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Chapter 7

Sampling Distributions

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Objectives

In this chapter, you learn:

⚫ The concept of the sampling distribution.
⚫ To compute probabilities related to the sample mean
and the sample proportion.
⚫ The importance of the Central Limit Theorem.

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Additional Online Topic

⚫ Sampling from Finite Populations: Section 7.4

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7.1. Sampling Distributions

⚫ A sampling distribution is a distribution of all of the possible

values of a sample statistic for a given sample size selected
from a population.

⚫ For example, suppose you sample 50 students from your

college regarding their mean GPA. If you obtained many
different samples of size 50, you will compute a different
mean for each sample. We are interested in the distribution of
all potential mean GPAs we might calculate for samples of 50
students.

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7.2 Sampling Distribution of the Mean

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Developing a Sampling Distribution

⚫ Assume there is a population …

⚫ Population size N=4.
⚫ Variable of interest is, X,
age of individuals.
⚫ Values of X: 18, 20,
22, 24 (years).

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Developing a Sampling Distribution

Summary Measures for the Population Distribution:

μ=
 X i P(x)
N .3
18 + 20 + 22 + 24
= = 21 .2
4 .1

 (X − μ) 2 0
18 20 22 24 x
σ= i
= 2.236 A B C D
N
Uniform Distribution

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Developing a Sampling Distribution

(continued)

Now consider all possible samples of size n=2.

16 Sample
1st 2nd Observation
Obs Means
18 20 22 24
18 18,18 18,20 18,22 18,24 1st 2nd Observation
20 20,18 20,20 20,22 20,24 Obs 18 20 22 24
22 22,18 22,20 22,22 22,24 18 18 19 20 21
24 24,18 24,20 24,22 24,24 20 19 20 21 22
16 possible samples 22 20 21 22 23
(sampling with
replacement)
24 21 22 23 24

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Developing a Sampling Distribution (continued)

Sampling Distribution of All Sample Means.

16 Sample Means Sample Means

Distribution
1st 2nd Observation _
P(X)
Obs 18 20 22 24 .3
18 18 19 20 21
.2
20 19 20 21 22
.1
22 20 21 22 23 _
0
18 19 20 21 22 23 24 X
24 21 22 23 24
(no longer uniform)
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Developing A Sampling Distribution (continued)

Summary Measures of this Sampling Distribution:

18 + 19 + 19 +  + 24
μX = = 21
16
(18 - 21)2 + (19 - 21)2 +  + (24 - 21)2
σX = = 1.58
16

Note: Here we divide by 16 because there are 16

different samples of size 2.

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Comparing the Population Distribution

to the Sample Means Distribution
Population Sample Means Distribution
N=4 n=2
μ = 21 σ = 2.236 μX = 21 σ X = 1.58
_
P(X) P(X)
.3 .3

.2 .2

.1 .1

0 X 0
18 19 20 21 22 23 24
_
18 20 22 24 X
A B C D
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Sample Mean Sampling Distribution:

Standard Error of the Mean
⚫ Different samples of the same size from the same population
will yield different sample means.
⚫ A measure of the variability in the mean from sample to
sample is given by the Standard Error of the Mean:
(This assumes that sampling is with replacement or
sampling is without replacement from an infinite population.)

σ
σX =
n
⚫ Note that the standard error of the mean decreases as the
sample size increases.
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Sample Mean Sampling Distribution:

If the Population is Normal
⚫ If a population is normal with mean μ and standard
deviation σ, the sampling distribution of is also
normally
X distributed with:

σ
μX = μ and σX =
n

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Z-value for Sampling Distribution

of the Mean
⚫ Z-value for the sampling distribution of X:

( X − μX ) ( X − μ)
Z= =
σX σ
n
where: X = sample mean
μ = population mean
σ = population standard deviation
n = sample size

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Sampling Distribution Properties

Normal Population
μx = μ Distribution

μ x
(i.e. xis unbiased ) Normal Sampling
Distribution
(has the same mean)

μx
x
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Sampling Distribution Properties (continued)

As n increases, Larger
σ x decreases sample size

Smaller
sample size

μ x
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Determining An Interval Including A

Fixed Proportion of the Sample Means
Find a symmetrically distributed interval around µ
that will include 95% of the sample means when µ = 368,
σ = 15, and n = 25.
– Since the interval contains 95% of the sample means
5% of the sample means will be outside the interval.
– Since the interval is symmetric 2.5% will be above
the upper limit and 2.5% will be below the lower
limit.
– From the standardized normal table, the Z score with
2.5% (0.0250) below it is -1.96 and the Z score with
2.5% (0.0250) above it is 1.96.
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Determining An Interval Including A

Fixed Proportion of the Sample Means (continued)

⚫ Calculating the lower limit of the interval:

σ 15
XL = μ +Z = 368 + (−1.96) = 362.12
n 25
⚫ Calculating the upper limit of the interval:
σ 15
XU = μ + Z = 368 + (1.96) = 373.88
n 25
⚫ Based on samples of size 25, the sample means in
95% of all samples are between 362.12 and 373.88.

