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Msb14e PPT ch05

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0% found this document useful (0 votes)
19 views38 pages

Msb14e PPT ch05

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thedailytalk010
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Chapter 5

Sampling
Distributions

A LWAY S L E A R N I N G Copyright © 2022, 2018, and 2014 Pearson Education, Inc. Slide - 1
Content

1. The Concept of a Sampling Distribution


2. Properties of Sampling Distributions:
Unbiasedness and Minimum Variance
3. The Sample Distribution of the Sample
Mean and the Central Limit Theorem
4. The Sampling Distribution of the Sample
Proportion

A LWAY S L E A R N I N G Copyright © 2022, 2018, and 2014 Pearson Education, Inc. Slide - 2
Where We’re Going

1. Establish that a sample statistic is a random


variable with a probability distribution
2. Define a sampling distribution as the probability
distribution of a sample statistic
3. Give two important properties of sampling
distributions
4. Learn that the sampling distribution of both the
sample mean and sample proportion tends to
be approximately normal

A LWAY S L E A R N I N G Copyright © 2022, 2018, and 2014 Pearson Education, Inc. Slide - 3
5.1

The Concept of a Sampling


Distribution

A LWAY S L E A R N I N G Copyright © 2022, 2018, and 2014 Pearson Education, Inc. Slide - 4
Parameter & Statistic
A parameter is a numerical descriptive measure of
a population. Because it is based on all the
observations in the population, its value is almost
always unknown.
A sample statistic is a numerical descriptive
measure of a sample. It is calculated from the
observations in the sample.

A LWAY S L E A R N I N G Copyright © 2022, 2018, and 2014 Pearson Education, Inc. Slide - 5
Population Parameters and
Sample Statistics
Population Sample
Parameter Statistic
Mean  x
Median  m
Variance 2 s2
Standard
Deviation  s
Binomial p ^
p
Proportion
A LWAY S L E A R N I N G Copyright © 2022, 2018, and 2014 Pearson Education, Inc. Slide - 6
Sampling Distribution

The sampling distribution of a sample


statistic calculated from a sample of n
measurements is the probability distribution
of the statistic.

A LWAY S L E A R N I N G Copyright © 2022, 2018, and 2014 Pearson Education, Inc. Slide - 7
Example: Coin-
Tossing Experiment
In a single toss of a fair coin, let x equal the
number of heads observed. Now consider a
sample of n = 2 tosses. Find the sampling
distribution of x, the sample mean.

For one coin toss, the result is either a head (H) or


a tail (T). Thus, the value of x is either x = 1 or x =
0. The four possible outcomes (sample points) for
two coin tosses and corresponding probabilities
are listed in the table (next slide). Assume the coin
is fair.
A LWAY S L E A R N I N G Copyright © 2022, 2018, and 2014 Pearson Education, Inc. Slide - 8
Example: Coin-
Tossing Experiment (cont)

The value of x for each outcome is also listed in


the table.
1 1
Now, P( x 1)  P( H H )  . Similarly, P( x 0)  P(T T )  .
4 4
Finally, P( x 0.5)  P( H T or T H )
1 1 1
 P ( H T )  P (T H )    .
4 4 2

A LWAY S L E A R N I N G Copyright © 2022, 2018, and 2014 Pearson Education, Inc. Slide - 9
Example: Coin-
Tossing Experiment (cont)
Finally, P( x 0.5)  P( H T or T H )
 P ( H T )  P (T H )
1 1 1
   .
4 4 2

Thus, the sampling distribution of x is:

A LWAY S L E A R N I N G Copyright © 2022, 2018, and 2014 Pearson Education, Inc. Slide - 10
5.2

Properties of Sampling
Distributions:
Unbiasedness and
Minimum Variance
A LWAY S L E A R N I N G Copyright © 2022, 2018, and 2014 Pearson Education, Inc. Slide - 11
Point Estimator

A point estimator of a population parameter is a


rule or formula that tells us how to use the
sample data to calculate a single number that
can be used as an estimate of the population
parameter.

A LWAY S L E A R N I N G Copyright © 2022, 2018, and 2014 Pearson Education, Inc. Slide - 12
Estimates

If the sampling distribution of a sample statistic


has a mean equal to the population parameter
the statistic is intended to estimate, the statistic
is said to be an unbiased estimate of the
parameter.
If the mean of the sampling distribution is not
equal to the parameter, the statistic is said to be
a biased estimate of the parameter.

