Sampling Distributions
Sampling Distribution of X̅
The sample mean, X̅, is a random variable.
There are a lot of different values of X̅
Every sample we collect has a different X̅
There is only one population mean, µ.
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Sampling Distribution of X̅
If each of you in the class collected your own data you
would each get a different X̅
Approx 95% of your X̅’s would be close to µ, within ±2 s.d.
This is because X̅ is a normally distributed random variable
– for large samples
X̅ follows a normal distribution centered about µ
This is known as the Central Limit Theorem
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Central Limit Theorem
Even if a population distribution is
nonnormal, the sampling distribution of X̅
may be considered to be approximately
normal for large samples.
◦ What’s large? At least 30;
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Central Limit Theorem (cont’d)
This “hypothetical” sampling distribution of the
mean, as n gets large, has the following
properties:
E(X̅) = μ. It has a mean equal to the
population mean.
It has a standard deviation (called the
standard error of the mean, ) equal to the
population standard deviation divided by √n.
It is normally distributed.
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Central Limit Theorem (cont’d)
This means that, for large samples, the
sampling distribution of the mean (X̅) can be
approximated by a normal distribution with
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The Sampling Distribution of X̅
By the Central Limit Theorem, X̅ follows a
normal distribution (for large n):
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The Sampling Distribution of X̅
Since this is a normal distribution, we can
standardize it (transform to Z) just like any
other normal distribution.
X E( X ) X
Z = Z
X / n
If n is large, say 30 or more, use s as an
unbiased estimate of σ.
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Example- Hybrid Motors
In a large automobile manufacturing company, the
life of hybrid motors is normally distributed with a
mean of 100,000 miles and a standard deviation of
10,000 miles.
(a) What is the probability that a randomly selected
hybrid motor has a life between 90,000 miles and
110,000 miles per year?
(b) If a random sample of 100 motors is selected,
what is the probability that the sample mean will be
below 98,000 miles per year?
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Example- Hybrid Motors
SOLUTION (Of course, DRAW A PICTURE!)
(a) Convert to Z using the formula:
Z = (Xi − μ) / σ
Z= = −1
Z= = +1
Thus, we have to find how much area lies between −1 and
+1 of the Z-distribution
Answer = .6826
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Example- Hybrid Motors
(b) SOLUTION (Of course, DRAW A PICTURE!)
(b) Here we are looking at the sampling distribution of the mean. Sample
means follow a different distribution and to convert to Z, we use the
following formula.
= −2
Ans: The probability the sample mean will be below 98,000/year is .5 − .
4772 = .0228.
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Other Sampling Distributions
We have been looking at the relationship
between X̅ and µ.
Of course, statisticians will often be
interested in estimating other parameters
such as the population proportion (p), the
population standard deviation (σ), etc.
In each case we use a statistic from a sample
to estimate the parameter. Each of these
statistics has its own sampling distribution.
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Implications
The relationship between X̅ and µ is the foundation of
statistical inference
Statistical inference includes estimation (of µ) and testing
hypotheses (about µ)
Since there are so many X̅’s – as many as there are
possible samples - we use the X̅ value we happened to get
as a tool to make inferences about the only true mean, µ.
Without actually conducting a census we can never know µ
with 100% certainty
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