Msb14e PPT ch05
Msb14e PPT ch05
Sampling
Distributions
A LWAY S L E A R N I N G Copyright © 2022, 2018, and 2014 Pearson Education, Inc. Slide - 1
Content
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
A LWAY S L E A R N I N G Copyright © 2022, 2018, and 2014 Pearson Education, Inc. Slide - 3
5.1
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
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.
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
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 LWAY S L E A R N I N G Copyright © 2022, 2018, and 2014 Pearson Education, Inc. Slide - 12
Estimates
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
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
A LWAY S L E A R N I N G Copyright © 2022, 2018, and 2014 Pearson Education, Inc. Slide - 20
Theorem 5.1
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
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 .
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
A LWAY S L E A R N I N G Copyright © 2022, 2018, and 2014 Pearson Education, Inc. Slide - 33
Sample Proportion
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
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
A LWAY S L E A R N I N G Copyright © 2022, 2018, and 2014 Pearson Education, Inc. Slide - 36
Key Ideas
A LWAY S L E A R N I N G Copyright © 2022, 2018, and 2014 Pearson Education, Inc. Slide - 37
Key Ideas
A LWAY S L E A R N I N G Copyright © 2022, 2018, and 2014 Pearson Education, Inc. Slide - 38