Chapter 7. Sampling Distributions and Point Estimation of Paramaters

Chapter 7.
Sampling Distributions and Point

Estimation of Paramaters
Session 16
PhD. Tri Tuyen Luc
February 15, 2022

Introduction
7.1 Point Estimation
7.2 Sampling Distributions and the Central Limit Theorem
Introduction
PhD. Tri Tuyen Luc Chapter 7. Sampling Distributions and Point Estimation of Par
Introduction
Introduction
Statistical inference uses statistical methods utilizing the

information in a sample in drawing conclusions for
populations.
Introduction
Introduction

populations.
Statistical inference may be divided into two major areas:
parameter estimation and hypothesis testing.
Introduction
Introduction

populations.
Using sample data to compute a number that is in some sense
a reasonable value (a good guess) of the true population
parameter is called a point estimate.
Introduction
Introduction

populations.
Using sample data to compute a number that is in some sense
a reasonable value (a good guess) of the true population
parameter is called a point estimate.
Hypothesis testing is relevant to the engineering decision
about a hypothesis that we want to compare a true parameter
of two populations based on their samples (e.g, population
mean in comparison to a constant or comparison of two
means of two populations).
Introduction
Introduction

Suppose that X is a random variable with parameters θ such
as mean µ and σ (Usually, µ and σ can be never known).
Introduction

Before the data are collected, the observations are considered
to be random X1 , X2 , ..., Xn . A function of X1 , X2 , ..., Xn is
called a Statistic. For example, the sample mean X and the
sample variance S 2 are statistics and they are also random
variables.
Introduction

variables.
We call the probability distribution of a statistic a sampling
distribution.
Introduction

variables.
distribution.
If X is a random variable characterized by the unknown
parameter θ, the statistic Θ̂ = h(X1 , X2 , ..., Xn ) is called a
point estimator of θ.
Introduction

variables.
distribution.
If X is a random variable characterized by the unknown
parameter θ, the statistic Θ̂ = h(X1 , X2 , ..., Xn ) is called a
point estimator of θ.
After the sample has been selected, Θ̂ takes on a particular
numerical value θ̂ called the point estimate of θ.
Introduction
Definition 1 (Point Estimator).
Introduction

A point estimate of some population parameter θ is a single
numerical value θ̂ of a statistic Θ̂. The statistic Θ̂ is called the
point estimator.
Reasonable point estimates of some parameters
Introduction

point estimator.

For µ, the estimate is µ̂ = x.
Introduction

point estimator.

For σ 2 , the estimate is σ̂ 2 = s2 .
Introduction

point estimator.

For the proportion p, p̂ = x/n, the sample proportion, where
x is the number of items in a random sample of size n that
belong to the class of interest.
Introduction

point estimator.

For the proportion p, p̂ = x/n, the sample proportion, where
x is the number of items in a random sample of size n that
belong to the class of interest.
For µ1 − µ2 , µ̂1 − µ̂2 = x1 − x2 , the difference between the
sample means of two independent random samples.
Introduction

Definition 2 (Random Sample).
Introduction

The random variables X1 , X2 , ..., Xn are a random sample of size
n if:
Introduction

n if:
(a) The Xi ’s are independent random variables.
Introduction

n if:
(b) Every Xi has the same probability distribution.
Definition 3 (Statistics).
Introduction

n if:
A statistic is any function of the observations in a random sample.
Introduction

n if:
Pn
For example: X = (X1 + X2 + ... + Xn )/n, S 2 = i=1 (Xi − X)2 /(n − 1).
Definition 4 (Sampling Distribution).
Introduction

n if:
Pn
For example: X = (X1 + X2 + ... + Xn )/n, S 2 = i=1 (Xi − X)2 /(n − 1).
Definition 4 (Sampling Distribution).

