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Sampling Distribution With CLT

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Objectives: At the end of the period,

students should be able to:


 1. Distinguish between parameter and statistic;
 2. Identify sampling distribution of statistics(sample
mean);
 3. Find the mean and variance of the sampling
distribution of the sample mean; and
 4. Solve problems involving sampling distributions of
the sample mean.
Sampling Distributions
Reference: Math for Engaged Learning: Statistics and Probability by Yvette Lim,
Rizaldi Nocon, Ederlina Nocon, Leonor Ruivivar
Situation
 Five packs of multi-colored chocolate candies are
known to contain 5, 8, 10, 6, and 4 yellow-coated
candies. These packs are placed in a bowl and two
packs are drawn at random from a bowl.

 Population – the five packs of candies


 Samples – consist of all possible combinations of two packs
Computing the population mean:

 We have

= 6.6

Therefore,
Now let us compute the mean from the samples
Let X – the number of yellow-colored candies in a pack of multicolored
candies.
Drawing 2 packs of candies from a bowl at a random, the following are all the possible
samples of size two with their respective means/averages(without replacement):

Samples of Size Two Mean/Average Samples of Size Two Mean/Average

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 which is why we
regard the sample mean as a random variable. Since it is a random variable, we can come up with
its probability distribution.
Sampling Distribution
 the probability distribution of a sample statistic.

4.5 5 5.5 6 6.5 7 7.5 8 9


0.1 0.1 0.1 0.1 0.1 0.2 0.1 0.1 0.1

Sample Mean

Probability of the
Sample Mean
Since it is a probability distribution, we can compute for the Mean,
Variance and Standard Deviation of the sampling distribution.

)
4.5 0.1
5 0.1
5.5 0.1
6 0.1
6.5 0.1
7 0.2
7.5 0.1
8 0.1
9 0.1
Sampling Distribution
)
4.5 0.1 0.45 20.25 2.025
5 0.1 0.5 25 2.5
5.5 0.1 0.55 30.25 3.025
6 0.1 0.6 36 3.6
6.5 0.1 0.65 42.25 4.225
7 0.2 1.4 49 9.8
7.5 0.1 0.75 56.25 5.625
8 0.1 0.8 64 6.4
9 0.1 0.9 81 8.1
= 6.6 = 45.3
Sampling Distribution

4.5 5 5.5 6 6.5 7 7.5 8 9


0.1 0.1 0.1 0.1 0.1 0.2 0.1 0.1 0.1

Standard Error of - the standard deviation of the sample


mean.
- it represents the average deviation of the
sample mean from the population mean
The smaller this error is, the better is the estimate provided by the sample statistic of the
population parameter since it is guaranteed that the sample mean will not deviate much
from the true population mean.
Observe the variances of are related by the
equation

 without replacement

 with replacement
Theorem 1: Sampling from a Normal Population

Suppose that a random sample of size n is


taken from a normally distributed
population with mean and variance . If is
the sample mean, then the sampling
distribution of the sample mean is a normal
distribution with mean and variance .
Theorem 2: Central Limit Theorem
 If a random sample of size n is drawn from a population
with mean and the variance and n is chosen large
enough, then the sampling distribution of the sample
mean is approximately normally distributed with mean
and
variance
In general, is large enough for the sampling distribution of
the mean to be approximately normal.
Example
 The scores of Grade 11 students in an achievement test in
mathematics are normally distributed with a mean of 80 and a
standard deviation of 12. Suppose that a random sample of size
n=20 is taken from this group of students.
 1. Find the mean and the standard deviation of the sampling
distribution of the sample mean.
 2. Find the probability that the mean score of the students in the
sample
a. is at least 85
b. is less than 76
Given: normally distributed,
, n= 20

1. Find the mean and the standard deviation of the sampling distribution
of the sample mean.
Solution: From the Theorem, we have,
and
2. Find the probability that the mean score of the students in the sample
a. is at least 85

Solution: We have to convert the values for to standard scores.


If

Thus, we have

= 0.0307 or 3.07%
This means that about 3 percent of all samples of size 20 will give a
mean higher than or equal to 85.
2. Find the probability that the mean score of the students in the sample
b. is less than 76

Solution: We have to convert the values for to standard scores.


If

Thus, we have

or 6.81%

This means that 6.81% of all samples of size 20 will produce a mean
which is less than 76.
A Sampling Distribution
Some rules about the sampling distribution of the
mean…
1. For a random sample of size n from a population having
mean  and standard deviation , the sampling distribution
of x-bar has mean  and standard error x-bar = /n
2. The Central Limit Theorem says that for random
sampling, as the sample size n grows, the sampling
distribution of x-bar approaches a normal distribution.
3. The sampling distribution will be normal no matter what
the population distribution’s shape as long as n > 30.
Some rules about the sampling distribution of the mean…

4. If n < 30, the sampling distribution is likely normal


only if the underlying population’s distribution is
normal.
5. As n increases, the standard error (remember that
this word means standard deviation of the sampling
distribution) gets smaller.
6. Precision provided by any given sample increases as
sample size n increases.
Example
 Suppose that a sample of size n=100 is taken from a
population with mean and standard deviation
 1. Find the probability that the sample mean lies in
the interval (490,510).
 2. Find the range of values within where the middle
95% of the distribution of sample means will lie.
Given: , , n= 100

1. Find the probability that the sample mean lies in the interval (490,510).
Solution: Since the sample size is large, we can apply the Central Limit
Theorem and assume that the sampling distribution of means is normally
distributed. We have,
and
1. Find the probability that the sample mean lies in the interval (490,510).

Solution: We have to convert the values for to standard scores.


If
=

Using the table, we have

= 0.8944-0.1056
=0.7888

This shows that 78.88% of all sample means will differ from the actual population mean by
less than 10 units.
2. Find the range of values within where the middle 95% of the
distribution of sample means will lie.

Solution:
By the symmetric characteristic of the bell curve, middle 95% lies between two
values, 2.5% lie below and 2.5% lie above .

By symmetry, 𝑥1 𝑥2

32

This shows that the middle 95% of all sample means will lie between 484.32 and 515.68.

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