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Sample Mean Sampling Distribution:

If the Population is not Normal
⚫ We can apply the Central Limit Theorem:

– Even if the population is not normal,

– …sample means from the population will be
approximately normal as long as the sample size
is large enough.

Properties of the sampling distribution:

σ
μx = μ σx =
n
and
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Central Limit Theorem

the sampling
As the n↑ distribution of
sample the sample
size gets mean becomes
large almost normal
enough… regardless of
shape of
population.

x
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Sample Mean Sampling Distribution:

If the Population is not Normal (continued)
Population Distribution
Sampling distribution
properties:
Central Tendency

μx = μ μ x
Sampling Distribution
Variation
σ (becomes normal as n increases)
σx = Smaller
Larger
sample
n sample size size

μx x
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How Large is Large Enough?

⚫ For most distributions, n > 30 will give a

sampling distribution that is nearly normal.
⚫ For fairly symmetric distributions, n > 15 is large
enough.
⚫ For a normal population distribution, the sampling
distribution of the mean is always normally
distributed.

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Example

⚫ Suppose a population has mean μ = 8 and

standard deviation σ = 3. Suppose a random
sample of size n = 36 is selected.

⚫ What is the probability that the sample mean is

between 7.8 and 8.2?

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Example
(continued)

Solution:
⚫ Even if the population is not normally distributed,
the central limit theorem can be used (n > 30).
⚫ … so the sampling distribution of x is
approximately normal.
⚫ … with mean μx = 8 .
σ 3
⚫ …and standard deviation σ x = = = 0.5 .
n 36

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Example (continued)

Solution (continued):
 
 7.8 - 8 X -μ 8.2 - 8 
P(7.8  X  8.2) = P   
 3 σ 3 
 36 n 36 
= P(-0.4  Z  0.4) = 0.6554 - 0.3446 = 0.3108

Population Sampling Standard Normal

Distribution Distribution Distribution
???
? ??
? ? Sample Standardize
? ? ?
?
-0.4 0.4
μ=8 X 7.8
μX = 8
8.2
x μz = 0 Z

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7.3 Sampling Distribution of the

Proportion

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Population Proportions
π = the proportion of the population having
some characteristic.
⚫ Sample proportion (p) provides an estimate of π:
X number of items in the sample having the characteristic of interest
p= =
n sample size
⚫ 0 ≤ p ≤ 1.
⚫ p is approximately distributed as a normal distribution when
n is large.
(assuming sampling with replacement from a finite population or without
replacement from an infinite population.)

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Sampling Distribution of p
⚫ Approximated by a
normal distribution if: Sampling Distribution
P( ps)
.3
– .2
n  5 .1
0
and 0 .2 .4 .6 8 1 p
n(1 −  )  5

π(1− π )
where μp = π σp =
n
and
(where π = population proportion)
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Z-Value for Proportions

Standardize p to a Z value with the formula:

p − p −
Z= =
σp  (1−  )
n

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Example

⚫ If the true proportion of voters who support

Proposition A is π = 0.4, what is the probability
that a sample of size 200 yields a sample proportion
between 0.40 and 0.45?

◼ i.e.: if π = 0.4 and n = 200, what is

P(0.40 ≤ p ≤ 0.45) ?

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Example
(continued)

⚫ if π = 0.4 and n = 200, what is

P(0.40 ≤ p ≤ 0.45) ?

 (1−  ) 0.4(1− 0.4)

Find σ p : σ p = = = 0.03464
n 200

Convert to  0.40 − 0.40 0.45 − 0.40 

P(0.40  p  0.45) = P Z 
standardized  0.03464 0.03464 
normal:
= P(0  Z  1.44)

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Example (continued)

⚫ if π = 0.4 and n = 200, what is

P(0.40 ≤ p ≤ 0.45)?
Utilize the cumulative normal table:
P(0 ≤ Z ≤ 1.44) = 0.9251 – 0.5000 = 0.4251
Standardized
Sampling Distribution Normal Distribution

0.4251

Standardize

0.40 0.45 0 1.44

p Z

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Chapter Summary

In this chapter we discussed:

⚫ The concept of a sampling distribution.
⚫ Computing probabilities related to the sample mean
and the sample proportion.
⚫ The importance of the Central Limit Theorem.

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