10sampling Distributions

Sampling Distributions
Sampling Distribution of a Sample Means

•What is the average of all G11? Ave. height
of G11?
•Answer = Population Mean 𝜇
•Data from sample are used to calculate

statistic, which are estimates of the true
population mean.
Sampling Distribution of a Sample Means
•A population consists of the numbers 5, 8, 10,
6, and 4. List all the possible sample of size 2
from the given population and compute the
mean of each sample. (without replacement)
𝑛! 5!
•Recall Combination = 5C2 = = =
𝑛−𝑟 !𝑟! 5−2 !3!
10
•There are 10 samples
Solution
Sample of Size 2 x bar Sample of Size 2 x bar
(4,5) 4.5 (5,8) 6.5
(4,6) 5 (5,10) 7.5
(4,8) 6 (6,8) 7
(4,10) 7 (6,10) 8
(5,6) 5.5 (8,10) 9

• It can be seen from the table that the sample mean varies
from one sample to another. Since random sampling is used,
the ten samples have equal chances of being selected. Thus,
we can regard that the sample mean of x bar, 𝐸 𝑥 𝑏𝑎𝑟 as a
random variable.
• The probability distribution of the sample mean of sample
size n is called sampling distribution of the sample mean.
x
bar 4.5 5 5.5 6 6.5 7 7.5 8 9
P(xbar)
1/10 1/10 1/10 1/10 1/10 2/10 1/10 1/10 1/10
• Since the sample mean is a random variable and
its sampling distribution can be determined, it is
2
possible to compute the variance (𝜎𝑥 𝑏𝑎𝑟 ) and
the standard deviation (𝜎𝑥𝑏𝑎𝑟 ) of the sample
mean. The Standard Deviation of the sample
mean is also known as the Standard Error of x
bar. The standard error (𝜎𝑥𝑏𝑎𝑟 ) represents the
average deviation of the sample mean x bar
from the population mean 𝜇.
Solution
• Using the Sampling Distribution of the sample mean (without
replacement), we have:
• 𝐸 𝑥 𝑏𝑎𝑟 = 0.1 4.5 + 5 + 5.5 + 6 + 6.5 + 7.5 + 8 + 9 + 0.2 7 =
6.6 = 𝑀𝑒𝑎𝑛 𝑜𝑓 𝑆𝑎𝑚𝑝𝑙𝑖𝑛𝑔 𝐷𝑖𝑠𝑡𝑟𝑖𝑏𝑢𝑡𝑖𝑜𝑛
• 𝐸 𝑥 𝑏𝑎𝑟 2 = 0.1 4.52 + 5.52 + 62 + 6.52 + 7.52 + 82 + 92 +
0.2 72 = 45.3
• 𝜎𝑥2 𝑏𝑎𝑟 = 𝐸 𝑥 𝑏𝑎𝑟 2 − 𝐸 𝑥 𝑏𝑎𝑟 2 = 45.3 − 6.6 2 = 1.74 =
𝑉𝑎𝑟𝑖𝑎𝑛𝑐𝑒 𝑜𝑓 𝑡ℎ𝑒 𝑆𝑎𝑚𝑝𝑙𝑒 𝑀𝑒𝑎𝑛
• 𝜎𝑥 𝑏𝑎𝑟 = 1.74 = 1.32
Solution
Population (X) = 4, 5, 6, 8, 10, sample size = 2 (10 possible samples)
without replacement
x bar P(x bar) E(x bar) (x bar)^2 (x bar)^2*P(x bar)
4.5 0.10 0.4500 20.2500 2.0250
5 0.10 0.5000 25.0000 2.5000
5.5 0.10 0.5500 30.2500 3.0250
6 0.10 0.6000 36.0000 3.6000
6.5 0.10 0.6500 42.2500 4.2250
7 0.20 1.4000 49.0000 9.8000
7.5 0.10 0.7500 56.2500 5.6250
8 0.10 0.8000 64.0000 6.4000
9 0.10 0.9000 81.0000 8.1000
Total 1 6.6000 45.3000
43.5600
Var(x bar) 1.7400

SD(x bar) 1.3191
Solution
• In the previous example, the random variable X represents the
population. The population mean and the variance of X are
computed below
σ𝑥 5+8+10+6+4 33
• 𝐸 𝑋 =𝜇= = = = 6.6 = 𝑃𝑜𝑝𝑢𝑙𝑎𝑡𝑖𝑜𝑛 𝑀𝑒𝑎𝑛
𝑁 5 5
2 25+64+100+36+16 241
• 𝐸 𝑋 = = = 48.2
5 5
• 𝜎𝑋2 = 𝐸 𝑋 2 − 𝐸 𝑋 2 = 48.2 − 6.6 2 = 4.64
= 𝑉𝑎𝑟𝑖𝑎𝑛𝑐𝑒 𝑜𝑓 𝑡ℎ𝑒 𝑃𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑡𝑦 𝐷𝑖𝑠𝑡𝑟𝑖𝑏𝑢𝑡𝑖𝑜𝑛 (𝐴𝑙𝑡𝑒𝑟𝑛𝑎𝑡𝑖𝑣𝑒 𝑀𝑒𝑡ℎ𝑜𝑑)
Solution
X X^2
4 16
5 25
6 36
8 64
10 100
Pop.Mean = E(X) 6.6000

