Introduction to Probability
and Statistics
Twelfth Edition
Robert J. Beaver • Barbara M. Beaver • William Mendenhall
Presentation designed and written by:
Barbara M. Beaver
Copyright ©2006 Brooks/Cole
A division of Thomson Learning, Inc.
Introduction to Probability
and Statistics
Twelfth Edition
Chapter 7
Sampling Distributions
Some graphic screen captures from Seeing Statistics ® Copyright ©2006 Brooks/Cole
Some images © 2001-(current year) www.arttoday.com A division of Thomson Learning, Inc.
Introduction
• Parameters are numerical descriptive measures for
populations.
– For the normal distribution, the location and shape
are described by m and s.
– For a binomial distribution consisting of n trials,
the location and shape are determined by p.
• Often the values of parameters that specify the exact
form of a distribution are unknown.
• You must rely on the sample to learn about these
parameters.
Copyright ©2006 Brooks/Cole
A division of Thomson Learning, Inc.
Binomial Distribution
• A binomial experiment is a statistical experiment that has the
following properties:
• The experiment consists of n repeated trials.
• Each trial can result in just two possible outcomes.
• We call one of these outcomes a success and the other, a failure. The
probability of success, denoted by P, is the same on every trial.
• The trials are independent; that is, the outcome on one trial does not
affect the outcome on other trials.
• Binomial Formula. Suppose a binomial experiment consists
of n trials and results in x successes. If the probability of success on
an individual trial is P, then the binomial probability is:
• // b(x; n, P) = nCx * Px * (1 - P)n - x
Copyright ©2006 Brooks/Cole
A division of Thomson Learning, Inc.
Sampling
Examples:
• A pollster is sure that the responses to his
“agree/disagree” question will follow a binomial
distribution, but p, the proportion of those who
“agree” in the population, is unknown.
• An agronomist believes that the yield per acre of a
variety of wheat is approximately normally
distributed, but the mean m and the standard
deviation s of the yields are unknown.
If you want the sample to provide reliable
information about the population, you must select
your sample in a certain way!
Copyright ©2006 Brooks/Cole
A division of Thomson Learning, Inc.
Simple Random Sampling
• The sampling plan or experimental
design determines the amount of
information you can extract, and often
allows you to measure the reliability of
your inference.
• Simple random sampling is a method
of sampling that allows each possible
sample of size n an equal probability of
being selected.
Copyright ©2006 Brooks/Cole
A division of Thomson Learning, Inc.
Example
•There are 89 students in a statistics
class. The instructor wants to
choose 5 students to form a project
group. How should he proceed?
1. Give each student a number from 01
to 89.
2. Choose 5 pairs of random digits
from the random number table.
3. If a number between 90 and 00 is
chosen, choose another number.
4. The five students with those
numbers form the group. Copyright ©2006 Brooks/Cole
A division of Thomson Learning, Inc.
Types of Samples
• Sampling can occur in two types of practical
situations:
1. Observational studies: The data existed before you
decided to study it. Watch out for
Nonresponse: Are the responses biased because
only opinionated people responded?
Undercoverage: Are certain segments of the
population systematically excluded?
Wording bias: The question may be too
complicated or poorly worded.
Copyright ©2006 Brooks/Cole
A division of Thomson Learning, Inc.
Types of Samples
• Sampling can occur in two types of practical
situations:
2. Experimentation: The data are generated by imposing an
experimental condition or treatment on the experimental units.
Hypothetical populations can make random sampling
difficult if not impossible. (We have no way of actual
getting a count of the exact number of living persons on this
planet at any given time)
Samples must sometimes be chosen so that the experimenter
believes they are representative of the whole population.
Samples must behave like random samples!
Copyright ©2006 Brooks/Cole
A division of Thomson Learning, Inc.
Other Sampling Plans
• There are several other sampling plans that
still involve randomization:
1. Stratified random sample: Divide the population
into subpopulations or strata and select a simple
random sample from each strata.
2. Cluster sample: Divide the population into
subgroups called clusters; select a simple random
sample of clusters and take a census of every element
in the cluster.
3. 1-in-k systematic sample: Randomly select one of
the first k elements in an ordered population, and then
select every k-th element thereafter.
Copyright ©2006 Brooks/Cole
A division of Thomson Learning, Inc.
Examples
• Divide California into counties and Stratified
take a simple random sample within each county.
• Divide California into counties and take a
simple random sample of 10 counties. Cluster
• Divide a city into city blocks, choose a simple
random sample of 10 city blocks, and interview
all who live there. Cluster
• Choose an entry at random from the phone
book, and select every 50th number thereafter.