The probability distribution of a statistic is called a sampling
distribution.
Introduction
Suppose that X1 , X2 , ..., Xn are normally and independently

distributed with mean µ and σ 2 , then
Introduction

X = (X1 + X2 + ... + Xn )/n
is also a normal random variable with mean
Introduction

X = (X1 + X2 + ... + Xn )/n
µX = (µ + µ + ... + µ)/n = µ
and variance
Introduction

X = (X1 + X2 + ... + Xn )/n
µX = (µ + µ + ... + µ)/n = µ
and variance
2
σX = (σ 2 + σ 2 + ... + σ 2 )/n2 = σ 2 /n
Introduction
If we are sampling from a population that has an unknown

probability distribution with mean µ and variance σ 2 and n is
large, then
Introduction

large, then
Central Limit Theorem
Introduction

large, then
If X1 , X2 , ..., Xn is a random sample of size n taken from a
population (either finite or infinite) with mean µ and finite
variance σ 2 , and if X is the sample mean, the limiting form of the
distribution
Introduction

large, then
If X1 , X2 , ..., Xn is a random sample of size n taken from a
population (either finite or infinite) with mean µ and finite
variance σ 2 , and if X is the sample mean, the limiting form of the
distribution
X −µ
Z= √ (1)
σ/ n
as n → ∞, is the standard normal distribution.
Introduction
Example 7.1: An electronics company manufactures resistors that have a

mean resistance of 100 ohms and a standard deviation of 10 ohms. The
distribution of resistance is normal. Find the probability that a random
sample of n = 25 resistors will have an average resistance less than 95
ohms.
Introduction

ohms.
Solution:
Introduction

ohms.
Solution:
X − 100 95 − 100
P (X < 95) = P √ < = P (Z < −2.5) = 0.0062.
10/ 25 2
Introduction

ohms.
Solution:
X − 100 95 − 100
P (X < 95) = P √ < = P (Z < −2.5) = 0.0062.
10/ 25 2
Example 7.2: Suppose that a random variable X has a continuous
uniform distribution f (x) = 0.5 for 4 ≤ x ≤ 6. Find the distribution of
the sample mean of a random sample of size n = 40.
Introduction

ohms.
Solution:
X − 100 95 − 100
P (X < 95) = P √ < = P (Z < −2.5) = 0.0062.
10/ 25 2
Solution:
Introduction

ohms.
Solution:
X − 100 95 − 100
P (X < 95) = P √ < = P (Z < −2.5) = 0.0062.
10/ 25 2
Solution:
µ = (4 + 6)/2 = 5 and σ 2 = (6 − 4)2 /12 = 1/3
Introduction

ohms.
Solution:
X − 100 95 − 100
P (X < 95) = P √ < = P (Z < −2.5) = 0.0062.
10/ 25 2
Solution:
µ = (4 + 6)/2 = 5 and σ 2 = (6 − 4)2 /12 = 1/3
The sampling distribution of X is approximately normal with mean
µX = 5 and variance
Introduction

ohms.
Solution:
X − 100 95 − 100
P (X < 95) = P √ < = P (Z < −2.5) = 0.0062.
10/ 25 2
Solution:
µ = (4 + 6)/2 = 5 and σ 2 = (6 − 4)2 /12 = 1/3
The sampling distribution of X is approximately normal with mean
2
µX = 5 and variance σX = σ 2 /n = 1/120.
Introduction
Approximate Sampling Distribution of a Difference in Sample

Means
Introduction

Means
If we have two independent populations with means µ1 and µ2 and
variances σ12 and σ22 , and if X 1 , X 2 are the sample means of two
independent random samples of sizes n1 and n2 from these
populations, then the sampling distribution of
Introduction

