Chapter 8
Sampling Distribution
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 8-1
Chapter Goals
After completing this chapter, you should be
able to:
Define the concept of a sampling distribution
Determine the mean and standard deviation for the
sampling distribution of the sample mean, X
Sampling distribution of means
__
Central Limit Theorem
Sampling distribution of S2
Sampling distribution of ps
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 8-2
Sampling Distributions
A sampling distribution is a
distribution of all of the possible
values of a statistic for a given size
sample selected from a population
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 8-3
Sampling Distribution
Assume there is a population
Population size N=4
Random variable, X,
is age of individuals
Values of X: 18, 20,
22, 24 (years)
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 8-4
Sampling Distribution
(continued)
Summary Measures for the Population Distribution:
P(x)
.3
18 20 22 24
21
4
(X )
i
.2
.1
0
2.236
18
20
22
24
Uniform Distribution
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 8-5
Sampling Distribution
(continued)
Now consider all possible samples of size n=2
16 Sample
Means
1st 2nd Observation
Obs 18 20 22 24
18 18 19 20 21
20 19 20 21 22
16 possible samples
(sampling with
replacement)
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
22 20 21 22 23
24 21 22 23 24
Chap 8-6
Sampling Distribution
(continued)
Sampling Distribution of All Sample Means
Sample Means
Distribution
16 Sample Means
1st 2nd Observation
Obs 18 20 22 24
18 18 19 20 21
20 19 20 21 22
22 20 21 22 23
P(X)
.3
.2
.1
24 21 22 23 24
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
18 19
20 21 22 23
(no longer uniform)
24
Chap 8-7
Sampling Distribution
(continued)
Summary Measures of this Sampling Distribution:
18 19 21 24
21
16
2
(
X
)
i
(18 - 21)2 (19 - 21)2 (24 - 21)2
1.58
16
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 8-8
Comparing the Population with its
Sampling Distribution
Population
N=4
21
Sample Means Distribution
n=2
X 21
2.236
P(X)
.3
P(X)
.3
.2
.2
.1
.1
X 1.58
18
20
22
24
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
18 19
20 21 22 23
24
X
Chap 8-9
Sampling Distributions
Sampling
Distributions
Sampling
Distributions
of the
Mean
Sampling
Distributions
of the
Variance
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Sampling
Distributions
of the
Proportion
Chap 8-10
Sampling Distributions of the Mean
Sampling
Distributions
Sampling
Distributions
of the
Mean
Sampling
Distributions
of the
Variance
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Sampling
Distributions
of the
Proportion
Chap 8-11
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:
X
n
Note that the standard error of the mean decreases as
the sample size increases
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 8-12
If the Population is Normal
If a population is normal with mean and
standard deviation , the sampling distribution
of X is also normally distributed with
and
X
n
(This assumes that sampling is with replacement or
sampling is without replacement from an infinite population)
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 8-13
Z-value for Sampling Distribution
of the Mean
Z-value for the sampling distribution of X :
where:
( X X )
X
( X )
X = sample mean
= population mean
= population standard deviation
n = sample size
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 8-14
Finite Population Correction
Apply the Finite Population Correction if:
the sample is large relative to the population
(n is greater than 5% of N)
and
Sampling is without replacement
Then
( X )
Z
Nn
n N 1
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 8-15
Sampling Distribution Properties
(i.e.
x is unbiased )
Normal Population
Distribution
Normal Sampling
Distribution
(has the same mean)
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 8-16
Sampling Distribution Properties
(continued)
For sampling with replacement:
As n increases,
Larger
sample size
x decreases
Smaller
sample size
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
x
Chap 8-17
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:
and
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
x
n
Chap 8-18
Central Limit Theorem
As the
sample
size gets
large
enough
the sampling
distribution
becomes
almost normal
regardless of
shape of
population
x
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 8-19
If the Population is not Normal
(continued)
Sampling distribution
properties:
Population Distribution
Central Tendency
x
Variation
x
n
Sampling Distribution
(becomes normal as n increases)
Larger
sample
size
Smaller
sample size
(Sampling with
replacement)
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
x
Chap 8-20
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
For normal population distributions, the
sampling distribution of the mean is always
normally distributed
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 8-21
Example
Suppose a population has mean = 8 and
standard deviation = 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?
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 8-22
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
approximately normal
with mean
is
= 8
x
and standard deviation
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
3
x
0.5
n
36
Chap 8-23
Example
(continued)
Solution (continued):
X -
7.8 - 8
8.2 - 8
P(7.8 X 8.2) P
36
n
36
P(-0.4 Z 0.4) 0.3830
Population
Distribution
???
?
??
?
?
?
?
?
Sampling
Distribution
Standard Normal
Distribution
Sample
.1915
+.1915
Standardize
7.8
X 8
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
8.2
-0.4
z 0
0.4
Z
Chap 8-24
Sampling Distributions of the S2
If S2 is the variance of a random sample of size n taken
from a normal population having the variance 2, then
Chi-square statistic is:
(n 1) S
(X X )
i 1
where:
the distribution with v = n 1 degrees of freedom.
