The Sampling Distribution of the Mean

January 9, 2021

Contents
ˆ The Central Limit Theorem
ˆ The sampling distribution of the mean of IQ scores
ˆ Example 1
ˆ Example 2
ˆ Example 3
ˆ Questions

Happy birthday to Jasmine Nichole Morales!

This tutorial should be easy to understand if you understand the z-table tutorial and the
normal distribution tutorial.

In science, we often want to estimate the mean of a population. But all we can typically do
is sample members of the population and calculate sample means. How well does a sample
mean represent the population mean?

The mean is an unbiased statistic, which means that on average a sample mean will be
equal to the population mean. Of course, any given sample mean will typically be different
from the population mean, but since it’s unbiased we can be sure that it won’t on average
be higher or lower than the population mean.

How close is a typical sample mean to the population mean? You probably have the intuition
that this answer depends on the size of the sample. The larger the sample, the more confident
you can be that your sample mean is close to the population mean.

The Central Limit Theorem

The Central Limit Theorem is a formal description of this intuition. It’s a theorem that
tells you about the distribution of sample means.

Let’s take a moment to think about the term ”distribution of sample means”. Every time
you draw a sample from a population, the mean of that sample will be different. Some
means will be more likely than other means. So it makes sense to think about means has
having their own distribution, which we call the sampling distribution of the mean.
The Central Limit Theorem tells us how the shape of the sampling distribution of the mean
relates to the distribution of the population that these means are drawn from.

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To define some terms, if samples from a population are labeled with the variable X, we
define the parameters of mean as µx and the standard deviation as σx . Remember, the
greek letter is the parameter, and the subscript is the name of the thing that we’re talking
about.

Now consider the sampling distribution of the mean. You know that sample means are
written as x̄. Using the same notation, the sampling distribution of the mean has its own
mean, called µx̄ , and its own standard deviation, called σx̄ .

There are three parts to the Central Limit Theorem:

1) The sampling distribution of the mean will have the same mean as the population mean.
Formally, we state: µx̄ = µx .

This just means what I said earlier, that the mean is unbiased, so that sample means will
be, on average, equal to the population mean.

2) For a sample size n, the standard deviation of the sampling distribution of the mean will
be σx̄ = √σx .
n

The name for σx̄ is sometimes shortened to the standard error of the mean, and some-
times shortened even more to ’s.e.m.’.
√
This is a formalization of the intuition above. Since n is in the denominator, it means
that as your sample size gets bigger, the standard deviation of the distribution of means,
σx̄ , gets smaller. So as you increase sample size, any given sample mean will be on average
closer to the population mean.

3) The sampling distribution of the mean will tend to be close to normally distributed.
Moreover, the sampling distribution of the mean will tend towards normality as (a) the
population tends toward normality, and/or (b) the sample size increases.

This last part is the most remarkable. It means that even if the population is not normally
distributed, the sampling distribution of the mean will be roughly normal if your sample
size is large enough.

The Central Limit Theorem is powerful because, as we’ve learned from previous chapters,
if you know that a distribution is normal, and you know its mean and standard deviation,
then you know everything about this distribution.

This is why we’ve been doing all this work converting scores to z-scores and looking things
up in Table A. In science, we typically grab samples and calculate means to get an estimate
of the population mean. With the Central Limit Theorem, we can now say something about
how close a given mean should be to the population mean.

The sampling distribution of the mean of IQ scores

Here is the distribution of IQ scores which are normally distributed with a mean µx of 100
and a standard deviation σx of 15:

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 55 70 85 100 115 130 145
IQ

Suppose you repeatedly drew 25 samples from this distribution and calculated the mean each
time. According to the Central Limit Theorem, the means will be distributed normally too,
and will have a mean µx̄ equal to the population mean µx = 100 and a standard deviation
σ
of σx̄ = √x̄ = √15 = 3.
n 25

55 70 85 100 115 130 145

Mean IQ

Notice that the sampling distribution of the mean is normal, and notice also how tight it is.
It’s much less likely to get a mean IQ of, say 115, than it is for an indivdual to have this
IQ.

Think about what the sampling distribution of the mean will look like if we had a larger or
smaller sample size. What about a sample size of 1?

Now we can cash in on all the work we’ve put into calculating areas under normal distribu-
tions. Because of the Central Limit Theorem, we can estimate how close our sample mean
should be to the population mean, in terms of probabilities.

Example 1
What is the probability that a mean drawn from a sample of 25 IQ scores will exceed 103

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points?

All we need to do is convert our score of 103 to a z score and use Table A. This is just like
the problems that we did earlier, but we’re now talking about x̄ instead of X.

Remember to convert to a z score, we first subtract the mean and then divide by the standard
deviation. But now, the mean is µx̄ and the standard deviation is σx̄ .