Means
X 1 − X 2 − (µ1 − µ2 )
Z= p (2)
σ12 /n1 + σ22 /n2
Introduction

Means
X 1 − X 2 − (µ1 − µ2 )
Z= p (2)
σ12 /n1 + σ22 /n2
is approximately standard normal, if the conditions of the central

limit theorem apply.
Introduction

Means
X 1 − X 2 − (µ1 − µ2 )
Z= p (2)
σ12 /n1 + σ22 /n2
is approximately standard normal, if the conditions of the central

limit theorem apply.If the two populations are normal, the sampling
distribution of Z is exactly standard normal.
Introduction

Example 7.3: A random sample of size n1 = 16 is selected from a normal
population with a mean of 75 and a standard deviation of 8. A second
random sample of size n2 = 9 is taken from another normal population
with mean 70 and standard deviation 12. Let X 1 and X 2 be the two
sample means. Find:
Introduction

sample means. Find:
(a) The probability that X 1 − X 2 exceeds 4.
Introduction

sample means. Find:
(b) The probability that 3.5 ≤ X 1 − X 2 ≤ 5.5.
Introduction

sample means. Find:
Solution:
Introduction

sample means. Find:
Solution:Y = X 1 − X 2 is exactly a normal random variable with mean
µ = µ1 − µ2 = 75 − 70 = 5, and
variance
Introduction

sample means. Find:
µ = µ1 − µ2 = 75 − 70 = 5, and
varianceσ 2 = σ12 /n1 + σ22 /n2 = 82 /16 + 122 /9 = 20.
Introduction

sample means. Find:
µ = µ1 − µ2 = 75 − 70 = 5, and
varianceσ 2 = σ12 /n1 + σ22 /n2 = 8√
2
/16 + 122 /9 = 20.
(a) P (Y > 4) = P (Z > (4 − 5)/ 20) = P (Z > −0.2236)
Introduction

sample means. Find:
µ = µ1 − µ2 = 75 − 70 = 5, and
varianceσ 2 = σ12 /n1 + σ22 /n2 = 8√
2
/16 + 122 /9 = 20.
(a) P (Y > 4) = P (Z > (4 − 5)/ 20) = P (Z > −0.2236)
= 1 − Φ(−0.2236) = 0.5885.
Introduction

sample means. Find:
µ = µ1 − µ2 = 75 − 70 = 5, and
varianceσ 2 = σ12 /n1 + σ22 /n2 = 8√
2
/16 + 122 /9 = 20.
(a) P (Y > 4) = P (Z > (4 − 5)/ 20) = P (Z > −0.2236)
= 1 − Φ(−0.2236) = 0.5885. √ √
(b) P (3.5 ≤ Y ≤ 5.5) = P ((3.5 − 5)/ 20 ≤ Z ≤ (5.5 − 5)/ 20)
Introduction

sample means. Find:
µ = µ1 − µ2 = 75 − 70 = 5, and
varianceσ 2 = σ12 /n1 + σ22 /n2 = 8√
2
/16 + 122 /9 = 20.
(a) P (Y > 4) = P (Z > (4 − 5)/ 20) = P (Z > −0.2236)
= 1 − Φ(−0.2236) = 0.5885. √ √
(b) P (3.5 ≤ Y ≤ 5.5) = P ((3.5 − 5)/ 20 ≤ Z ≤ (5.5 − 5)/ 20)
= P (−0.3354 ≤ Z ≤ 0.1118) = Φ(0.1118) − Φ(−0.3354) = 0.1758.
Introduction

sample means. Find:
µ = µ1 − µ2 = 75 − 70 = 5, and
varianceσ 2 = σ12 /n1 + σ22 /n2 = 8√
2
/16 + 122 /9 = 20.
(a) P (Y > 4) = P (Z > (4 − 5)/ 20) = P (Z > −0.2236)
= 1 − Φ(−0.2236) = 0.5885. √ √
(b) P (3.5 ≤ Y ≤ 5.5) = P ((3.5 − 5)/ 20 ≤ Z ≤ (5.5 − 5)/ 20)
= P (−0.3354 ≤ Z ≤ 0.1118) = Φ(0.1118) − Φ(−0.3354) = 0.1758.
Notice: In R programming, Φ(x) = pnorm(x), Φ−1 (p) = qnorm(p)
Introduction

