Introduction to Probability

and Statistics
Twelfth Edition

Robert J. Beaver • Barbara M. Beaver • William Mendenhall

Presentation designed and written by:

Barbara M. Beaver
Copyright ©2006 Brooks/Cole
A division of Thomson Learning, Inc.
 Introduction to Probability
and Statistics
Twelfth Edition

Chapter 7
Sampling Distributions

Some graphic screen captures from Seeing Statistics ® Copyright ©2006 Brooks/Cole
Some images © 2001-(current year) [Link] A division of Thomson Learning, Inc.
 Introduction
• Parameters are numerical descriptive measures for
populations.
– For the normal distribution, the location and shape
are described by and 
– For a binomial distribution consisting of n trials,
the location and shape are determined by p.
• Often the values of parameters that specify the exact
form of a distribution are unknown.
• You must rely on the sample to learn about these
parameters.

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 Sampling
Examples:
• A pollster is sure that the responses to his
“agree/disagree” question will follow a binomial
distribution, but p, the proportion of those who
“agree” in the population, is unknown.
• An agronomist believes that the yield per acre of a
variety of wheat is approximately normally
distributed, but the mean and the standard
deviation  of the yields are unknown.
 If you want the sample to provide reliable
information about the population, you must select
your sample in a certain way!
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 Simple Random Sampling
• The sampling plan or experimental
design determines the amount of
information you can extract, and often
allows you to measure the reliability of
your inference.
inference
• Simple random sampling is a method
of sampling that allows each possible
sample of size n an equal probability of
being selected.
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 Example
•There are 89 students in a statistics
class. The instructor wants to
choose 5 students to form a project
group. How should he proceed?
1.1. Give
Giveeach
eachstudent
studentaanumber
numberfrom
from01
01
to
to89.
89.
2.2. Choose
Choose55pairs
pairsof
ofrandom
randomdigits
digits
from
fromthe
therandom
randomnumber
numbertable.
table.
3.3. IfIfaanumber
numberbetween
between90
90and
and00
00isis
chosen,
chosen,choose
chooseanother
anothernumber.
number.
4.4. The
Thefive
fivestudents
studentswith
withthose
those
numbers
numbersform
formthe
thegroup.
group. Copyright ©2006 Brooks/Cole
A division of Thomson Learning, Inc.
Non-Random Sampling Plans
• There are several other sampling plans that do
not involve randomization.
randomization They should
NOT be used for statistical inference!
1.1. Convenience
Conveniencesample:
sample: AAsample
samplethat
thatcan
canbe
betaken
takeneasily
easily
without
withoutrandom
randomselection.
selection.
•• People
Peoplewalking
walkingby
byon
onthe
thestreet
street
2.2. Judgment
Judgmentsample:
sample:TheThesampler
samplerdecides
decideswho
whowill
willand
andwon’t
won’t
be
beincluded
includedin
inthe
thesample.
sample.
3.3. Quota
Quotasample:
sample:The
Themakeup
makeupofofthe
thesample
samplemust
mustreflect
reflectthe
the
makeup
makeupofofthe
thepopulation
populationon
onsome
someselected
selectedcharacteristic.
characteristic.
•• Race,
Race,ethnic
ethnicorigin,
origin,gender,
gender,etc.
etc. Copyright ©2006 Brooks/Cole
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 Sampling Distributions
•Numerical descriptive measures calculated
from the sample are called statistics.
statistics
•Statistics vary from sample to sample and
hence are random variables.
•The probability distributions for statistics are
called sampling distributions.
distributions
•In repeated sampling, they tell us what values
of the statistics can occur and how often each
value occurs.
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 Sampling Distributions
Definition: The sampling distribution of a
statistic is the probability distribution for the
possible values of the statistic that results when
random samples of size n are repeatedly drawn
from the population.
x Each value of
Population:
Population:3,3,5,5,2,2,11 Possible
Possiblesamples
samples x-bar is
3,3,5,5,22 10 / 3 3.33
Draw
Drawsamples
samplesof
ofsize
sizenn==33 equally
3,3,5,5,11 9 / 3 3
without
withoutreplacement
replacement likely, with
3,3,2,2,11 6 / 3 2 probability
5,5,2,2,11 8 / 3 2.67
p(x) 1/4
1/4

