Chapter 6
Inferential statistics
Bekele Simegn ( MPH)
Santé Medical College
July 2023
6.1 Sampling Distributions
Sampling distribution
•distribution of all possible values of a statistic
computed from samples of same size randomly
selected from same population.
•Serves to answer probability questions about
sample statistics.
• We consider sample statistics as random variables.
Example:
• Age of individuals is a random variable.
• Similarly, mean age is a random variable.
• Conclusions about parameters based on one
value can not be drawn.
• It should be based on sample statistic
computed from adequate sample size.
• Similarly, take a sample and calculate the statistic,
e.g., mean.
• Take another sample (same size) and calculate mean.
• Repeat & repeat & repeat & ………..
• Do you expect all the sample means the same? NO
• They will vary BUT less variation.
• Put all these sample statistics together to get a
distribution of sample statistics.
Construction of sampling distributions
1. From a population of size N, randomly draw all
possible samples of size n.
2. Compute the statistic of interest for each sample.
3. Create a frequency distribution of the statistic.
Main types of sampling distributions
A. Distribution of the sample mean
B. Distribution of the sample proportion
A. Sampling distribution of sample mean
• Suppose we have a population of size N=4,
constituting the ages of four outpatients.
x, Age (years): 18, 20, 22, 24
μ
x i
N
18 20 22 24
21
4
σ
i
(x μ) 2
2.236
N
Now consider all possible samples of size
n=2
1st 2nd Observation 1st 2nd Observation
Obs 18 20 22 24 Obs 18 20 22 24
18 18,18 18,20 18,22 18,24 18 18 19 20 21
20 20,18 20,20 20,22 20,24 20 19 20 21 22
22 22,18 22,20 22,22 22,24 22 20 21 22 23
24 24,18 24,20 24,22 24,24 24 21 22 23 24
• 16 possible samples • 16 Sample Means
(with replacement)
Sample means Freq P( )
18 1 0.0625
19 2 0.1250
20 3 0.1875
21 4 0.2500
22 3 0.1875
23 2 0.1250
24 1 0.0625
Sampling distribution of all sample means
16 Sample Sample
Means Means
1st 2nd Observation Distribution
Obs 18 20 22 24 P(x)
.3
18 18 19 20 21
.2
20 19 20 21 22
.1
22 20 21 22 23
0 _
24 21 22 23 24 18 19 20 21 22 23 24 x
Summary measures of this sampling distribution :
Add the 16 sample means & divide by 16. Also calculate the
SD of the sample means.
μx
x
18 19 21 24
i
21
N 16
σx
i x
(x μ ) 2
N
(18 - 21)2 (19 - 21)2 (24 - 21)2
1.58
16
Comparing the population with its
sampling distribution
Population Sample means
N=4 distribution
μ 21 σ 2.236 μx 21n = σ2x 1.58
P(x) P(x)
.3 .3
.2 .2
.1 .1
0 0 18 19 20 21 22 23 24
_
18 20 22 24
x Mean
• We note that the mean of the sampling
distribution of has the same value as the
mean of the original population.
• However, the variance is ≠ the original
population variance; but is equal to the
population variance divided by the sample size
used to obtain sampling distribution .
• The square root of the sampling distribution variance is called
standard error of the mean or, simply, standard error.
σ
σx
n
• OR, the standard deviation of any sample statistic is called its
standard error.
• SE is determined by both the sample size and the degree of
variability among the individual observations
• SD quantifies the amount of variability among individuals in a
population, while
• SE quantifies the variability among means of repeated
samples drawn from that population.
• The SE is always smaller than the SD (except when n = 1)
Sampling Error
• Sample statistics are used to estimate
population parameters
ex: X is an estimate of the population mean, μ
• Problems:
– Different samples provide different estimates of the
population parameter
– Sample results have potential variability, thus sampling error
exits
Calculating sampling error
• Sampling error:
The difference between a value (a statistic) computed from
a sample and the corresponding value (a parameter)
computed from a population.
Example: (for the mean)
Sampling Error x - μ
where: x sample mean
μ population mean
Example
If the population mean is μ = 98.6 degrees and a
sample of n = 5 temperatures yields a sample mean of
x
= 99.2 degrees, thenxthe sampling error is:
x
Sample mean- μ = 99.2 – 98.6 = 0.6 degrees
Note:
• The sampling error may be positive or
negative (x may be greater than or
less than μ)
• The expected sampling error decreases
as the sample size increases
Properties of sampling
distribution of mean
A. Sampling from normally distributed
populations
a. If a population is normal with mean μ and
standard deviation σ, the sampling distribution
of x is also normally distributed with
μ x μ and σ x σ
n
b. The mean, μ, of the distribution of sample
mean is equal to the mean of the
population from which the samples were
drawn
c. The variance of the distribution of sample
mean is equal to the variance of the
population divided by the sample size
B. Sampling from non-normally distributed
populations
• When the sampling is done from a non-
normally distributed population, the central
limit theorem is used.
• The larger the sample size, the better will be
the normal approximation to the sampling
distribution of the mean.
• 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
– …and the sampling distribution will have
σ
μ x μ and
σx
n
the sampling
As the n↑
distribution
sample
becomes
size gets
almost normal
large
regardless of
enough…
shape of
population
x
If the population is not normal
Population Distribution
Sampling distribution
properties:
Central Tendency
μ x μ
μ x
Variation Sampling Distribution
σ (becomes normal as n increases)
σx Larger
n Smaller
sample size
sample
size
μx x
Thank you