sample means. Find:
µ = µ1 − µ2 = 75 − 70 = 5, and
varianceσ 2 = σ12 /n1 + σ22 /n2 = 8√
2
/16 + 122 /9 = 20.
(a) P (Y > 4) = P (Z > (4 − 5)/ 20) = P (Z > −0.2236)
= 1 − Φ(−0.2236) = 0.5885. √ √
(b) P (3.5 ≤ Y ≤ 5.5) = P ((3.5 − 5)/ 20 ≤ Z ≤ (5.5 − 5)/ 20)
= P (−0.3354 ≤ Z ≤ 0.1118) = Φ(0.1118) − Φ(−0.3354) = 0.1758.
Notice: In R programming, Φ(x) = pnorm(x), Φ−1 (p) = qnorm(p)
In Excel, Φ(x) = norm.s.dis(x, cumulative = true).
Φ−1 (p) = norm.s.inv(p)
Introduction
Extra Examples
Example 7.4: A normal population has mean 100 and variance 25. How
large must the random sample be if we want the standard error of the
sample average to be 1.5?
Introduction
Extra Examples
Solution:
Introduction
Extra Examples
2
Solution:We have σX = σ 2 /n, then
σX = 1.5 ⇔ 25/n = 1.52
Introduction
Extra Examples
2
σX = 1.5 ⇔ 25/n = 1.52 ⇒ n = 25/1.52 = 11.1 ⇒ n = 12.
Introduction
Extra Examples
2
σX = 1.5 ⇔ 25/n = 1.52 ⇒ n = 25/1.52 = 11.1 ⇒ n = 12.
Example 7.5: Suppose that X has a discrete uniform distribution
f (x) = 1/3 for x ∈ {1, 2, 3}. A random sample of n = 36 is selected
from this population. Find the probability that the sample mean is
greater than 2.1 but less than 2.5, assuming that the sample mean would
be measured to the nearest tenth.
Introduction
Extra Examples
2
σX = 1.5 ⇔ 25/n = 1.52 ⇒ n = 25/1.52 = 11.1 ⇒ n = 12.
Solution:
Introduction
Extra Examples
2
σX = 1.5 ⇔ 25/n = 1.52 ⇒ n = 25/1.52 = 11.1 ⇒ n = 12.
Solution:The mean and variance of X are calculated as
µ = (1 + 3)/2 = 2, σ 2 = (3 − 1 + 1)2 /12 = 2/3.
Introduction
Extra Examples
2
σX = 1.5 ⇔ 25/n = 1.52 ⇒ n = 25/1.52 = 11.1 ⇒ n = 12.
µ = (1 + 3)/2 = 2, σ 2 = (3 − 1 + 1)2 /12 = 2/3.
2
X is approximately normal with µX = 2 and σX = σ 2 /36 = 1/54.
Introduction
Extra Examples
2
σX = 1.5 ⇔ 25/n = 1.52 ⇒ n = 25/1.52 = 11.1 ⇒ n = 12.
µ = (1 + 3)/2 = 2, σ 2 = (3 − 1 + 1)2 /12 = 2/3.
2
Thus, P (2.1 < X < 2.5) ≃ P ((2.1 − 2)/σX < Z < (2.5 − 2)/σX )
Introduction
Extra Examples
2
σX = 1.5 ⇔ 25/n = 1.52 ⇒ n = 25/1.52 = 11.1 ⇒ n = 12.
µ = (1 + 3)/2 = 2, σ 2 = (3 − 1 + 1)2 /12 = 2/3.
2
Thus, P (2.1 < X < 2.5) ≃ P ((2.1 − 2)/σX < Z < (2.5 − 2)/σX )
= P (0.7348 < Z < 3.6742) = 0.2311.
Introduction
Extra Examples
Introduction
Extra Examples
Example 7.6: The elasticity of a polymer is affected by the

concentration of a reactant. When low concentration is used, the
true mean elasticity is 55, and when high concentration is used the
mean elasticity is 60. The standard deviation of elasticity is 4,
regardless of concentration. If two random samples of size 16 are
taken, find the probability that X high − X low ≥ 2.
Introduction
Extra Examples

