Sampling Distribution

Dr.
Abdur Rasheed
A population is the collection of all elements of interest.
A sub set of a population is called a sample
A characteristic which is calculated from a population is called a

parameter or a constant of a population is called a parameter.
A characteristic which is calculated from a sample is called a

statistic or statistic is constant of a sample.
In real life calculating parameters of populations is prohibitive because

populations are very large.
Rather than investigating the whole population, we take a sample,
calculate a statistic related to the parameter of interest, and make an
inference.
Selecting a sample
 N is the symbol given for the size of the population or the number of
elements in the population.
 n is the symbol given for the size of the sample or the number of elements
in the sample.
 Simple random sample is a sample of size n selected in a manner that

each possible sample of size n has the same probability of being
selected.
Sampling distribution
A sampling distribution of a statistic is a probability distribution for all
possible values of the statistic computed from a sample of size n
The sampling distribution of the statistic is the tool that tells us how close
is the statistic to the parameter
Each sample contains different elements so the value of the sample statistic
differs for each sample selected. These statistics provide different estimates
of the parameter. The sampling distribution describes how these different
values are distributed.
Sampling distribution of mean
We have a population.
We take a sample of size n and compute the mean.
Keep track by placing the mean on a frequency distribution – or

graphing it in a histogram.
Then we do this again and place the new mean value on the frequency
distribution and on the histogram.
Then do this again and again until we have taken every possible
sample.
We will end up with a distribution that begins to look normally
distributed.
The distribution of these means from samples is called the sampling

distribution of sample means.
Sample 1 of size n x
Population Sample 4 of size n x
Unknown Sample 6 of size n x
Parameter: Sample 7 of size n x
 Sample 8 of size n x
.
.
.
?
Population Parameter (mean)
Sampling
inference
estimation
Sample Statistic
(mean) x
 Sample mean is our estimate of population mean

 How much would the sample mean change if we
took a different sample?
 Key to this question: Sampling Distribution of x
Mean and variance of sample mean
First, we examine the center (or mean) of the sampling distribution of the
sample mean.
Center (mean) of the sampling distribution of the sample mean is the

unknown population mean:
mean( X ) = μ Population mean

Over repeated samples, the sample mean will, on average, be equal to the
population mean
Next, we examine the spread of the sampling distribution of the sample
mean
The variance of the sampling distribution of the sample mean is
variance( X ) = 2/n Population variance
As sample size increases, variance of the sample mean decreases!

Sample Mean Sample Mean Sample Mean
1 1,1 1 13 3,1 2 25 5,1 3
2 1,2 1.5 14 3,2 2.5 26 5,2 3.5
3 1,3 2 15 3,3 3 27 5,3 4
4 1,4 2.5 16 3,4 3.5 28 5,4 4.5
5 1,5 3 17 3,5 4 29 5,5 5
6 1,6 3.5 18 3,6 4.5 30 5,6 5.5
7 2,1 1.5 19 4,1 2.5 31 6,1 3.5
8 2,2 2 20 4,2 3 32 6,2 4
9 2,3 2.5 21 4,3 3.5 33 6,3 4.5
10 2,4 3 22 4,4 4 34 6,4 5
11 2,5 3.5 23 4,5 4.5 35 6,5 5.5
12 2,6 4 24 4,6 5 36 6,6 6
Sample Mean Sample Mean Sample Mean
1 1,1 1 13 3,1 2 25 5,1 3
2 1,2 1.5 14 3,2 2.5 26 5,2 3.5
x
3 1,3 2 15 3,3 3 27 5,3 4
4 1,4 2.5 16 3,4 3.5 28 5,4 4.5
5 1,5 3 17 3,5 4 29 5,5 5
6 1,6 3.5 18 3,6 4.5 30 5,6 5.5
7 2,1 1.5 19 4,1 2.5 31 6,1 3.5
8 2,2 2 20 4,2 3 32 6,2 4
9 2,3 2.5 21 4,3 3.5 33 6,3 4.5
10 2,4 3 22 4,4 4 34 6,4 5
11 2,5 3.5 23 4,5 4.5 35 6,5 5.5
12 2,6 4 24 4,6 5 36 6,6 6
1 1.5 2.0 2.5 3.0 3.5 4.0 4.5 5.0 5.5 6.0 x
If a random sample is drawn from any population, the sampling
distribution of the sample mean is approximately normal distribution for a
Sufficiently large sample size.
The larger the sample size, the more closely the sampling distribution of
will resemble a normal distribution. 2
𝜎
𝑥ҧ ~ 𝑁 𝜇,
𝑛
If x follows a normal distribution than 𝑥ҧ also follows normal distribution and
if x follows non-normal distribution than 𝑥ҧ follows approximately normal
distribution.
mean ( sample mean) = E ( X ) = 
2
Variance ( sample mean) = V ( X ) =
n
After continuous sampling obtain different samples.
Calculate mean of each sample
Now standard deviation of these means is called standard

error. s
n
Example: Pumpkin Weights
The population is the weight of six pumpkins (in pounds)
displayed in a carnival "guess the weight" game booth. You
are asked to guess the average weight of the six pumpkins
by taking a random sample without replacement from the
population.
Pumpkin A B C D E F
Weight (in pounds) 19 14 15 9 10 17
Calculate the population mean μ.
μ.= (19 + 14 + 15 + 9 + 10 + 17 ) / 6 = 14 pounds

Obtain the sampling distribution of the sample mean for a sample size of 2 when one
samples without replacement.
Sample Weight ¯y
A, B 19, 14 16.5
A, C 19, 15 17.0
A, D 19, 9 14.0
A, E 19, 10 14.5
A, F 19, 17 18.0
B, C 14, 15 14.5
B, D 14, 9 11.5
B, E 14, 10 12.0
B, F 14, 17 15.5
C, D 15, 9 12.0
C, E 15, 10 12.5
C, F 15, 17 16.0
D, E 9, 10 9.5
D, F 9, 17 13.0
E, F 10, 17 13.5
Mean of sample means
= (16.5 + 17.0 + 14.0 + 14.5 + 18.0 + 14.5 + 11.5 + 12.0 + 15.5

+ 12.0 + 12.5 + 16.0 + 9.5 + 13.0 + 13.5) / 15 = 14 pounds
Hence mean of all sample means is equal to population mean

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Dr.

A sub set of a population is called a sample

A characteristic which is calculated from a population is called a

A characteristic which is calculated from a sample is called a

In real life calculating parameters of populations is prohibitive because

 Simple random sample is a sample of size n selected in a manner that

We take a sample of size n and compute the mean.

Keep track by placing the mean on a frequency distribution – or

The distribution of these means from samples is called the sampling

 Sample mean is our estimate of population mean

Center (mean) of the sampling distribution of the sample mean is the

mean( X ) = μ Population mean

variance( X ) = 2/n Population variance

As sample size increases, variance of the sample mean decreases!

Now standard deviation of these means is called standard

Calculate the population mean μ.

μ.= (19 + 14 + 15 + 9 + 10 + 17 ) / 6 = 14 pounds

= (16.5 + 17.0 + 14.0 + 14.5 + 18.0 + 14.5 + 11.5 + 12.0 + 15.5

Hence mean of all sample means is equal to population mean

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