Applied Statistics and Probability

for Engineers
Seventh Edition
Douglas C. Montgomery George C. Runger

Chapter 7
Sampling Distributions

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Random Sampling
 • A Population is the set of all items or individuals
of interest
– Examples: All likely voters in the next election
All parts produced today
All sales receipts for November

• A Sample is a subset of the population

– Examples: 1000 voters selected at random for interview
A few parts selected for destructive
testing
Random receipts selected for audit

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Definition

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Some Important Statistics
Definition

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 In Chapter 6, we introduced several measures of sample variability,
including
the sample variance, sample standard deviation, and sample
range. In
this chapter, we will focus mainly on the sample variance.

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Theorem

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Section 7.2
Sampling Distributions and
the Central Limit Theorem
 Sampling Distributions

• A sampling distribution is a probability

distribution of all of the possible values of a
statistic for a given size sample selected
from a population

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 Developing a
Sampling Distribution

• Assume there is a population …

D
A B C
• Population size N=4
• Random variable, X,
is age of individuals
• Values of X:
18, 20, 22, 24 (years)
 Developing a
Sampling Distribution
(continued)
Summary Measures for the Population Distribution:

μ
 X i P(x)
N
.25
18  20  22  24
 21
4
0

σ
 (X  μ)
i
2

2.236
18
A B
20
C
22
D
24 x
N
Uniform Distribution
 Developing a
Sampling Distribution
Now consider all possible samples of size n = 2
1st 2nd Observation 16 Sample
Obs 18 20 22 24 Means
18 18,18 18,20 18,22 18,24
1st 2nd Observation
20 20,18 20,20 20,22 20,24 Obs 18 20 22 24
22 22,18 22,20 22,22 22,24 18 18 19 20 21
24 24,18 24,20 24,22 24,24 20 19 20 21 22
16 possible 22 20 21 22 23
samples (sampling
with replacement)
24 21 22 23 24
 Developing a
Sampling Distribution
Sampling Distribution of All Sample
Means
16 Sample Means Sample Means
Distribution
1st 2nd Observation _
Obs 18 20 22 24 P(X)
.3
18 18 19 20 21
.2
20 19 20 21 22
.1
22 20 21 22 23
0 _
24 21 22 23 24 18 19 20 21 22 23 24 X
(no longer uniform)
Sampling Distribution of Means
and the Central Limit Theorem
Sample Mean

• Let X1, X2, . . . Xn represent a random sample from a

population

• The sample mean value of these observations is defined

as

1 n
X   Xi
n i1
Standard Error of the Mean

• Different samples of the same size from the same population

will yield different sample means
• A measure of the variability in the mean from sample to
sample is given by the Standard Error of the Mean:

σ
σX 
n
• Note that the standard error of the mean decreases as the
sample size increases
 Developing a
Sampling Distribution (continued)

Summary Measures of this Sampling Distribution:

E(X) 
 X i

18  19  21   24
21 μ
N 16

σX 
 ( X i  μ) 2

N
(18 - 21) 2  (19 - 21) 2    (24 - 21) 2
 1.58
16
 Comparing the Population
with its Sampling Distribution
Population Sample Means
N=4 Distribution
μ 21 σ 2.236 n=2
_ μX 21 σ X 1.58
P(X) P(X)
.3 .3

.2 .2

.1 .1

0
18 20 22 24 X
0
18 19 20 21 22 23 24
_
X
A B C D
If the Population is Normal

• If a population is normal with mean μ and

standard deviation σ, the sampling distribution
of X is also normally distributed with
σ
μ X μ σX 
and
n
Z-value for Sampling Distribution
of the Mean

• Z-value for the sampling distribution of X

(X  μ) (X  μ)
Z 
σX σ
n
Sampling Distribution Properties

Normal Population

E[X] μ Distribution

μ x
(i.e. x is unbiased ) Normal Sampling
Distribution

(both distributions have the same mean)

μx
x
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Sampling Distribution Properties
(continued)

σ Normal Population
σx  Distribution

n
μ x
(i.e. x is unbiased ) Normal Sampling
Distribution

(the distribution of x has a reduced standard

deviation
μx
x
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Sampling Distribution Properties
(continued)

As n increases, Larger
sample size
σ x decreases

Smaller
sample size

μ x
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Example:

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Figure. Area for Example

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Recall Theorem

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Central Limit Theorem

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 Central Limit Theorem

the sampling
As the n↑
distribution
sample
becomes
size gets
almost
large
normal
enough…
regardless of
shape of
population

x
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 If the Population is not Normal
(continued)

Population Distribution
Sampling distribution
properties:

Central Tendency

μ x μ μ x
Variation Sampling Distribution
σ (becomes
increases)normal as n
σx  Larger
n Smaller
sample size
sample
size

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 How Large is Large Enough?

