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LECTURE 5
Sampling Distributions
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Introduction
Statistical Inference
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Introduction
Statistical Inference
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Introduction
Sampling Distribution
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Example 1
Example 1
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X.
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Example 1
Probability Distribution of X
x
1 2 3 4
p(x)
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1
4
1
4
1
4
1
4
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Example 1
1 2 3 4
p(x)
= E(X) =
1
4
1
4
1
4
1
4
(x p(x))
all x
5
2
2
= V (X) = E(X 2 ) (E(X))2
2
15
5
5
=
=
2
2
4
=
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Example 1
Sampling Distribution of X
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1
1
First 2
roll 3
4
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=1
= 1.5
=2
= 2.5
Second roll
2
3
=2
= 1.5 X
= 2.5
=2
X
=3
= 2.5 X
= 3.5
=3
X
= 2.5
=3
= 3.5
=4
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Example 1
Sampling Distribution of X
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1.5
2.5
3.5
p(
x)
1
16
2
16
3
16
4
16
3
16
2
16
1
16
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Example 1
Mean of X
x
1.5
2.5
3.5
p(
x)
1
16
2
16
3
16
4
16
3
16
2
16
1
16
=
E(X)
(
x p(
x))
all x
5
2
= E(X) =
=
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Example 1
Variance of X
x
1.5
2.5
3.5
p(
x)
1
16
2
16
3
16
4
16
3
16
2
16
1
16
2
2
E(X)
2
55
5
=
8
2
5
=
8
V (X) 2
=
=
2
2
=E X
V (X)
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Example 2
Example 2
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Example 2
Experiment
1.
2.
3.
4.
5.
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Example 2
n = 20
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Example 2
n = 20
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Example 2
n
20
X 53.23572497
26.900781
s
2
s 723.6520183
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Example 2
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Example 2
a + b 0 + 100
=
= 50?
2
2
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Example 2
n = 1000
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Example 2
n
1000
X 49.3829
s 29.35405
s2 861.66
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Example 2
n = 32000
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Example 2
n
32000
X 49.97777
s 28.86928
s2 833.4354
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Example 2
Summary
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Example 2
Another Experiment
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Example 2
Another Experiment
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Example 2
n = 20 and m = 20
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Example 2
n = 20 and m = 20
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Example 2
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Example 2
n = 20 and m = 256
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Example 2
n = 20 and m = 256
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Example 2
n = 20 and m = 256
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Example 2
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Example 2
Summary
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Example 2
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Example 2
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Example 2
n
100
m
256
XX 49.96038
sX 3.000858
s2X 9.005149
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Example 2
Comparison of n = 20 to n = 100
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XX 50.39852
sX 6.387126
s2X 40.79538
n
100
m
256
XX 49.96038
sX 3.000858
s2X 9.005149
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Example 2
Comparison of n = 20 to n = 100
n = 100
n = 20
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Example 2
Summary
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2
=
n
X =
n
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Example 2
Standard Error
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of X.
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X
= V (X).
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1
(X1 + . . . + Xn )
n
1
E (X1 + . . . + Xn )
n
1
= (E(X1 ) + . . . + E(Xn ))
n
1
= ( + . . . + )
n
1
= n =
n
=
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X
= V (X) = V
1
(X1 + . . . + Xn )
n
1
V (X1 + . . . + Xn )
n2
1
= 2 (V (X1 ) + . . . + V (Xn ))
n
1
= 2 2 + . . . + 2
n
1
2
= 2 n 2 =
n
n
=
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2
N X = , =
as n
X
X
n
Z N (0, 1) as n
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Example 1
Example 1
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Example 1
X 78 72
P (X > 78) = P
>
9
= P (Z > 0.67)
= 1 P (Z < 0.67)
= 1 0.7486
= 0.2514
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Example 1
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Example 1
By CLT, X N X = = 72, X = n = 10 .
> 78) = P
P (X
78 72
X
>
9
X
10
= P (Z > 2.11)
= 1 P (Z < 2.11)
= 1 0.9826
= 0.0174
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Example 1
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Example 1
Example 1
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Interpretation:
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Example 2
Example 2
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Example 2
Solution
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Example 2
Solution
| < 4) = P (4 < X
< 4)
P (|X
!
4
4
X
<
<
=P
10
10
25
25
= P (2 < Z < 2)
= 0.9544
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Example 3
Example 3
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Example 3
Solution
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Example 3
Solution
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Therefore,
< 1.923 = P
P X
<
1.923 2.2
1.4
52
= P (Z < 1.43)
= 0.0764
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Binomial Distribution
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Sample Proportion
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Sample Proportion
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X
n
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Sample Proportion
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n
X
Xi
i=1
where
(
1 person i prefers Coke over Pepsi
Xi =
0 otherwise
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Probability Distribution of Xi
xi
p(xi ) 1 p p
= E(Xi ) = 0 (1 p) + 1 p
=p
2 = V (Xi ) = E Xi2 (E(Xi ))2
= 02 (1 p) + 12 p p2
= p(1 p)
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Sample Proportion
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Example 1
Example 1
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Example 1
Solution
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Example 1
Solution
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Therefore:
0.75 0.8
p p
<q
P (
p < 0.75) = P q
p(1p)
n
0.8(10.8)
350
= P (Z < 2.34)
= 0.0096
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Example 2
Example 2
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Example 2
Solution
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Example 2
Solution
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P (X 336) = P
1200 1200
P (
p > 0.28)
0.28 0.25
p p
= P q
<q
p(1p)
n
0.25(10.25)
1200
= P (Z > 2.40)
= 1 0.9918
= 0.0082
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Reference
Reference
Chapter 9.
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