X−µx̄ X−µx 103−100 = 1

z= σx̄ = √
σx = 3
n

area =0.1587

91 94 97 100 103 106 109

Mean IQ

area =0.1587

-3 -2 -1 0 1 2 3
z
1

From table A, the area under the standard normal distribution above z = 1 is 0.1587. So
the probability of obtaining a mean of 103 or more is 0.1587.

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Example 2
Suppose you measure the heights of 100 randomly sampled women from a population that
has a standard deviation of 64 inches and a standard deviation of 2.5 inches. For what mean
height will 5% of the heights fall above?

We need to first find the z-score for which 5% of the area under the standard normal
distribution lies above. Using table A, z = 1.64.

area =0.05

-3 -2 -1 0 1 2 3
z
1.64

To convert this to the distribution of mean heights, we use the Central Limit Theorem.
With a sample size of 100, we can assume that mean heights will be normally distributed
with a mean of 64 and a standard deviation of σx̄ = √2.5 = 0.25.
100
So our desired mean height will be:
σx = 64 + (1.64)(0.25) = 64.41
x̄ = µx̄ + zσx̄ = µx + z √
n

area =0.05

64.41
63.25 63.5 63.75 64 64.25 64.5 64.75
Mean Height (in)

So we can conclude that 5% of the mean heights will fall above a mean of 64.41 inches.

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Example 3
When drawing 16 samples from a distribution of IQ’s, what is the range of means that will
cover the middle 95% of sample means?

This time we work the other way around. We first find the z-scores for which the tails of
the standard normal contain 100−95
2 = 2.5% of the population.

area =0.025 area =0.025

-1.96
-3 -2 -1 0 1 2 3
z
1.96

From table A, this corresponds to z-scores of plus or minus 1.96.

We then convert these z-scores to mean IQ scores, knowing that the standard error of the
σx = √15 = 3.75.
mean is σx̄ = √
n 16

area =0.025 area =0.025

92.65
88.75 92.5 96.25 100 103.75 107.5 111.25
Mean IQ

The range of mean IQ scores will therefore be between:

µx − zσx̄ = 100-(1.96)(3.75) = 92.65

and

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µx + zσx̄ = 100+(1.96)(3.75) = 107.35

In other words, for a sample size of 16, we can expect to obtain a mean IQ between 92.65
and 107.35 points 95% of the time.

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Questions
Your turn again. Here are 10 questions and answers, including R commands. See how similar
these problems are to those in the normal distribution tutorial. The main differences is that
since talking about distributions of means, we’re using standard errors of the mean instead
of standard deviations.

1) Suppose you draw 23 samples a population with mean of 32 and a standard deviation of
2.5.
What is the probability of obtaining a mean of 33 or less?

Given µx = 32 and σx = 2.5, Find P r(x̄ < 33)

σx̄ = √σx = √2.5 = 0.5213

n 23
x̄−µx 33−32
z= σ = 0.5213 = 1.9183
x̄
P r(z < 1.9183) = 0.9725

Answer: p = 0.9725

sem <- 2.5/sqrt(23)

print(sem)
[1] 0.521286
p <- pnorm(33,32,sem)
print(p)
[1] 0.9724656

2) Suppose you draw 21 samples a population with mean of 78 and a standard deviation of
8.8.
What is the probability of obtaining a mean of 78.2 or more?

Given µx = 78 and σx = 8.8, Find P r(x̄ > 78.2)

σx̄ = √σx = √
8.8 = 1.9203
n 21
x̄−µx 78.2−78
z= σ = 1.9203 = 0.1042
x̄
P r(z > 0.1042) = 0.4585

Answer: p = 0.4585

sem <- 8.8/sqrt(21)

print(sem)
[1] 1.920317
p <- 1-pnorm(78.2,78,sem)
print(p)

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[1] 0.4585254

3) Suppose you draw 43 samples a population with mean of 103 and a standard deviation
of 5.8.
For what mean do 7.08 percent of the sample means fall below?

Given µx = 103 and σx = 5.8, find x̄ so that P r(x̄ < µx ) = 0.0708

P r(z < −1.4698) = 0.0708, so z = −1.4698

σx = √
σx̄ = √ 5.8 = 0.8845
n 43
x̄ = µx + (z)(σx̄ ) = 103 + (−1.4698)(0.8845) = 101.7

Answer: x̄ = 101.7

sem <- 5.8/sqrt(43)

print(sem)
[1] 0.8844917
x <- qnorm(0.0708,103,sem)
print(x)
[1] 101.6999

4) Suppose you draw 46 samples a population with mean of 62 and a standard deviation of
10.3.
For what mean do 44.76 percent of the sample means fall above?

Given µx = 62 and σx = 10.3, find x̄ so that P r(x̄ > µx ) = 0.5524

P r(z > 0.1317) = 0.4476, so z = 0.1317

σx = √
σx̄ = √ 10.3 = 1.5187
n 46
x̄ = µx + (z)(σx̄ ) = 62 + (0.1317)(1.5187) = 62.2

Answer: x̄ = 62.2

sem <- 10.3/sqrt(46)

print(sem)
[1] 1.518652
x <- qnorm(0.5524,62,sem)
print(x)
[1] 62.20005

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5) Suppose you draw 26 samples a population with mean of 13 and a standard deviation of
2.5.
What range of means covers the middle 65.83 percent of means?

