Sampling Distribution

Sebaran Penarikan Contoh

 Sampling Distributions
(Sebaran Penarikan Contoh)

Sampling
Distributions

Sampling Sampling
Distributions Distributions
of the of the
Mean Proportion
 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
 Developing a
Sampling Distribution
• Assume there is a population …
• Population size N=4 A B C D

• Random variable, X,
is age of individuals
• Values of X: 18, 20,
22, 24 (years)
 Developing a
Sampling Distribution
(continued)

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
 Developing a
Sampling Distribution
(continued)
Now consider all possible samples of size n=2
1st 2nd Observation
16 Sample
Obs 18 20 22 24
Means
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
 Developing a
Sampling Distribution
(continued)
Sampling Distribution of All Sample Means

16 Sample Means Sample Means

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

Summary Measures of this Sampling Distribution:

μX 
 X i

18  19  21    24
 21
N 16

σX 
 ( X i  μ X
) 2

(18 - 21)2  (19 - 21)2    (24 - 21)2

  1.58
16
 Comparing the Population with its
Sampling 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
 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:

σ
σX 
n
• Note that the standard error of the mean decreases as the
sample size increases
 If the Population is Normal
• If a population is normal with mean μ and
standard deviation σ, the sampling distribution of X
is also normally distributed with

σ
μX  μ and σX 
n
(This assumes that sampling is with replacement or
sampling is without replacement from an infinite population)
 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
 Sampling Distribution Properties

Normal Population

μx  μ Distribution

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

μx
x
 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?
 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
• …and standard deviation σ 3
σx    0.5
n 36
 Example
(continued)
Solution (continued):
 
 7.8 - 8 μ - μ 8.2 - 8 
P(7.8  μ X  8.2)  P  
X
3 σ 3 
 
 36 n 36 
 P(-0.5  Z  0.5)  0.3830
Population Sampling Standard Normal
Distribution Distribution Distribution .1915
??? +.1915
? ??
? ? Sample Standardize
? ? ?
?
-0.5 0.5
μ8 X 7.8
μX  8
8.2
x μz  0 Z