Solution:
Introduction
Extra Examples

Solution:Let Y = X high − X low then Y is approximately normal

distribution with µ = 60 − 55 = 5 and
σ 2 = σ12 /n1 + σ22 /n2 = 16/16 + 16/16 = 2. Thus,
Introduction
Extra Examples


σ 2 = σ12 /n1 + σ22 /n2 = 16/16
√ + 16/16 =√ 2. Thus,
P (Y ≥ 2) = P ((Y − 5)/ 2 ≥ (2 − 5)/ 2) = P (Z > −2.12132)
Introduction
Extra Examples


σ 2 = σ12 /n1 + σ22 /n2 = 16/16
√ + 16/16 =√ 2. Thus,
P (Y ≥ 2) = P ((Y − 5)/ 2 ≥ (2 − 5)/ 2) = P (Z > −2.12132)
= 1 − Φ(−2.12132) = 0.983.
Introduction
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Chapter 7.

Sampling Distributions and Point

PhD. Tri Tuyen Luc

February 15, 2022

Statistical inference uses statistical methods utilizing the

Statistical inference uses statistical methods utilizing the

Statistical inference uses statistical methods utilizing the

Statistical inference uses statistical methods utilizing the

7.1 Point Estimation

7.1 Point Estimation

7.1 Point Estimation

7.1 Point Estimation

7.1 Point Estimation

7.1 Point Estimation

7.1 Point Estimation

Definition 1 (Point Estimator).

7.1 Point Estimation

Definition 1 (Point Estimator).

Reasonable point estimates of some parameters

7.1 Point Estimation

Definition 1 (Point Estimator).

Reasonable point estimates of some parameters

7.1 Point Estimation

Definition 1 (Point Estimator).

Reasonable point estimates of some parameters

7.1 Point Estimation

Definition 1 (Point Estimator).

Reasonable point estimates of some parameters

7.1 Point Estimation

Definition 1 (Point Estimator).

Reasonable point estimates of some parameters

7.2 Sampling Distributions and the Central Limit Theorem

7.2 Sampling Distributions and the Central Limit Theorem

7.2 Sampling Distributions and the Central Limit Theorem

7.2 Sampling Distributions and the Central Limit Theorem

7.2 Sampling Distributions and the Central Limit Theorem

7.2 Sampling Distributions and the Central Limit Theorem

Definition 4 (Sampling Distribution).

7.2 Sampling Distributions and the Central Limit Theorem

Definition 4 (Sampling Distribution).

7.2 Sampling Distributions and the Central Limit Theorem

Suppose that X1 , X2 , ..., Xn are normally and independently

7.2 Sampling Distributions and the Central Limit Theorem

Suppose that X1 , X2 , ..., Xn are normally and independently

X = (X1 + X2 + ... + Xn )/n

is also a normal random variable with mean

7.2 Sampling Distributions and the Central Limit Theorem

Suppose that X1 , X2 , ..., Xn are normally and independently

X = (X1 + X2 + ... + Xn )/n

is also a normal random variable with mean

7.2 Sampling Distributions and the Central Limit Theorem

Suppose that X1 , X2 , ..., Xn are normally and independently

X = (X1 + X2 + ... + Xn )/n

is also a normal random variable with mean

7.2 Sampling Distributions and the Central Limit Theorem

If we are sampling from a population that has an unknown

7.2 Sampling Distributions and the Central Limit Theorem

If we are sampling from a population that has an unknown

7.2 Sampling Distributions and the Central Limit Theorem