Given µx = 13, σx = 2.5, and p = 0.6583

The area in each tail is: 1−0.6583

2 = 0.17085

P r(z > 0.9508) = 0.17085, so z = −0.9508

σx = √
σx̄ = √ 2.5 = 0.4903
n 26
x̄1 = µx − (z)(σx̄ ) = 13 − (0.9508)(0.4903) = 12.53

x̄2 = µx + (z)(σx̄ ) = 13 + (0.9508)(0.4903) = 13.47

Answer: 65.83 percent of the means fall between 12.53 and 13.47.

sem <- 2.5/sqrt(26)

print(sem)
[1] 0.4902903
p <- (1-0.6583)/2
print(p)
[1] 0.17085
x <- c(qnorm(p,13,sem),qnorm(1-p,13,sem))
print(x)
[1] 12.53383 13.46617

6) Suppose you draw 24 samples a population with mean of 63 and a standard deviation of
8.7.
What is the probability of obtaining a mean of 58.8 or less?

Given µx = 63 and σx = 8.7, Find P r(x̄ < 58.8)

σx̄ = √σx = √8.7 = 1.7759

n 24
x̄−µx
z= σ = 58.8−63
1.7759 = −2.365
x̄
P r(z < −2.365) = 0.009

Answer: p = 0.009

sem <- 8.7/sqrt(24)

print(sem)
[1] 1.77588
p <- pnorm(58.8,63,sem)
print(p)

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[1] 0.009014437

7) Suppose you draw 23 samples a population with mean of 11 and a standard deviation of
5.8.
What is the probability of obtaining a mean of 13.4 or more?

Given µx = 11 and σx = 5.8, Find P r(x̄ > 13.4)

σx̄ = √σx = √
5.8 = 1.2094
n 23
x̄−µx 13.4−11
z= σ = 1.2094 = 1.9845
x̄
P r(z > 1.9845) = 0.0236

Answer: p = 0.0236

sem <- 5.8/sqrt(23)

print(sem)
[1] 1.209384
p <- 1-pnorm(13.4,11,sem)
print(p)
[1] 0.02360107

8) Suppose you draw 21 samples a population with mean of 17 and a standard deviation of
6.2.
For what mean do 81.24 percent of the sample means fall below?

Given µx = 17 and σx = 6.2, find x̄ so that P r(x̄ < µx ) = 0.8124

P r(z < 0.8869) = 0.8124, so z = 0.8869

σx = √
σx̄ = √ 6.2 = 1.353
n 21
x̄ = µx + (z)(σx̄ ) = 17 + (0.8869)(1.353) = 18.2

Answer: x̄ = 18.2

sem <- 6.2/sqrt(21)

print(sem)
[1] 1.352951
x <- qnorm(0.8124,17,sem)
print(x)
[1] 18.19976

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9) Suppose you draw 35 samples a population with mean of 79 and a standard deviation of
7.9.
For what mean do 61.78 percent of the sample means fall above?

Given µx = 79 and σx = 7.9, find x̄ so that P r(x̄ > µx ) = 0.3822

P r(z > −0.2996) = 0.6178, so z = −0.2996

σx = √
σx̄ = √ 7.9 = 1.3353
n 35
x̄ = µx + (z)(σx̄ ) = 79 + (−0.2996)(1.3353) = 78.6

Answer: x̄ = 78.6

sem <- 7.9/sqrt(35)

print(sem)
[1] 1.335344
x <- qnorm(0.3822,79,sem)
print(x)
[1] 78.59979

10) Suppose you draw 28 samples a population with mean of 103 and a standard deviation
of 10.5.
What range of means covers the middle 1.33 percent of means?

Given µx = 103, σx = 10.5, and p = 0.0133

The area in each tail is: 1−0.0133

2 = 0.49335

P r(z > 0.0167) = 0.49335, so z = −0.0167

σx = √
σx̄ = √ 10.5 = 1.9843
n 28
x̄1 = µx − (z)(σx̄ ) = 103 − (0.0167)(1.9843) = 102.97

x̄2 = µx + (z)(σx̄ ) = 103 + (0.0167)(1.9843) = 103.03

Answer: 1.33 percent of the means fall between 102.97 and 103.03.

sem <- 10.5/sqrt(28)

print(sem)
[1] 1.984313
p <- (1-0.0133)/2
print(p)
[1] 0.49335
x <- c(qnorm(p,103,sem),qnorm(1-p,103,sem))
print(x)

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[1] 102.9669 103.0331

area =0.025 area =0.025

92.65
88.75 92.5 96.25 100 103.75 107.5 111.25
Mean IQ

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