x
2 3
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 Sampling Distributions
Sampling distributions for statistics can be
Approximated with simulation techniques
Derived using mathematical theorems
The Central Limit Theorem is one such
theorem.
Central
CentralLimit
LimitTheorem:
Theorem:IfIfrandom
randomsamples
samplesof ofnn
observations
observationsarearedrawn
drawnfrom
fromaanonnormal
nonnormalpopulation
populationwith
with
finiteand
finite andstandard deviation,,then,
standarddeviation then,when
whennnisislarge,
large,the
the
sampling
samplingdistribution
distributionof
ofthe
thesample mean x isisapproximately
samplemean approximately
normally
normallydistributed,
distributed,with meanand
withmean andstandard
standarddeviation
deviation
/ n
..The
Theapproximation
approximationbecomes
becomesmore
moreaccurate
accurateas asnn
becomes
becomeslarge.
large. Copyright ©2006 Brooks/Cole
A division of Thomson Learning, Inc.
 Example MY APPLET

Toss a fair coin n = 1 time. The distribution of x the

number on the upper face is flat or uniform.

 
xp
xp((xx))
11 11 11

11(( ))22(( ))......66(( ))
33.5.5
66 66 66
  ( x   ) 22
  ( x   ) pp((xx)) 
 11.71
.71

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 Example MY APPLET

Toss a fair coin n = 2 times. The distribution of x the

average number on the two upper faces is mound-shaped.

Mean: :33.5.5
Mean
Std
StdDev
Dev: :
/ / 2211.71
.71/ / 2211.21
.21

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 Example MY APPLET

Toss a fair coin n = 3 times. The distribution of x

the average number on the two upper faces is
approximately normal.

Mean:: 
Mean 33..55
Std
StdDev
Dev::
// 33  71// 33 
11..71 ..987
987

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Why is this Important?
The Central Limit Theorem also implies that the
sum of n measurements is approximately normal with
mean n and standard deviation  n .
Many statistics that are used for statistical inference
are sums or averages of sample measurements.
When n is large, these statistics will have
approximately normal distributions.
This will allow us to describe their behavior and
evaluate the reliability of our inferences.
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 How Large is Large?
If the sample is normal,
normal then the sampling
distribution of x will also be normal, no matter
what the sample size.

When the sample population is approximately

symmetric,
symmetric the distribution becomes approximately
normal for relatively small values of n.

When the sample population is skewed,

skewed the sample
size must be at least 30 before the sampling
distribution of x becomes approximately normal.
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The Sampling Distribution of
the Sample Mean
A random sample of size n is selected from a
population with mean  and standard deviation 
he sampling distribution of the sample mean x will
have mean and standard deviation  / n .
If the original population is normal, the sampling
distribution will be normal for any sample size.
If the original population is nonnormal, the sampling
distribution will be normal when n is large.

The standard deviation of x-bar is sometimes called the

STANDARD ERROR (SE).
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Finding Probabilities for
the Sample Mean
IfIf the
the sampling
sampling distribution
distribution ofof x isis normal
normal oror
approximately
approximately normal
normal standardize
standardize or
or rescale
rescale the
the
interval
interval of of interest
interest in
in terms
terms of
of
x 
z
/ n

Find
Find the
the appropriate
appropriate area
area using
using Table
Table 3.
3.
Example: A random 12  10
PP((xx 12 12 10
sample of size n = 16 12)) PP((zz  ))
from a normal 88// 1616
distribution with  = 10 PP((zz 11)) 
11 ..8413
8413 ..1587
1587
and  = 8.
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 MY APPLET
Example
A soda filling machine is supposed to fill cans of
soda with 12 fluid ounces. Suppose that the fills are
actually normally distributed with a mean of 12.1 oz
and a standard deviation of .2 oz. What is the
probability that the average fill for a 6-pack of soda is
less than 12 oz?