1-in-50 Systematic
Copyright ©2006 Brooks/Cole
A division of Thomson Learning, Inc.
Non-Random Sampling Plans
• There are several other sampling plans that
do not involve randomization. They should
NOT be used for statistical inference!
1. Convenience sample: A sample that can be taken easily
without random selection.
• People walking by on the street
2. Judgment sample: The sampler decides who will and won’t
be included in the sample.
3. Quota sample: The makeup of the sample must reflect the
makeup of the population on some selected characteristic.
• Race, ethnic origin, gender, etc. Copyright ©2006 Brooks/Cole
A division of Thomson Learning, Inc.
Quiz
•Discussany three non random sampling plans
/ methods.
Copyright ©2006 Brooks/Cole
A division of Thomson Learning, Inc.
Sampling Distributions
•Numerical descriptive measures calculated
from the sample are called statistics.
•Statistics vary from sample to sample and
hence are random variables.
•The probability distributions for statistics are
called sampling distributions.
•In repeated sampling, they tell us what values
of the statistics can occur and how often each
value occurs.
Copyright ©2006 Brooks/Cole
A division of Thomson Learning, Inc.
Sampling Distributions
Definition: The sampling distribution of a
statistic is the probability distribution for the
possible values of the statistic that results when
random samples of size n are repeatedly drawn
from the population.
x
Each value of
Population: 3, 5, 2, 1 Possible samples
x-bar is
3, 5, 2 10 / 3 3.33
Draw samples of size n = 3 equally
3, 5, 1 9/3 3
without replacement likely, with
3, 2, 1 6/3 2 probability
5, 2, 1 8 / 3 2.67
p(x) 1/4
1/4
x
2 3
Copyright ©2006 Brooks/Cole
A division of Thomson Learning, Inc.
Sampling Distributions
Sampling distributions for statistics can be
Approximated with simulation techniques
Derived using mathematical theorems
The Central Limit Theorem is one such
theorem.
Central Limit Theorem: If random samples of n
observations are drawn from a nonnormal population with
finite m and standard deviation s , then, when n is large, the
sampling distribution of the sample mean x is approximately
normally distributed, with mean m and standard deviation
s / n . The approximation becomes more accurate as n
becomes large.
Copyright ©2006 Brooks/Cole
A division of Thomson Learning, Inc.
Example MY APPLET
Toss a fair die n = 1 time. The distribution of x the
number on the upper face is flat or uniform.
m xp( x)
1 1 1
1( ) 2( ) ... 6( ) 3.5
6 6 6
s ( x m ) 2 p( x) 1.71
Copyright ©2006 Brooks/Cole
A division of Thomson Learning, Inc.
Example MY APPLET
Toss a fair die n = 2 times. The distribution of x the
average number on the two upper faces is mound-
shaped.
Mean : m 3.5
Std Dev :
s/ 2 1.71 / 2 1.21
Copyright ©2006 Brooks/Cole
A division of Thomson Learning, Inc.
Example MY APPLET
Toss a fair coin n = 3 times. The distribution of x
the average number on the three upper faces is
approximately normal.
Mean : m 3.5
Std Dev :
s/ 3 1.71 / 3 .987
Copyright ©2006 Brooks/Cole
A division of Thomson Learning, Inc.
Why is this Important?
The Central Limit Theorem also implies that the
sum of n measurements is approximately normal with
mean nm and standard deviation s n .
Many statistics that are used for statistical inference
are sums or averages of sample measurements.
When n is large, these statistics will have
approximately normal distributions.
This will allow us to describe their behavior and
evaluate the reliability of our inferences.
Copyright ©2006 Brooks/Cole
A division of Thomson Learning, Inc.
How Large is Large?
If the sample is normal, then the sampling
distribution of x will also be normal, no matter
what the sample size.
When the sample population is approximately
symmetric, the distribution becomes approximately
normal for relatively small values of n.
When the sample population is skewed, the sample
size must be at least 30 for the sampling
distribution of x becomes approximately normal.
Copyright ©2006 Brooks/Cole
A division of Thomson Learning, Inc.
The Sampling Distribution of
the Sample Mean
A random sample of size n is selected from a
population with mean m and standard deviation s.
The sampling distribution of the sample mean x will
have mean m and standard deviation s / n .
If the original population is normal, the sampling
distribution will be normal for any sample size.
If the original population is nonnormal, the sampling
distribution will be normal when n is large.
The standard deviation of x-bar is sometimes called the
STANDARD ERROR (SE).
Copyright ©2006 Brooks/Cole
A division of Thomson Learning, Inc.