A LWAY S L E A R N I N G Copyright © 2022, 2018, and 2014 Pearson Education, Inc. Slide - 13
Example: Biased and
Unbiased Estimators
The sampling distribution of the sample
mean x and the sample median m for
random samples of n = 3 dice rolls from a
population are defined by the following
probability distribution:

A LWAY S L E A R N I N G Copyright © 2022, 2018, and 2014 Pearson Education, Inc. Slide - 14
Example: Biased and
Unbiased Estimators
(cont)
The sampling distribution of the sample
mean x and m were found to be:

A LWAY S L E A R N I N G Copyright © 2022, 2018, and 2014 Pearson Education, Inc. Slide - 15
Example: Biased and
Unbiased Estimators
(cont)
a. Show that x is an unbiased estimator 
of .  1  6  2 5
E  x     xp  x   5    0    5    0.556
 9  9  9 9
and
E ( x )  (x ) p ( x )
 1   18   8 
 5     3.33     (5)  
 729   729   729 
0.556
Since E ( x )  , x is an unbiased estimator of  .
A LWAY S L E A R N I N G Copyright © 2022, 2018, and 2014 Pearson Education, Inc. Slide - 16
Example: Biased and
Unbiased Estimators
(cont)
b. Show that m is an biased estimator of  .
The expected value of the sample median m is
E m   mp m 
 25   612   92  335
 5    0    (5)  
 729   729   729  729
0.460

Since the expected value of m is not equal to  ,


the sample median m is a biased estimator of  .
A LWAY S L E A R N I N G Copyright © 2022, 2018, and 2014 Pearson Education, Inc. Slide - 17
5.3

The Sampling Distribution


of a Sample Mean and the
Central Limit Theorem

A LWAY S L E A R N I N G Copyright © 2022, 2018, and 2014 Pearson Education, Inc. Slide - 18
Properties of the Sampling
Distribution of x
1. Mean of the sampling distribution equals mean
of sampled population*, that is,
 x E x  .
2. Standard deviation of the sampling distribution
equals Standard deviation of sampled population
Square root of sample size

That is,  x  .
n
A LWAY S L E A R N I N G Copyright © 2022, 2018, and 2014 Pearson Education, Inc. Slide - 19
Standard Error of the Mean

The standard deviation  x is often referred


to as the standard error of the mean.

A LWAY S L E A R N I N G Copyright © 2022, 2018, and 2014 Pearson Education, Inc. Slide - 20
Theorem 5.1

If a random sample of n observations is


selected from a population with a normal
distribution, the sampling distribution of x
will be a normal distribution.

A LWAY S L E A R N I N G Copyright © 2022, 2018, and 2014 Pearson Education, Inc. Slide - 21
Central Limit Theorem
Consider a random sample of n observations
selected from a population (any probability
distribution) with mean μ and standard deviation .
Then, when n is sufficiently large, the sampling
distribution of x will be approximately a normal
distribution with mean  x   and standard
deviation  x  n . The larger the sample size,
the better will be the normal approximation to the
sampling distribution of x .

A LWAY S L E A R N I N G Copyright © 2022, 2018, and 2014 Pearson Education, Inc. Slide - 22
Large Samples Are Approach
Normal Distributions
How large must the sample size n be so that the
normal distribution provides a good approximation
for the sampling distribution of x ?
Generally speaking, the greater the skewness of
the sampled population distribution, the larger the
sample size must be.
For most sampled populations, sample sizes of
n 30 will suffice for the normal approximation to
be reasonable.

A LWAY S L E A R N I N G Copyright © 2022, 2018, and 2014 Pearson Education, Inc. Slide - 23
Sampling Distributions of the Mean

Sampling distributions of x for different populations and


different sample sizes (not to scale).
A LWAY S L E A R N I N G Copyright © 2022, 2018, and 2014 Pearson Education, Inc. Slide - 24
Example: Using Central Limit
Theorem to Find a Probability

Suppose we have selected a random sample


of n = 36 observations from a population with
mean equal to 80 and standard deviation
equal to 6. It is known that the population is
not extremely skewed.

A LWAY S L E A R N I N G Copyright © 2022, 2018, and 2014 Pearson Education, Inc. Slide - 25
Example: Using Central Limit
Theorem to Find a Probability (cont)
a. Sketch the relative frequency distributions for
the population and for the sampling distribution
of the sample mean, x .
The exact shape of the population relative
frequency distribution is unknown, but it should be
centered about  = 80, its spread is  = 6, and it is
not highly skewed.
One possible population relative frequency
distribution with the above values is shown on the
next slide.
A LWAY S L E A R N I N G Copyright © 2022, 2018, and 2014 Pearson Education, Inc. Slide - 26
Example: Using Central Limit
Theorem to Find a Probability (cont)
a. Sketch the relative frequency distributions for
the population and for the sampling distribution
of the sample mean, x .