E(X^2) 48.2
Var(X) 4.6400
SD(X) 2.1541
Observations
• The Population Mean = Mean of the Sample
Sampling Distribution
𝐸 𝑋 = 𝐸 𝑥 𝑏𝑎𝑟
• Variance of a Sampling Distribution of a sample

mean is less than the corresponding variance of the
probability distribution
2 2
𝜎𝑥 𝑏𝑎𝑟 < 𝜎𝑋
Observations
• For sampling with replacement from an infinite population, the
variances is related by the equation
2
𝜎𝑋
𝜎𝑥2 𝑏𝑎𝑟 = , number of sample = 𝑁 𝑟
𝑛
• For sampling without replacement from a finite population of size N,

then the relationship of the variances is
2
𝜎𝑋 𝑁−𝑛
𝜎𝑥2 𝑏𝑎𝑟= , 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑠𝑎𝑚𝑝𝑙𝑒 =
𝑛 𝑁−1
𝑛𝐶𝑟 (𝐶𝑜𝑚𝑏𝑖𝑛𝑎𝑡𝑖𝑜𝑛 𝐹𝑜𝑟𝑚𝑢𝑙𝑎)
Variance (Sample Mean) – Without
Replacement
2 𝜎𝑋2 𝑁 − 𝑛
𝜎𝑥 𝑏𝑎𝑟 =
𝑛 𝑁−1
2
Where 𝜎𝑋 = 4.64, 𝑛 = 2, 𝑁 = 5.
2 4.64 5 − 2
𝜎𝑥 𝑏𝑎𝑟 = = 1.74
2 5−1
Example
• Suppose that the samples of size two in the
previous example are taken with replacement,
after drawing one pack from bowl and noting
the number of yellow – colored candies from
this pack, the pack is returned to the bowl and a
second pack is drawn. List all the possible
2
2 𝜎𝑋
samples of size two and verify 𝜎𝑥 𝑏𝑎𝑟 =
𝑁
Solution
• The samples are selected with replacement.
2
𝜎𝑋
(𝜎𝑥2 𝑏𝑎𝑟 = of sample = 𝑛𝑟 )
, number
𝑁
𝑛𝑟 = 52 = 25 𝑝𝑜𝑠𝑠𝑖𝑏𝑙𝑒 𝑠𝑎𝑚𝑝𝑙𝑒𝑠
Sample 4, 4 4, 5 4, 6 4, 8 4, 10 5, 4 5, 5 5, 6 5, 8 5, 10 6, 4 6, 5 6, 6
x bar 4 4.5 5 6 7 4.5 5 5.5 6.5 7.5 5 5.5 6
Sample 6, 8 6, 10 8, 4 8, 5 8, 6 8, 8 8, 10 10, 4 10, 5 10, 6 10, 8 10, 10
x bar 7 8 6 6.5 7 8 9 7 7.5 8 9 10

Solution
• The sampling distribution of the sample mean is shown in the
following table
x bar
4 4.5 5 5.5 6 6.5 7 7.5 8 9 10
P(x bar)
1 2 3 2 3 2 4 2 3 2 1
25 25 25 25 25 25 25 25 25 25 25
Solution
• Compute the following:
1 2
• 𝐸 𝑥 𝑏𝑎𝑟 = 4 + 10 + 4.5 + 5.5 + 6.5 + 7.5 + 9 +
25 25
3 4
5+6+8 + 7 = 6.6
5 25
2 1 2
•𝐸 𝑥 𝑏𝑎𝑟 = 16 + 100 + (20.25 + 30.25 + 42.25 +
25 25
Solution
Population (X) = 4, 5, 6, 8, 10, sample size = 2 (25 possible samples)
with replacement
x bar P(x bar) E(x bar) (x bar)^2 (x bar)^2*P(x bar)
4 0.04 0.1600 16.0000 0.6400
4.5 0.08 0.3600 20.2500 1.6200
5 0.12 0.6000 25.0000 3.0000
5.5 0.08 0.4400 30.2500 2.4200
6 0.12 0.7200 36.0000 4.3200
6.5 0.08 0.5200 42.2500 3.3800
7 0.16 1.1200 49.0000 7.8400
7.5 0.08 0.6000 56.2500 4.5000
8 0.12 0.9600 64.0000 7.6800
9 0.08 0.7200 81.0000 6.4800
10 0.04 0.4000 100.0000 4.0000
total 1 6.6000 45.8800
43.5600
Var(x bar) 2.3200

SD(x bar) 1.5232
Variance (Sample Mean) – With Replacement
2 𝜎𝑋2
𝜎𝑥 𝑏𝑎𝑟 =
𝑛
Where 𝜎𝑋2 = 4.64, 𝑛 = 2.
2 4.64
𝜎𝑥 𝑏𝑎𝑟 = = 2.32
2
Consider a Population with values 2, 5, 7 and 8
a.) Find the Population Mean

b.) Find the Population Variance
c.) Find all the possible samples of size 2
with replacement from the population
d.) Find the Mean of the Sample Mean
𝟐 𝛔𝟐𝐗
e.) Show that 𝛔𝐱𝐛𝐚𝐫 =
𝐧

10sampling Distributions

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Sampling Distributions

Sampling Distribution of a Sample Means

•Data from sample are used to calculate

(4,5) 4.5 (5,8) 6.5

(4,6) 5 (5,10) 7.5

(5,6) 5.5 (8,10) 9

Var(x bar) 1.7400

Pop.Mean = E(X) 6.6000

• Variance of a Sampling Distribution of a sample

• For sampling without replacement from a finite population of size N,

x bar 4 4.5 5 6 7 4.5 5 5.5 6.5 7.5 5 5.5 6

Sample 6, 8 6, 10 8, 4 8, 5 8, 6 8, 8 8, 10 10, 4 10, 5 10, 6 10, 8 10, 10

x bar 7 8 6 6.5 7 8 9 7 7.5 8 9 10

Var(x bar) 2.3200

Where 𝜎𝑋2 = 4.64, 𝑛 = 2.

a.) Find the Population Mean

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