Finding Probabilities for
the Sample Mean
If the sampling distribution of x is normal or
approximately normal, standardize or rescale the
interval of interest in terms of
xm
z
s/ n
Find the appropriate area using Table 3.
Example: A random 12 10
sample of size n = 16 P ( x 12) P ( z )
from a normal 8 / 16
distribution with m = 10 P ( z 1) 1 .8413 .1587
and s = 8.
Copyright ©2006 Brooks/Cole
A division of Thomson Learning, Inc.
MY APPLET
Example
A soda filling machine is supposed to fill cans of
soda with 12 fluid ounces. Suppose that the fills are
actually normally distributed with a mean of 12.1 oz
and a standard deviation of .2 oz. What is the
probability that the average fill for a 6-pack of soda is
less than 12 oz?
P (x 12)
x m 12 12.1
P( )
s / n .2 / 6
P( z 1.22) .1112
Copyright ©2006 Brooks/Cole
A division of Thomson Learning, Inc.
Statistical Process Control
The cause of a change in the variable is said to be
assignable if it can be found and corrected.
Othervariation that is not controlled is regarded as
random variation.
If the variation in a process variable is solely random,
the process is said to be in control.
If out of control, we must reduce the variation and get
the measurements of the process variable within
specified limits.
Copyright ©2006 Brooks/Cole
A division of Thomson Learning, Inc.
The x Chart for
Process Means
At various times during production, we take a sample
of size n and calculate the sample mean x .
According to the CLT, the sampling distribution of x
should be approximately normal; almost all of the
values of x should fall into the interval
s
m 3
n
Ifa value of x falls outside of this interval, the
process may be out of control.
Copyright ©2006 Brooks/Cole
A division of Thomson Learning, Inc.
Key Concepts
I. Sampling Plans and Experimental Designs
1. Simple random sampling
a. Each possible sample is equally likely to occur.
b. Use a computer or a table of random numbers.
c. Problems are nonresponse, undercoverage, and
wording bias.
2. Other sampling plans involving randomization
a. Stratified random sampling
b. Cluster sampling
c. Systematic 1-in-k sampling
Copyright ©2006 Brooks/Cole
A division of Thomson Learning, Inc.
Key Concepts
3. Nonrandom sampling
a. Convenience sampling
b. Judgment sampling
c. Quota sampling
II.Statistics and Sampling Distributions
1. Sampling distributions describe the possible values of a
statistic and how often they occur in repeated sampling.
2. Sampling distributions can be derived mathematically,
approximated empirically, or found using statistical theorems.
3. The Central Limit Theorem states that sums and averages of
measurements from a nonnormal population with finite mean
m and standard deviation s have approximately normal
distributions for large samples of size n.
Copyright ©2006 Brooks/Cole
A division of Thomson Learning, Inc.
Key Concepts
III. Sampling Distribution of the Sample Mean
1. When samples of size n are drawn from a normal population
with mean m and variance s 2, the sample mean x has a
normal distribution with mean m and variance s 2/n.
2. When samples of size n are drawn from a nonnormal
population with mean m and variance s 2, the Central Limit
Theorem ensures that the sample mean x will have an
approximately normal distribution with mean m and variance
s 2 /n when n is large (n 30).
3. Probabilities involving the sample mean m can be calculated
by standardizing the value of x using z x m
s/ n
Copyright ©2006 Brooks/Cole
A division of Thomson Learning, Inc.
Key Concepts
IV. Sampling Distribution of the Sample Proportion
1. When samples of size n are drawn from a binomial
population with parameter p, the sample proportion
p̂ will have an approximately normal distribution
with mean p and variance pq /n as long as np 5
and nq 5.
2. Probabilities involving the sample proportion can
be calculated by standardizing the value p̂ using
pˆ p
z
pq
n
Copyright ©2006 Brooks/Cole
A division of Thomson Learning, Inc.
Key Concepts
V. Statistical Process Control
1. To monitor a quantitative process, use an x chart. Select k
samples of size n and calculate the overall mean x and the
standard deviation s of all nk measurements. Create upper and
lower control limits as LCL : x 3 sn UCL : x 3 sn
If a sample mean exceeds these limits, the process is out of
control.
2. To monitor a binomial process, use a p chart. Select k samples
of size n and calculate the average of the sample proportions as
pˆ i Create upper and lower control limits as
p
k p(1 p) p(1 p)
LCL : p 3 UCL : p 3
n n
If a sample proportion exceeds these limits, the process is out of
control.
Copyright ©2006 Brooks/Cole
A division of Thomson Learning, Inc.