P (x  12) 
x   12  12.1
P(  )
 / n .2 / 6
P ( z   1.22) .1112
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The Sampling Distribution
of the Sample Proportion
The Central Limit Theorem can be used to
conclude that the binomial random variable x is
approximately normal when n is large, with mean np
and standard deviation .
x
The sample proportion, pˆ  n is simply a rescaling
of the binomial random variable x, dividing it by n.
From the Central Limit Theorem, the sampling
distribution of p̂ will also be approximately
normal, with a rescaled mean and standard deviation.

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The Sampling Distribution
of the Sample Proportion
A random sample of size n is selected from a
binomial population with parameter p
he sampling distribution of the sample proportion,
x
pˆ 
n
pq
n
will have mean p and standard deviation
If n is large, and p is notp̂too close to zero or one, the
sampling distribution of will be approximately
normal.
The standard deviation of p-hat is sometimes called
the STANDARD ERROR (SE)Copyright
of p-hat.©2006 Brooks/Cole
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 Finding Probabilities for
the Sample Proportion
IfIf the
the sampling
sampling distribution
distribution ofof p̂ isis normal
normal oror
approximately
approximately normal
normal standardize
standardize or
or rescale
rescale the
the
interval
interval of of interest
interest in
in terms of z  pˆ  p
terms of
pq
n

Find
Find the
the appropriate
appropriate area
area using
using Table
Table 3.
3.
..55 ..44
Example: A random PP((pˆpˆ ..55)) 
PP((zz  ))
sample of size n = 100 ..44(.(.66))
from a binomial 100
100
population with p = .4. PP((zz 22..04 04)) 
11 ..9793
9793 ..0207
0207
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 Example
The soda bottler in the previous example claims
that only 5% of the soda cans are underfilled.
A quality control technician randomly samples 200
cans of soda. What is the probability that more than
10% of the cans are underfilled?
nn==200
200 P ( pˆ  .10)
S:
S:underfilled
underfilledcan
can .10  .05
P ( z  ) P ( z  3.24)
pp==P(S)
P(S)==.05
.05 .05(.95)
qq==.95
.95 200
np
1  .9994 .0006
np==10
10 nq
nq==190
190
This would be very unusual,
OK to use the normal
if indeed p =©2006
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 Key Concepts
I. Sampling Plans and Experimental Designs
1. Simple random sampling
a. Each possible sample is equally likely to occur.
b. Use a computer or a table of random numbers.
c. Problems are nonresponse, undercoverage, and
wording bias.
2. Other sampling plans involving randomization
a. Stratified random sampling
b. Cluster sampling
c. Systematic 1-in-k sampling
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 Key Concepts
3. Nonrandom sampling
a. Convenience sampling
b. Judgment sampling
c. Quota sampling
II. Statistics and Sampling Distributions
1. Sampling distributions describe the possible values of a
statistic and how often they occur in repeated sampling.
2. Sampling distributions can be derived mathematically,
approximated empirically, or found using statistical theorems.
3. The Central Limit Theorem states that sums and averages of
measurements from a nonnormal population with finite mean
 and standard deviation  have approximately normal
distributions for large samples of size n.
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 Key Concepts
III. Sampling Distribution of the Sample Mean
1. When samples of size n are drawn from a normal population
with mean  and variance 2, the sample mean x has a
normal distribution with mean  and variance 2n.
2. When samples of size n are drawn from a nonnormal
population with mean  and variance 2, the Central Limit
Theorem ensures that the sample mean x will have an
approximately normal distribution with mean  and variance
2n when n is large (n  30).
3. Probabilities involving the sample mean  can be calculated
by standardizing the value of x using zz xx 
// nn
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 Key Concepts
IV. Sampling Distribution of the Sample Proportion
1. When samples of size n are drawn from a binomial
population with parameter p, the sample proportion
p̂ will have an approximately normal
distribution with mean p and variance pq n as long
as np  5 and nq  5.
2. Probabilities involving the sample proportion can
be calculated by standardizing the value p̂ using
pˆpˆ pp
zz

pq
pq
nn
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