Lecture VI

Probability and Samples:

The Distribution of Sample
Means
 Overview
• To establish the set of rules that relate
samples to populations.
• These rules are based on probabilities.
• We will look at samples of more than one
score.
• Focus will shift to probability questions
involving sample means.
 Sampling Error
• Samples are generally not identical to the
populations from which they are drawn.
• For example, the sample mean may differ
from the population mean
• This is called error or sampling error.
• Sampling error is the discrepancy, or the
amount of error, between a sample statistic
and its corresponding population parameter.
 Distribution of Sample Means
• Two separate samples probably will be
different even though they are taken from the
same population.
• It is possible to obtain thousand of different
samples from one population.
• But the huge set of possible samples forms a
relatively simple, orderly and predictable
pattern: the distribution of sample means.
 Definition
• The distribution of sample means is the
collection of sample means from all possible
random samples of a particular size (n) that can
be obtained from a population.
• A sampling distribution is a distribution of
statistics obtained by selecting all the possible
samples of a specific size from a population.
• Often referred to as the sampling distribution of
.
Frequency Distribution of a Population of
Four Scores: 2,4,6, 8
 Example
Consider a population of only 4 scores: 2,4,6, 8
and all possible samples of n = 2
 Example Cont.
• The sample means tend to pile up around the
population mean.
• In this example the population mean is µ = 5
• The sample means are clustered around the
value of 5.
• This should not be a surprised as samples are
suppose to be representative of the
population.
The distribution of sample means of n = 2 is
approximately normal in shape
 Central Limit Theorem
For any population with a mean µ and a
standard deviation σ, the distribution of
sample means for sample size n will approach
a normal distribution with a mean of µ and a
standard deviation of σ/√n as n approaches
infinity.
 The Shape of the Distribution
• The distribution of the sample means tends to
be normal. In fact, it will be almost perfectly
normal if either of the two following
conditions are satisfied
• The population from which the samples are
selected is a normal distribution,or,
• The number of scores (n) in each sample is
relatively large, around 30 or more.
 Expected Value of 
• The sample means are expected to be close to
the population mean and they tend to pile up
around µ.
• The mean of the distribution of the sample
means always will be identical to the
population mean.
• Called the expected value of .
• Denoted by:µ
Typical Distribution of Sample Means
 Standard Error of 
• We have considered the shape and central
tendency of the distribution of sample means.
• Now we need a measure of variability.
• We call this variability the standard error of
.
• The standard deviation of the distribution of
sample means is called the standard error of
.
• Denoted by: σ
 σ Determined by Two Characteristics
1. The variability of the population from which
the sample is selected.
If σ is large then σ will be large. If σ is small
then σ will be small.
2. The size of the sample.
The larger the sample is, the more accurately
the sample represents the its population.
Sample Size and Standard Error
 Law of Large Numbers
• The law of large numbers states that the larger
the sample size (n), the more probable it is
that the sample mean will be close to the
population mean.
• Standard error = σ = σ/√n
• When the σ is small, the standard error will
be small. Also, if the sample size (n) is
increased, the standard error will get smaller.
 Two Important Formulas for Finding Values
the Distribution of Sample Means

To calculate a z-score for a sample mean:

z=  - µ
σ
To calculate the standard error for the sample mean:

σ = σ/√n
 Probability and the Distribution of Sample
Means
• Whenever you have a probability question
about a sample mean, you must use the
distribution of sample means.

• When answering probability questions, it is

always helpful to sketch the a distribution and
shade in the portion you are trying to find.
 Problem
The population of scores on a national student
scholastic test forms a normal distribution
with µ = 500 and σ = 100. If you take a
random sample of n = 25 students, what is the
probability that the sample mean will be
greater than  = 540?
 Steps
• First step is to calculate the standard error:
σ = σ/√n
σ = 100/√25
σ = 100/5 = 20
Next, calculate the z-score:
z=  - µ = 540 – 500 = +2.00
σ 20
Sketch the Distribution Curve
 Final Step
• Look up in the unit normal table the z-score of
+2.00.
• The table indicates that 0.0228 of the
distribution is located in the tail of the
distribution beyond +2.00.
• Thus we know that it is very unlikely p= 0.0228
(2.28%) to obtain a random sample of n = 25
students with an average score of 540.
 Difference Between the Standard Deviation
and the Standard Error
• The standard deviation measures the standard
distance between a score and the population
mean, X -µ.

• Standard error measures the standard

distance between a sample mean and the
population mean,  - µ.
Typical Research Situation
Bar Graph Showing Means and Standard
Errors
Line Graph Showing Means and Standard
Errors
Summary