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Statistics: Sample

1) Statistics can be calculated from a sample to make inferences about the population. Key sample statistics include the mean, median, mode, range, variance, and standard deviation. 2) The central limit theorem states that the distribution of the sample mean will approximate a normal distribution as the sample size increases, even if the population is not normally distributed. 3) Hypothesis tests can be used to compare sample statistics to theoretical population values or compare two sample means to test if they are different. The distributions of these sample statistics are used to determine if any differences are statistically significant.

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Dorian Grey
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© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
24 views

Statistics: Sample

1) Statistics can be calculated from a sample to make inferences about the population. Key sample statistics include the mean, median, mode, range, variance, and standard deviation. 2) The central limit theorem states that the distribution of the sample mean will approximate a normal distribution as the sample size increases, even if the population is not normally distributed. 3) Hypothesis tests can be used to compare sample statistics to theoretical population values or compare two sample means to test if they are different. The distributions of these sample statistics are used to determine if any differences are statistically significant.

Uploaded by

Dorian Grey
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Statistics

Sample

Population: Sample: independent identically distributed (iid)

••
••••• Examples:
•• • production
•••• ••
•••• • marketing research
•••••

Sample function: a function of the observed values in


the sample used for making general
conclusion about the entire population.
1 lecture 6
Sample
Mean, mode & median
Sample mean / average: Example: Grade sample:
1 n
X = ∑Xi
4, 12, 7, 2, 10, 7, -3, 0, 0,
n i =1 -3, 2, 7, 10
3.0
Mode: 2.5

2.0
the value(s) with highest frequency
1.5

Median: X(i) increasing sequence 1.0

0.5

0.0

 X ( n +1) 2
-3 0 2 4 7 10 12
n odd x = 55 / 13 = 4.23
~  Mean :
X =  X n 2 + X n 2+1 Mode : m=7
 n even
Median : ~
x =4
 2
2 lecture 6
Sample
Range & variance
Range: Example cont.:
R = X(n) - X(1) Range: r = 15
1 15
Sample varinace: Variance: s =
2
∑
13 − 1 i = 1
( X i − 4. 23) 2
= 25.03
1 n
S =
2
∑
n − 1 i= 1
( X i − X ) 2
Standard div: s = 25.03 = 5.00

Sample standard deviation:


S = S2

Lower case letters: Based on observations


Notice!!
Upper case letters: Based on random variables

3 lecture 6
Sample mean
Normal distribution

Theorem:
Let X1, X2, ... Xn be independent normal distributed random
variables with same mean µ and same finite variance σ2,
that is X ~ N ( µ , σ 2 ), i = 1, 2,  , n iid.
i

It follows that  σ2 
X ~ N  µ , 
 n 
and then X −µ
~ N (0,1)
σ n

4 lecture 6
Sample mean
Distribution
The Central Limit Theorem (CLT):
Let X1, X2, ... Xn be independent identically distributed
random variables with same mean µ and same finite
variance σ2. Then the distribution of
X −µ
Z=
σ
n
will tend towards the standard normal distribution as n → ∞.

How large should n be before the approximation is good?


• Most distributions: n > 30
• Normal distribution : for all n
5 lecture 6
Sample mean
Example
Problem: Production of light bulbs
A company produces bulbs with a life time X,
which is approximately normal distributed with
mean: µ = 800 hours
standard diviation: σ = 40 hours
(a) Find the probability that a sample
consisting of 16 bulbs has a mean life time
less than 775 hours?
(b) If you observe a sample mean life time of 775 hours,
would you believe that the population mean is in fact 800
hours?
6 lecture 6
Two sample means
Comparison
Theorem:
Assume two independent samples are taken from two
populations with means µ1 and µ2, respectively, and finite
2 2
variances σ1 and σ2 , respectively.
Then for the difference between the two sample means
X 1 − X 2 , we have  σ 12 σ 22 
X 1 − X 2 ~ N  µ1 − µ 2 , + 
 n1 n2 
and hence (X 1 − X 2 ) − (µ1 − µ 2 )
~ N (0, 1)
σ1 σ 2
2 2
+
n1 n2
7 lecture 6
Sample variance
Distribution

Theorem:
Lad X1, X2, ... Xn be independent normal distributed
random variables with mean µ and variance σ2.
Then (n − 1) S 2 1 n

σ2
=
σ2
∑ i
( X
i= 1
− X ) 2
~ χ 2
(n − 1)

When calculating S2, it’s usually more convenient to use


1  n  n  
2

S =
2
n ∑ X i −  ∑ X i  
2

n (n − 1)  i = 1   
  i= 1  
8 lecture 6
Sample variance
Example
Problem: Car batteries
A producer of car batteries claims that the life time of
their batteries are normal distributed with

mean: µ = 3 year
standard deviation: σ = 1 year

Sample of 5 batteries: 1.9 2.4 3.0 3.5 4.2

(a) Calculate sample standard deviation.

(b) Do you believe that the standard deviation is 1 year?


9 lecture 6
Sample mean
Distribution (unknown varinace)
Typically the variance σ2 is unknown.
If we replace the unknown variance by s2 we obtain:

Theorem:
Lad X1,X2, ... Xn be independent normal distributed
random variables with mean µ and variance σ2 (unknown).

X −µ
Then ~ t (n − 1)
S
n

10 lecture 6
Sample mean
Example (unknown variance)
Problem cont.: Car batteries
Producer claims that the life time of
their batteries are normal distributed with

mean: µ = 3 years
standard deviation: unknown

Sample of 5 batteries: 1.9 2.4 3.0 3.5 4.2

Do you believe that mean life time is 3 years?

11 lecture 6
Two sample variances
Comparison
Theorem:
If two independent samples are taken from two normal
populations with variances σ1 and σ2 , respectively, then
2 2
2
S1
σ 12
2
~ F (n 1 − 1, n 2 − 1)
S2
σ 22

1 1
Notice!! f 1 − α (n 1 , n 2 ) = Eg. f 0.95 (6, 10) =
f α (n 2 , n 1 ) f 0.05 (10, 6)

12 lecture 6

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