Population relative frequency distribution

A LWAY S L E A R N I N G Copyright © 2022, 2018, and 2014 Pearson Education, Inc. Slide - 27
Example: Using Central Limit
Theorem to Find a Probability (cont)
a. Sketch the relative frequency distributions for
the population and for the sampling distribution
of the sample mean, x .
The sampling distribution will have mean and
standard deviation
6 
 x  80 and  x   1.
n 36
The sampling distribution of x is shown on the next
slide.

A LWAY S L E A R N I N G Copyright © 2022, 2018, and 2014 Pearson Education, Inc. Slide - 28
Example: Using Central Limit
Theorem to Find a Probability (cont)
a. Sketch the relative frequency distributions for
the population and for the sampling distribution
of the sample mean, x .

Sampling distribution of x
A LWAY S L E A R N I N G Copyright © 2022, 2018, and 2014 Pearson Education, Inc. Slide - 29
Example: Using Central Limit
Theorem to Find a Probability (cont)
b. Find the probability that x will be larger than 82.
The probability that x will exceed 82 is equal to the
darker shaded area in the figure.

x is approximately a
normally distributed
random variable, so find
the corresponding z
value to x 82.

A LWAY S L E A R N I N G Copyright © 2022, 2018, and 2014 Pearson Education, Inc. Slide - 30
Example: Using Central Limit
Theorem to Find a Probability (cont)
b. Find the probability that x will be larger than 82.
Let  x  and  x  n so that
(Normal random variable)  (Mean) x  x
z Standard deviation 
x
Then for x 82,
x  x 82  80
z  2
x 1

A LWAY S L E A R N I N G Copyright © 2022, 2018, and 2014 Pearson Education, Inc. Slide - 31
Example: Using Central Limit
Theorem to Find a Probability (cont)
b. Find the probability that x will be larger than 82.
Table II gives 0.4772 for z = 2.
The tail area corresponding to the probability that x
exceeds 82 is
P ( x  82)  P ( z  2)
0.5  0.4772
0.0228

A LWAY S L E A R N I N G Copyright © 2022, 2018, and 2014 Pearson Education, Inc. Slide - 32
5.4

The Sampling Distribution


of the Sample Proportion

A LWAY S L E A R N I N G Copyright © 2022, 2018, and 2014 Pearson Education, Inc. Slide - 33
Sample Proportion

Just as the sample mean is a good estimator of the


population mean, the sample proportion—denoted


— is a good estimator of the population
proportion p. How good the estimator is will
depend on the sampling distribution of the statistic.
x . similar to
This sampling distribution has properties
those of the sampling distribution of

A LWAY S L E A R N I N G Copyright © 2022, 2018, and 2014 Pearson Education, Inc. Slide - 34
Sample Distribution of p̂

1. Mean of the sampling distribution is equal to the


true binomial proportion, p; that is, E ( pˆ )  p.
Consequently, p̂ is an unbiased estimator of p.
2. Standard deviation of the sampling distribution is
equal to p (1  p ) / n ; that is,

 pˆ  p (1  p ) / n .
3. For large samples, the sampling distribution is
approximately normal. (A sample is considered
large if npˆ 15 and n(1  pˆ ) 15.)

A LWAY S L E A R N I N G Copyright © 2022, 2018, and 2014 Pearson Education, Inc. Slide - 35
Key Ideas

Properties of Probability Distributions


Sampling distribution of a statistic—the
theoretical probability distribution of the statistic in
repeated sampling

Unbiased estimator—a statistic with a sampling


distribution mean equal to the population
parameter being estimated

A LWAY S L E A R N I N G Copyright © 2022, 2018, and 2014 Pearson Education, Inc. Slide - 36
Key Ideas

Properties of Probability Distributions


Central Limit Theorem—the sampling distribution of
the sample mean, x, or the sample proportion, p̂ , is
approximately normal for large n

x is the minimum-variance unbiased estimator


(MVUE) of 
p̂ is the MVUE of p

A LWAY S L E A R N I N G Copyright © 2022, 2018, and 2014 Pearson Education, Inc. Slide - 37
Key Ideas

Generating the Sampling Distribution of


x

A LWAY S L E A R N I N G Copyright © 2022, 2018, and 2014 Pearson Education, Inc. Slide - 38

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