Unit-5
Sampling Distributions
A sampling distribution refers to the probability distribution of a given
statistic (such as the mean, variance, or proportion) calculated from a sample
of a population.
It helps us understand how a statistic behaves when we repeatedly take
random samples from the same population.
Note:
Population vs. Sample:
Population: The entire group of individuals or items that you are interested in
studying.
Sample: A subset of the population selected for study. Since it is often
impractical to study the entire population, we use samples to make inferences.
Standard Error (SE): The standard error is the standard deviation of a
sampling distribution. It measures the variability of the statistic (like the
sample mean) from sample to sample.
Standard Error,
𝝈
S.E. =
𝑋 √𝒏
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Standard Error (SE)
Definition:
The standard deviation of the sampling distribution is called the standard
error. It is so called because it measures the sampling variability due to
chance or random forces.
Standard error measures the amount of discrepancy that can be expected in a
sample estimate compared to the true value in the population.
Therefore, the smaller the standard error the better. In fact, a standard error
of zero (or close to it) would indicate that the estimated value is exactly the
true value.
Formula and Calculation of Standard Error
Standard Error,
𝝈
S.E. =
𝑋 √𝒏
Where:
σ= The population standard deviation
√𝑛 = The square root of the sample size
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Tests of significance
1. Test of Significance for Attributes.
(i) Tests for Number of Successes
S.E. of Number of Successes = √𝑛𝑝𝑞
(ii) Tests for Proportion of Successes
𝑝𝑞
S.E. of Proportion of Successes=√
𝑛
(iii) Tests for Difference between Proportions
1 1
S.E. of Difference Proportions =√𝑝𝑞( + )
𝑛1 𝑛2
𝑥1+𝑥2
where, p =
𝑛1+𝑛2
2. Tests of Significance for Variables (Large Samples)
𝜎
S.E. =
𝑋 √𝑛
𝜎12 𝜎22
S.E. ( - ) =√ + )
𝑋1 𝑋2 𝑛1 𝑛2
𝜎12 𝜎22
S.E. (𝛔1 - 𝛔2) =√ + )
2𝑛1 2𝑛2
1−𝑟 2
S.E. ˠ =
√𝑛
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3. Tests of Significance for Variables (Small Samples)
(i) To test the significance of the mean of a random sample
𝑋− 𝜇
t=
𝑆
√𝑛
where, v = n-1
(ii) To test the significance of the difference of the means of two samples
𝑋1−𝑋2 𝑛1𝑛2
t= ∗ √
𝑆 𝑛1+𝑛2
where, v = n1 +n2 = 2
(iii) To test the difference of the means of two samples which are not independent
𝑑 √𝑛
t=
𝑆
where, v = n-1
(iv) To test the significance of an observed correlation coefficient
𝑟
t= * √𝑛 − 2
√1−𝑟 2
where, v = n-2
The variance Ratio Test – F- Test
∑(𝑋1−𝑋1)2
Where, S12 = and
𝑛1−1
∑(𝑋2−𝑋2)2
S22 =
𝑛2−1
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Chi-Square
The Chi-Square statistic is a measure of the discrepancy between observed
and expected frequencies.
It is calculated as:
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F- Distributions with respect to Mean, Variance
Definition:
The F-distribution is defined as the distribution of the ratio of two scaled
chi-square random variables, each divided by their respective degrees of
freedom (df).
The F-distribution is a probability distribution that arises frequently in the
analysis of variance (ANOVA), regression analysis, and hypothesis testing,
particularly when comparing variances across different groups. It is
associated with the ratio of two independent chi-square-distributed
variables, and it is mainly used to compare variances and to test the overall
fit of models.
Mathematically, the F-distribution is:
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Mean and Variance of the F-Distribution:
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Example-1
Calculate standard error of mean from the following data showing the amount paid
by 100 firms in kolkata on the occasion of Durga Puja:
Amount paid
39 49 59 69 79 89 99
(Rs ‘000
[Link] firms 2 3 11 20 32 25 7
Solution:
Calculate standard Error of Mean
Formula
Standard Error of Mean,
𝜎
S.E. =
𝑋 √𝑛
Standard Deviation
∑𝑓𝑑 2
∑𝑓𝑑 2
𝑆. 𝐷, 𝜎 = √ −( ) *i
𝑁 𝑁
𝑋−𝐴
Where, d =
𝑖
8
(𝑋−𝐴)
d=
𝑖
(𝑋−69)
X f d=
10
d2 fd fd2
39 2 -3 9 -6 18
49 3 -2 4 -6 12
59 11 1 1 -11 11
69 20 0 0 0 0
59 32 1 1 32 32
79 25 2 4 50 100
89 7 3 9 21 63
∑ f d =80 ∑ f d 2 = 236
N=100
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∑𝑓𝑑 2 ∑𝑓𝑑 2
𝑆. 𝐷, 𝜎 = √ −( ) *i
𝑁 𝑁
236 80 2
= √ −( ) * 10
100 100
= √2.36 − 0.64 * 10
= √1.72 * 10
= 1.311 * 10
∴ 𝑆. 𝐷, 𝜎 = 13.11
𝜎
S.E. =
𝑋 √𝑛
13.11
=
√100
13.11
= 10
∴ S.E. = 1.311
𝑋
Answer:
S.E. = 1.311
𝑋
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Example-2
A random sample of size 16 has 53 as mean. The sum of the squares of the
derivatives taken from mean is 135. Can this sample be regarded as taken from the
population having 56 as mean? Obtain 95% and 99% confidence limits of the
mean of the population
(For v = 15 , t 0.05 =2.13 , for v = 15, t 0.01 =2.95)
Solution:
Let us take the hypothesis that there is no significant difference between the
sample mean and hypothetical population mean.
Applying t test:
Formula,
𝑋− 𝜇
t=
𝑆
√𝑛
where, v = n-1
Given data,
𝑋
𝑋= 53, μ = 56, n = 16, Σ(Χ - 𝑋 )² = 135
Σ(Χ − 𝑋 )² 135
S=√ =√ =3
𝑛−1 15
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𝑋− 𝜇
t=
𝑆
√𝑛
53−56
=
3
√16
∴t = 4
v = n-1
= 16-1
= 15 (For v = 15 , t 0.05 =2.13)
The calculated value of t is more than table value. The hypothesis rejected. Hence,
the sample has not come from a population having 56 as mean.
95% confidence limits of the population mean
𝑆
=𝑋± t 0.05
√𝑛
3
= 53 ± * 2.13
√16
= 53 ± 1.6
= 51.4 to 54.6
99% confidence limits of the population mean
𝑆
=𝑋± t 0.01
√𝑛
3
= 53 ± * 2.95
√16
= 53 ± 2.212
= 50.788 to 55.212
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