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 8-25
Sampling Distributions of the S2
The 2 test statistic approximately follows a chisquared distribution with one degree of freedom
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 8-26
Sampling Distributions of Proportion
Sampling
Distributions
Sampling
Distributions
of the
Mean
Sampling
Distributions
of the
Variance
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Sampling
Distributions
of the
Proportion
Chap 8-27
Sampling Distributions of p
p = the proportion of the population having
some characteristic
Sample proportion ( ps ) provides an estimate
of p:
ps
X
number of items in the sample having the characteristic of interest
n
sample size
0 ps 1
ps has a binomial distribution
(assuming sampling with replacement from a finite population or
without replacement from an infinite population)
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 8-28
Sampling Distribution of p
Approximated by a
normal distribution if:
P( ps)
np 5
.3
.2
.1
0
and
n(1 p) 5
where
ps p
and
ps
Sampling Distribution
.2
.4
.6
ps
p(1 p)
(where p = population proportion)
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 8-29
Z-Value for Proportions
Standardize ps to a Z value with the formula:
ps p
Z
ps
If sampling is without replacement
and n is greater than 5% of the
population size, then p must use
the finite population correction
factor:
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
ps p
p(1 p)
n
ps
p(1 p) N n
n
N 1
Chap 8-30
Example
If the true proportion of voters who support
Proposition A is p = .4, what is the probability
that a sample of size 200 yields a sample
proportion between .40 and .45?
i.e.: if p = .4 and n = 200, what is
P(.40 ps .45) ?
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 8-31
Example
(continued)
Find ps :
if p = .4 and n = 200, what is
P(.40 ps .45) ?
ps
p(1 p)
.4(1 .4)
.03464
n
200
Convert to
.45 .40
.40 .40
P(.40 p s .45) P
Z
standard
.03464
.03464
normal:
P(0 Z 1.44)
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 8-32
Example
(continued)
if p = .4 and n = 200, what is
P(.40 ps .45) ?
Use standard normal table:
P(0 Z 1.44) = .4251
Standardized
Normal Distribution
Sampling Distribution
.4251
Standardize
.40
.45
ps
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
1.44
Z
Chap 8-33
t-Distribution
Students t-Distribution
Population standard deviation is unknown
Sample size is not large enough
t value depends on degrees of freedom (d.f.)
d.f. = v = n - 1
The t-distribution is like the normal, but with greater spread
since both and have fluctuations due to sampling.
X
T
S/ n
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 8-34
Degrees of Freedom (df)
Idea: Number of observations that are free to vary after
sample mean has been calculated
Example: Suppose the mean of 3 numbers is 8.0
Let X1 = 7
Let X2 = 8
What is X3?
If the mean of these three
values is 8.0,
then X3 must be 9
(i.e., X3 is not free to vary)
Here, n = 3, so degrees of freedom = n 1 = 3 1 = 2
(2 values can be any numbers, but the third is not free to vary
for a given mean)
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 8-35
t-Distribution
Note: t
Z as n increases
Standard
Normal
(t with df = )
t (df = 13)
t-distributions are bellshaped and symmetric, but
have fatter tails than the
normal
t (df = 5)
0
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
t
Chap 8-36
t Table
Upper Tail Area
df
.25
.10
.05
1 1.000 3.078 6.314
Let: n = 3
df = n - 1 = 2
= .10
/2 =.05
2 0.817 1.886 2.920
/2 = .
3 0.765 1.638 2.353
The body of the table
contains t values, not
probabilities
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
05
2.920 t
Chap 8-37
t distribution values
With comparison to the Z value
Confidence
t
Level
(10 d.f.)
t
(20 d.f.)
t
(30 d.f.)
Z
____
.80
1.372
1.325
1.310
1.28
.90
1.812
1.725
1.697
1.64
.95
2.228
2.086
2.042
1.96
.99
3.169
2.845
2.750
2.57
Note: t
Z as n increases
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 8-38
F-Distribution
The F statistic is the ratio of two 2 random variables, each
divided by its number of degrees of freedom.
If S12 and S22 are the variances of samples of size n 1 and n2
taken from normal populations with variances 12 and 22, then
S
F
S
has an F-distribution with = n - 1 and = n - 1 degrees of freedom.
2
For the F-distribution table
1
f ( , )
f ( , )
Note that since the ratio is inverted, and are reversed.
1
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 8-39
F-Distribution Usage
The F-distribution is used in two-sample situations to draw
inferences about the population variances.
In an area of statistics called analysis of variance, sources
of variability are considered, for example:
Variability within each of the two samples.
Variability between the two samples (variability between
the means).
The overall question is whether the variability within the
samples is large enough that the variability between the
means is not significant.
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 8-40
Ex.8.54
PulI-strength tests on 10 soldered leads for a
semiconductor device yield the following results in
pounds force required to rupture the bond:
19.8 12.7 13.2 16.9 10.6
18.8 11.1 14.3 17.0 12.5
Another set of 8 leads was tested after encapsulation to
determine whether the pull strength has been increased
by encapsulation of the device, with the following results:
24.9 22.8 23.6 22.1 20.4 21.6 21.8 22.5
Comment on the evidence available concerning equality
of the two population variances.
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 8-41
Solution
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 8-42
Sampling Distribution Summary
Normal distribution: Sampling distribution of Xbar when is
known for any population distribution.
t-distribution: Sampling distribution of Xbar when is
unknown and S is used. Population must be normal.
Chi-square (2) distribution: Sampling distribution of S2.
Population must be normal.
F-distribution: The distribution of the ratio of two 2
random variables. Sampling distribution of the ratio of the
variances of two different samples. Population must be
normal.
Walpole,Probability and Statistics for Engineers & Scientists, 8th e., Pearson Edu.
Chap 8-43
