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SamplingDistributions Lecture

The document discusses sampling distributions and the central limit theorem. It notes that the sample mean X̅ is a random variable that follows a normal distribution centered around the population mean μ for large sample sizes. According to the central limit theorem, the sampling distribution of X̅ will be approximately normal even if the population is not normally distributed, allowing probabilities to be calculated about X̅. An example calculates probabilities about the expected life of hybrid car motors based on this sampling distribution of X̅.

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Jeanpierre Akl
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© © All Rights Reserved
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Download as PPTX, PDF, TXT or read online on Scribd
67 views

SamplingDistributions Lecture

The document discusses sampling distributions and the central limit theorem. It notes that the sample mean X̅ is a random variable that follows a normal distribution centered around the population mean μ for large sample sizes. According to the central limit theorem, the sampling distribution of X̅ will be approximately normal even if the population is not normally distributed, allowing probabilities to be calculated about X̅. An example calculates probabilities about the expected life of hybrid car motors based on this sampling distribution of X̅.

Uploaded by

Jeanpierre Akl
Copyright
© © All Rights Reserved
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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Sampling Distributions

Sampling Distribution of X̅
 The sample mean, X̅, is a random variable.

 There are a lot of different values of X̅

 Every sample we collect has a different X̅

 There is only one population mean, µ.

Sampling Distributions 2
Sampling Distribution of X̅
 If each of you in the class collected your own data you
would each get a different X̅

 Approx 95% of your X̅’s would be close to µ, within ±2 s.d.

 This is because X̅ is a normally distributed random variable


– for large samples

 X̅ follows a normal distribution centered about µ

 This is known as the Central Limit Theorem

Sampling Distributions 3
Central Limit Theorem

 Even if a population distribution is


nonnormal, the sampling distribution of X̅
may be considered to be approximately
normal for large samples.
◦ What’s large? At least 30;

Sampling Distributions 4
Central Limit Theorem (cont’d)
This “hypothetical” sampling distribution of the
mean, as n gets large, has the following
properties:
 E(X̅) = μ. It has a mean equal to the

population mean.
 It has a standard deviation (called the

standard error of the mean, ) equal to the


population standard deviation divided by √n.
 It is normally distributed.

Sampling Distributions 5
Central Limit Theorem (cont’d)
This means that, for large samples, the
sampling distribution of the mean (X̅) can be
approximated by a normal distribution with
 

Sampling Distributions 6
The Sampling Distribution of X̅
 By the Central Limit Theorem, X̅ follows a
normal distribution (for large n):

Sampling Distributions 7
The Sampling Distribution of X̅
 Since this is a normal distribution, we can
standardize it (transform to Z) just like any
other normal distribution.
X  E( X ) X 
Z = Z
X / n

 If n is large, say 30 or more, use s as an


unbiased estimate of σ.

Sampling Distributions 8
Example- Hybrid Motors
 In a large automobile manufacturing company, the
life of hybrid motors is normally distributed with a
mean of 100,000 miles and a standard deviation of
10,000 miles.

 (a) What is the probability that a randomly selected


hybrid motor has a life between 90,000 miles and
110,000 miles per year?

 (b) If a random sample of 100 motors is selected,


what is the probability that the sample mean will be
below 98,000 miles per year?

Sampling Distributions 9
Example- Hybrid Motors
 SOLUTION (Of course, DRAW A PICTURE!)

 (a) Convert to Z using the formula:

Z = (Xi − μ) / σ

Z= = −1
 
Z= = +1

 Thus, we have to find how much area lies between −1 and


+1 of the Z-distribution
Answer = .6826

Sampling Distributions 10
Example- Hybrid Motors
 (b) SOLUTION (Of course, DRAW A PICTURE!)

 (b) Here we are looking at the sampling distribution of the mean. Sample
means follow a different distribution and to convert to Z, we use the
following formula.
 
 

= −2
 

 Ans: The probability the sample mean will be below 98,000/year is .5 − .


4772 = .0228.

Sampling Distributions 11
Other Sampling Distributions
 We have been looking at the relationship
between X̅ and µ.
 Of course, statisticians will often be

interested in estimating other parameters


such as the population proportion (p), the
population standard deviation (σ), etc.
 In each case we use a statistic from a sample

to estimate the parameter. Each of these


statistics has its own sampling distribution.

Sampling Distributions 12
Implications
 The relationship between X̅ and µ is the foundation of
statistical inference

 Statistical inference includes estimation (of µ) and testing


hypotheses (about µ)

 Since there are so many X̅’s – as many as there are


possible samples - we use the X̅ value we happened to get
as a tool to make inferences about the only true mean, µ.

 Without actually conducting a census we can never know µ


with 100% certainty

Sampling Distributions 13

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