A PRESENTATION ON

Sampling Distribution

A Brief
Explanation
 SAMPLING DISTRIBUTION

There are three distinct types of distribution of data which are –

1.Population Distribution, characterizes the distribution of elements of
a population
2.Sample Distribution, characterizes the distribution of elements of a
sample drawn from a population
3.Sampling Distribution, describes the expected behavior of a large
number of simple random samples drawn from the same population.
Sampling distributions constitute the theoretical basis of statistical
inference and are of considerable importance in business decision-
making. Sampling distributions are important in statistics because
they provide a major simplification on the route to statistical
 DEFINITION
 A sampling distribution is a theoretical probability
distribution of a statistic obtained through a large number of
samples drawn from a specific population ( McTavish : 435)
 A sampling distribution is a graph of a statistics(i.e. mean,
mean absolute value of the deviation from the
mean,range,standard deviation of the sample, unbiased
estimate of variance, variance of the sample) for sample data.
 Sampling distribution is a theoretical distribution of an infinite
number of sample means of equal size taken from a
population . ( Walsh : 95)
 Usually a univariate distribution.

Closely approximate a normal

distribution.

Sample statistic is a random

CHARACTERISTICS variable – sample mean , sample
& proportion
A theoretical probability
distribution

The form of a sampling

distribution refers to the shape of
the particular curve that
describes the distribution.
 FUNCTIONS OF SAMPLING
DISTRIBUTION
Sampling distribution is a graph which perform several
duties to show data graphically.
Sampling distribution works for :
Mean
Mean absolute value of the deviation from the mean
Range
Standard deviation of the sample
Unbiased estimate of the sample
Variance of the sample
 WHY SAMPLING DISTRIBUTION IS
IMPORTANT????

SELECTION OF
PROPERTIES OF HYPOTHESIS
DISTRIBUTIO TYPE
STATISTICS TO MODEL SCORE TESTING
i)Properties of Statistic : Statistic have different
properties as estimators of a population parameters.
The sampling distribution of a statistic provides a
window into some of the important properties. For
example if the expected value of a statistic is equal to
the expected value of the corresponding population
parameter, the statistic is said to be unbiased
Consistency is another valuable property to
have in the estimation of a population parameter, as the
statistic with the smallest standard error is preferred as
an estimator estimator A statistic used to estimate a
model parameter.of the corresponding population
parameter, everything else being equa.l
ii) Selection of distribution type to model scores :
The sampling distribution provides the theoretical foundation to select
a distribution for many useful measures. For example, the central limit
theorem describes why a measure, such as intelligence, that may be
considered a summation of a number of independent quantities would
necessarily be distributed as a normal (Gaussian) curve.

iii) Hypothesis Testing :

The sampling distribution is integral to the hypothesis testing procedure. The
sampling distribution is used in hypothesis testing to create a model of what
the world would look like given the null hypothesis was true and a statistic
was collected an infinite number of times. A single sample is taken, the
sample statistic is calculated, and then it is compared to the model created by
the sampling distribution of that statistic when the null hypothesis is true. If
the sample statistic is unlikely given the model, then the model is rejected
and a model with real effects is more likely.
TYPES OF SAMPLING
DISTRIBUTION
The types of sampling distribution are
as follows:
1) Sampling Distribution of the Mean:
Sampling distribution of means of a population
data is defined as the theoretical probability
distribution of the sample means which are
obtained by extracting all the possible samples
having the same size from the given population.
Given a finite population with mean (m) and
variance (s2). When sampling from a normally
distributed population, it can be shown that the
distribution of the sample mean will have the
following properties -
CENTRAL LIMIT THEOREM

The central limit theorem, first introduced by De Moivre during the

early eighteenth century, happens to be the most important
theorem in statistics. According to this theorem, if we select a
large number of simple random samples, for example, from any
population distribution and determine the mean of each sample,
the distribution of these sample means will tend to be described
by the normal probability distribution with a mean µ and
variance /n.
Or in other words, we can say that, the sampling distribution of
sample means approaches to a normal distribution.
Symbolically, the theorem can be explained as following :
When given n independent random variables ,,,
….. which have the same distribution ( no
matter what distribution),then :

X=

is a normal variate. The mean µ and variance of

X are

where are the mean and variance of

UTILITY :
The utility of this theory is that it requires virtually no
conditions on distribution patterns of the individual random
variable being summed. As a result, it furnishes a practical
method of computing approximate probability values associated
with sums of arbitrarily distributed independent random variables.
This theorem helps to explain why a vast number of phenomena
show approximately a normal distribution. Because of its
theoretical and practical significance, this theorem is considered
as most remarkable theoretical formulation of all probability laws.
However, most of hypothesis testing and sampling theory is
based on this theorem. So the central limit theorem is perhaps the
most fundamental result in all of statistics.
2) SAMPLING DISTRIBUTION OF THE PROPORTION :

Sampling distribution of the proportion is found when the sample proportion

and proportion of successes are given.

Properties :

Sample proportion tend to target the value of proportion.

Under certain conditions, the distribution of sample

proportion can be approximated by a normal
distribution.
Example:
Sample distribution of the proportion
of the girls from sample space for
two randomly selected
births:bb,bg,gb,gg
All four outcomes are equally likely:
Probabilities:
P(0 girls)=0.25
P(1 girl)=0.50
P(2girls)=0.75
 STANDARD ERROR OF THE SAMPLING
DISTRIBUTION
The sampling distribution has a standard deviation. The mean of
the sampling distribution will be the same as the population mean, but
the standard deviation will be smaller than the Population Standard
Deviation. The standard deviation of the sampling distri bution has a
special name : ‘The Standard Error’ or sometimes ‘The Standard Error of
the Mean .
The variation of sample mean around the population mean is the
sampling error and is measured using a statistic known as the standard
error of the mean. This is an estimate of the amount that a sample mean
is likely to differ from the population mean. This consideration is
important because sampling theory tells us that 68% of all sample
means will lie between + or – one standard error from the population
mean. And that 95 % of all sample mean will lie between + or – 1.96
standard errors from the population mean (Bryman,Alan,2004, P: 96 ) .
Formula :
The standard error of a sampling distribution is
equal to the standard deviation of the population divided by the
square root of the sample size. The formula of the standard
error is as follows :
= σ/
Here,
= Standard deviation of sample mean .
= Standard deviation of population .
Total Population .
How to reduce Error :
When sample size increases, sampling
Purpose :
1. Allows us to quantify the extent to which a ‘test’ provides accurate scores.
2. If the standard error is smaller,the range of population mean will be narrower.
3. When standard error is larger, the range of population mean will be wider

Application :
95 % CI = Mean ( 1.96 SEM )
99 % CI = Mean ( 2.58 SEM )
 STANDARD ERROR TABLE
SAMPLING STANDARD ERROR SAMPLING STANDARD ERROR
DISTRIBUTION DISTRIBUTION

MEANS = FIRST & THIRD ==

QUARTILES

PROPORTIONS = = SEMI-INTERQUARTILE =
RANGESS

STANDARD = VARIANCES =
DEVIATIONS = =

MEDIANS =σ COEFFICIENTS OF =
VARIATION
 Point & Interval Estimates

There are two kinds of estimates of population parameters from

sample statistics :

POINT INTERVAL
ESTIMATES ESTIMATES

A point estimate is a single value and an interval estimate is a

range of values.