• For most distributions, n > 30 will give a

sampling distribution that is nearly normal
• For normal population distributions, the
sampling distribution of the mean is always
normally distributed

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Figure 8.1 Illustration of the Central
_
Limit Theorem (distribution of X for
n = 1, moderate n, and large n)

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 If the Population is not Normal

• We can apply the Central Limit Theorem:

– Even if the population is not normal, sample

means from the population will be approximately

normal as long as the sample size is large enough.

– Properties of the sampling distribution:
σ
μ x μ σx 
and n
Example:

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Figure: Area for Example

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Exercise
The random variable X, representing the number of cherries in a
cherry puff, has the following probability distribution:

a) Find the mean μ and the variance σ2 of X.

b) Find the mean and the variance of the sample mean for random
samples of 36 cherry puffs.
c) Find the probability that the average number of cherries in 36
cherry puffs will be less than 5.5.

8 - 37
Exercise
If a certain machine makes electrical resistors having a
mean resistance of 40 ohms and a standard deviation of 2
ohms, what is the probability that a random sample of 36
of these resistors will have a combined resistance of more
than 1458 ohms?

8 - 38
Exercise
The amount of time that a vehicle spends in a petrol bunk is a random
variable with the mean μ = 4.5 minutes and a standard deviation σ = 1.8
minutes. If a random sample of 24 vehicles is observed, find the
probability that its mean time at the petrol bunk is
(a) at most 3.6 minutes
(b) more than 5.5 minutes
(c) at least 3.2 minutes but less than 4 minutes.

8 - 39
Sampling Distribution of the
Difference of the Two Means

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Theorem

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Exercise

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Figure. Area for Exercise

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Example: Aircraft Engine Life

The effective life of a component used

in jet-turbine aircraft engine is a
random variable with mean 5000 and Figure 7-6 The sampling distribution
SD 40 hours and is close to a normal of X2 − X1
distribution. The engine manufacturer
Process
introduces an improvement into the
Old (1) New (2) Diff (2-1)
Manufacturing process for this
x -bar = 5,000 5,050 50
component that changes the
s= 40 30
parameters to 5050 and 30. Random
n= 16 25
samples of size 16 and 25 are
Calculations
selected.
s / √n = 10 6 11.7
z= -2.14
What is the probability that the
P(xbar2-xbar1 > 25) = P(Z > z) = 0.9840
difference in the two sample means is
= 1 - NORMSDIST(z)
at least 25 hours?
Sampling
Distribution of
Proportions
Sampling Distributions of Sample
Proportions

P = the proportion of the population having

some characteristic
• Sample proportion (p̂) provides an estimate
of P:
X number of items in the sample having the characteristic of interest
pˆ  
n sample size

• 0 ≤ p̂ ≤ 1
• p̂ has a binomial distribution, but can be approximated by a
normal distribution when nP(1 – P) > 5
 Sampling Distribution of p ^

• Normal approximation:
Sampling
P(Pˆ ) Distribution
.3
.2
.1
0
0 .2 .4 .6 8 1 P̂

Properties:  X  P(1 P)
E(pˆ ) P
2
σ Var   
pˆ
and n n
(where P = population proportion)
Z-Value for Proportions

Standardizep̂ to a Z value with the

formula:
pˆ  P pˆ  P
Z 
σ pˆ P(1 P)
n
Example

• If the true proportion of voters who support

Proposition A is P = .4, what is the probability
that a sample of size 200 yields a sample
proportion between .40 and .45?
 i.e.: if P = .4 and n = 200, what is
P(.40 ≤p̂ ≤ .45) ?
Example

If P = .4 and n = 200, what is

P(.40p̂ ≤ ≤ .45) ?

