Statistics Independent Study Page 1 of 3
Study Sheet
Sampling Distributions
The Meaning of a Sampling Distribution
Imagine taking hundreds of samples of size n from a population. If you take the mean of each
sample, you'll have a distribution of sample means. If you could somehow take every possible
sample from your population, you'd get a distribution of every possible sample mean. This is
called the sampling distribution for the statistic.
If your original population has mean µ and standard deviation σ, the sampling
distribution of means (also called the distribution of 𝑥𝑥) will have mean µ x (mu sub-x-
bar) and σ x (sigma sub-x-bar), which are calculated as:
µX = µ
σ
σx =
n
Note that the formula for the standard deviation assumes you know σ, the population standard
deviation. In real life this is unrealistic, and as you continue to study statistics you'll learn what
to do when you don't know σ.
Also note that in a sampling distribution all samples are the same size; the sampling
distribution of x-bar is the distribution of all x-bars with the same sized n.
The Shape of the Sampling Distribution
The shape of the sampling distribution depends both on the sample size and on the shape of
the parent population. If the original population is normal, the sampling distribution will also be
normal. If the original population is non-normal, then the shape of the sampling distribution
depends on the sample size. In these cases, the sampling distribution will have a similar
shape to the parent population for small n, and become approximately normal for large n. In
most cases, large is defined as n > 30. Outliers or extreme skewness will require larger values
of n.
The Central Limit Theorem
The behavior of sampling distributions is summarized by the Central Limit Theorem, which
states:
1. µ X = µ , regardless of the sample size or the shape of the original distribution.
σ
2. σ x = , regardless of the sample size (n) or the shape of the original distribution.
n
3. If the original distribution is normal, the shape of the sampling distribution of the sample
mean will be normal for any n.
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permission of Texas Instruments Incorporated. Copyright © 2011 Texas Instruments Incorporated.
Statistics Independent Study Page 2 of 3
Study Sheet
Sampling Distributions
4. For small sample sizes, if the original distribution is non-normal, the shape of the
sampling distribution of the sample mean will be similar to the shape of the original
population. That is, if the original population was skewed to the right, the sampling
distribution of the sample mean for small n will also be skewed to the right, although less
so than the original population.
5. If the sample size is large, the sampling distribution of the sample mean will be
approximately normal (many texts define large as n > 30, although the actual value will
depend on the shape of the original population).
Sample Probabilities
Since a sampling distribution for large n is normal, you can use normal probabilities to find the
probabilities for sample values. For example:
A distribution of x has mean 50 and standard deviation 5. What's the probability of
drawing a sample with a mean of less than 48?
To answer the question, find the z-score for a sample mean of 48, and find the
probability for values below that z-score:
48 − 50
z= = −.4 ,
5=
Pz < −.4) =.3446 .
Copyright © 2021 Apex Learning. See Terms of Use for further information. Images of the TI-84 calculator are used with the
permission of Texas Instruments Incorporated. Copyright © 2011 Texas Instruments Incorporated.
Statistics Independent Study Page 3 of 3
Study Sheet
Sampling Distributions
Study Questions
1. In your own words, define the term sampling distribution.
2. In your own words, describe the five main points of the Central Limit Theorem as
defined above.
3. Jeff is an eggplant inspector for Central Michigan County. Based on his 25 years
experience on the job, Jeff assumes the mean weight of the eggplant population is 1,500
grams and the standard deviation is 50 grams.
A. Assuming that Jeff's assumption is correct (it's a debatable assumption, but go
with it anyway for now), what are the mean and the standard deviation of the
sampling distribution for samples of size n = 5?
B. Assuming Jeff's assumption is correct, what are the mean and the standard
deviation of the sampling distribution for samples of size n = 30?
4. We draw samples of size 9 from a distribution that's skewed strongly to the right. The
mean of the population distribution is 20 and the standard deviation is 5.
A. What are the mean and the standard deviation of the sampling distribution?
B. What's the shape of the sampling distribution?
5. We draw samples of size 9 from a normal distribution. The mean of the distribution is 10
and the standard deviation is 2.
A. What are the mean and standard deviation of the sampling distribution?
B. What's the shape of the sampling distribution?
C. For this population, what's the probability of getting a sample of size 9 with a mean
less than 12?
6. We draw samples of size 144 from a distribution that's bi-modal. The mean of the
distribution is 60 and the standard deviation is 10.
A. What are the mean and the standard deviation of the sampling distribution?
B. What's the shape of the sampling distribution?
C. For this population, what's the probability of getting a sample of size 144 with a
mean less than 58?
7. As the sample size gets larger, what happens to the standard deviation of the
sampling distribution? Why?
Copyright © 2021 Apex Learning. See Terms of Use for further information. Images of the TI-84 calculator are used with the
permission of Texas Instruments Incorporated. Copyright © 2011 Texas Instruments Incorporated.
