
 Sampling without Replacement
• In general, we do not sample with replacement, and in
most practical situations it is necessary to sample from a
finite population.

• The mean of the 10 sample means is:

• again the mean of the sampling distribution is equal to

the population mean.
• The variance of this sampling distribution is:
3 ≠ 8/2 = 4

• We obtain the value of the variance of the sampling

distribution that results when sampling is without
replacement.

• When sampling is without replacement from a finite

population, the sampling distribution of 𝑥will
ҧ have
mean µ and variance

• If the sample size is large, the central limit theorem

applies and the sampling distribution of 𝑥ҧ will be
approximately normally distributed.
 The Finite Population Correction
𝑁−𝑛
• The factor is called the finite population correction and can be
𝑁−1
ignored when the sample size is small in comparison with the
population size.
• When the population is much larger than the sample, the difference
between σ2/n and (σ2/n)[(N-n)/(N-1) will be negligible.
• Imagine a population of size 10,000 and a sample from this
population of size 25; the finite population correction would be
equal to: (10000 – 25) / (9999) = 0.9976
• To multiply σ2/n by .9976 is almost equivalent to multiplying it by 1.
• Most practicing statisticians do not use the finite population
correction unless the sample is more than 5 percent of the size of
the population.
• The finite population correction is usually ignored when n/N ≤ 0.05
 Summary
• To summarize the characteristics of the sampling
distribution of 𝑥ҧ under two conditions.
 Example
• Suppose it is known that in a certain large
human population cranial length is
approximately normally distributed with a
mean of 185.6 mm and a standard deviation
of 12.7 mm. What is the probability that a
random sample of size 10 from this population
will have a mean greater than 190?
Solution
12.7)2/10 = 12.7/ 10 = 4.0161

• prob = 0.1357 that a sample of size 10

will have a mean >190.
 5.4 Distribution of the difference
between two sample means

• Sampling from Normally distributed populations:

no difference between population means, then
µ1- µ2 = 0
 5.5 DISTRIBUTION OF THE SAMPLE PROPORTION

• Results from the 1999–2000 National Health and Nutrition Examination

Survey, show that 31 percent of U.S. adults ages 20–74 are obese. We
designate this population proportion as p = 0.31. If we randomly select 150
individuals from this population, what is the probability that the proportion
in the sample who are obese will be as great as .40?
• We will designate the sample proportion by the symbol 𝑝Ƹ
• The variable obesity is a dichotomous variable, since an individual can be
classified into one or the other of two mutually exclusive categories obese or
not obese.
• We are seeking the proportion in the sample possessing the characteristic of
interest.
• We could with a sufficiently large table of binomial probabilities, determine
the probability associated with the number corresponding to the proportion
of interest.
 Sampling Distribution of 𝑝:Ƹ
Construction
• The sampling distribution of a sample proportion would be
constructed experimentally in exactly the same manner as was
suggested in the case of the arithmetic mean and the
difference between two means.
• From the population, which we assume to be finite, we would
take all possible samples of a given size and for each sample
compute the sample proportion, 𝑝. ො
• We would then prepare a frequency distribution of 𝑝ො by listing
the different distinct values of 𝑝ො along with their frequencies of
occurrence.
• This frequency distribution (as well as the corresponding
relative frequency distribution) would constitute the sampling
distribution of 𝑝ො
 Sampling Distribution of 𝑝Ƹ :
Characteristics
• When the sample size is large, the distribution of
sample proportions is approximately normally
distributed by virtue of the central limit theorem.
• The mean of the distribution, µ𝑝 Ƹ that is, the
average of all the possible sample proportions, will
be equal to the true population proportion, p, and
𝑝𝑞
the variance of the distribution =
𝑛
𝑥−µ ො
𝑝−𝑝
z= =
σ 𝜎𝑝
ෝ
• How large does the sample size have to be for the use of the
normal approximation to be valid? A widely used criterion is
that both np and nq must be greater than 5
• np = (150 * 0.357) = 53.6 > 5
nq = 150*0.643) = 96.5 > 5
=> is approximately normally distributed
mean = 0.357
Var=pq/n = (0.357 * 0.643)/150 = 0.0053

𝜎𝑝ො = 0.001426 = 0.03776

𝑃(𝑝>0.40)=P(z>1.10
Ƹ ) = 1- 0.8643 = 0.1357
 Correction for Continuity
• The normal approximation may be improved by the correction
for continuity, a device that makes an adjustment for the fact
that a discrete distribution is being approximated by a
continuous distribution.
• Suppose we let x = n𝑝,Ƹ the number in the sample with the
characteristic of interest when the proportion is 𝑝.Ƹ To apply
the correction for continuity, we compute

<= 8 means <= 8.5

>= 8 means >= 7.5

• n𝑝ො = 150 * 0.4 = 60
Example:
• Blanche Mikhail studied the use of prenatal care among low-
income African-American women. She found that only 51
percent of these women had adequate prenatal care. Let us
assume that for a population of similar low-income African-
American women, 51 percent had adequate prenatal care. If
200 women from this population are drawn at random, what
is the probability that less than 45 percent will have received
adequate prenatal care?