P(1  P)
σp̂ 
n
Find σ pˆ:

ˆ .45)
P(.40 p
Convert to
standard
normal:
Example
(continued)

• if P = .4 and n = 200, what is

P(.40 ≤p̂ ≤ .45) ?
Use standard normal table: P(0 ≤ Z ≤ 1.44) =

Sampling Standardized
Distribution Normal Distribution

Standardize

.40 .45 p̂ 0 1.44

Z
 Example

According to the US Census Bureau's American Community

Survey, 87%, percent of Americans over the age of 25 have earned a
high school diploma. Suppose we are going to take a random sample
of 200 Americans in this age group and calculate what proportion of
the sample has a high school diploma.
What is the probability that the proportion of people in the
sample with a high school diploma is less than 85 percent?
10.3
Two Population Proportions

Goal: For the difference between

Population
proportions
two population proportions,
Px – Py

Assumptions:
Both sample sizes are large,

nP(1 – P) > 5
 Two Population Proportions
(continued)

Population • The random variable

proportions

(pˆ x  pˆ y )  (p x  p y )
Z
pˆ x (1 pˆ x ) pˆ y (1 pˆ y )

nx ny

is approximately normally
distributed
 Test Statistic for
Two Population Proportions

Population
proportions

z
pˆ x  pˆ y 
pˆ 0 (1 pˆ 0 ) pˆ 0 (1 pˆ 0 )

nx ny

n xpˆ x  n ypˆ y
Where pˆ 0 
nx  ny
Sampling Distribution of S2
Theorem

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Figure The chi-squared
distribution

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 The Chi-square Distribution

• The chi-square distribution is a family of distributions,

depending on degrees of freedom:
• d.f. = n – 1

0 4 8 12 16 20 24 28 2 0 4 8 12 16 20 24 28 2 0 4 8 12 16 20 24 28 2
d.f. = 1 d.f. = 5 d.f. = 15

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 Degrees of Freedom (df)
Idea: Number of observations that are free to vary
after sample mean has been calculated

Example: Suppose the mean of 3 numbers is 8.0

If the mean of these three values is

Let X1 = 7 8.0,
Let X2 = 8 then X3 must be 9
(i.e., X3 is not free to vary)
What is X3?
Here, n = 3, so degrees of freedom = n – 1 = 3 – 1 = 2
(2 values can be any numbers, but the third is not free to
vary for a given mean)
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Chi-square Example

• A commercial freezer must hold a selected temperature

with little variation. Specifications call for a standard
deviation of no more than 4 degrees (a variance of 16
degrees2).
 A sample of 14 freezers is to be tested
 What is the upper limit (K) for the sample
variance such that the probability of exceeding
this limit, given that the population standard
deviation is 4, is less than 0.05?

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Finding the Chi-square Value

2
(n  1)s Is chi-square distributed with (n – 1) = 13 degrees
χ2  of freedom
σ2

• Use the the chi-square distribution with area 0.05 in the

upper tail:

213 = 22.36 (α = .05 and 14 – 1 = 13 d.f.)

probability
α = .05

2

213 = 22.36
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Chi-square Example
(continued)
213 = 22.36 (α = .05 and 14 – 1 = 13 d.f.)

 (n  1)s2 2 
So: 2

P(s  K) P  χ13  0.05
 16 
(n  1)K
or 22.36 (where n = 14)
16

(22.36)(16)
so K 27.52
(14  1)

If s2 from the sample of size n = 14 is greater than 27.52,

there is strong evidence to suggest the population variance
exceeds 16.
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Example

A particular type of vacuum-packed coffee packet

contains an average of 16 oz. It has been observed that the
number of ounces of coffee in these packets is normally
distributed with σ = 1.41 oz. A random sample of 15 of
these coffee packets is selected, and the observations are
used to calculate s. Find the numbers a and b such
that P(a ≤ S2 ≤ b) = 0.90.

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t-Distribution
t-Distribution

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Theorem

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Corollary

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Figure. The t-distribution curves
for v = 2, 5, and

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Figure. Symmetry property (about
0) of the t-distribution

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8 - 71
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Figure 8.10 The t-values for
Example 8.10

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F-Distribution
Theorem

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Figure Typical F-distributions

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Figure Illustration of the f for the
F-distribution

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Theorem

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Theorem

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Example

Let S12 denote the sample variance for a random sample of size 10
from Population I and let S22 denote the sample variance for a
random sample of size 8 from Population II. The variance of
Population I is assumed to be three times the variance of Population
II. Find two numbers a and b such that P(a ≤ S12/S22 ≤ b) = 0.90
assuming S12 to be independent of S22.

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Solution

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Example

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