Distribution of Sample Means

The distribution of the means of an infinite

number of samples of a certain size selected
from a population
Before, we talked about distributions of scores, but now
we are talking about the distribution of all possible
sample means of a specific size from a population
SAMPLING ERROR:
The amount of error, or the difference, between a
sample statistic and the corresponding population
parameter
If we start with a population, and take a number of
samples from that population, each of the sample
means will be different from the population mean in
varying degrees

CENTRAL LIMIT THEOREM

For samples of size n taken from a population
with mean, , and a standard deviation, ,

X =

X =

As n increases, the sampling distribution approaches

the normal distribution
Holds for all population distributions
in other words, as long as your sample size is large (30
or above usually) the sampling distribution will be
normal even if the population (parent distribution) from
which it was sampled is not

Central Limit Theorem

Population
= 20

=
100
Sampling Distribution
Though the population
distribution is skewed the
sampling distribution will still be
normal as long as you have a
large enough n .

20
X =
n

X = 100

Distribution of Sample Means

STANDARD ERROR OF THE MEAN: The
standard deviation of the sample means
Formula:

x =

Like the standard deviation, the standard

error of the mean gives an average distance
from all of the sample means to the
population mean
The x tells us how much error, on
average, you would expect between a sample
mean and a population mean

Distribution of Sample Means

As n (sample size) gets larger, the distribution of
sample means will approximate a normal distribution
-- when n>30, the shape of the sampling distribution
is almost perfectly normal regardless of the shape of
the original distribution
The mean of the sampling distribution of the mean is
represented by

or

The mean of the sample means (

population mean ()

) will equal the

X =

Distribution of Sample Means

LAW OF LARGE NUMBERS:
The larger the sample, the more accurately the
sample represents the population
Therefore, the larger the sample size, the
smaller the standard error

From the previous class example.

POPULATION

20

30

50

40

1
4
1
p(30) =
4
1
p(40) =
4
1
p(50) =
4
p(20) =

Sampling Distribution of the Mean

Rectangular
Distribution

0.3
0.25

p( )

0.2
0.15
0.1
0.05
0
20

30

40

50

Sample Means

LAW OF LARGE NUMBERS:

For samples of size 2.
Sampling Distribution of the Mean
0.3
0.25

0.1
0.05
0
20

25

30

35

40

45

50

For samples of size 3.

Sampling Distribution of the Mean

Sample Means

p( )

p( )

0.2
0.15

14
12
10
8
6
4
2
0
20

20.3 26.7

30

33.3 36.7

40

43.3 46.7

50

Sample Means

Distribution of Sample Means

EXAMPLE:
What is the standard error for a sample of
n=25, =15?

15
15
x =
=
=
=3
n
25 5
The average distance of a sample mean from
the population mean is 3 points

As n increases, the distribution approaches

the normal
Knowing or assuming the population mean
and standard deviation, we can use the table
of the standard normal distribution to
determine the probability of obtaining
sample means within any interval or beyond
any point
Thus, we can test simple hypotheses about
sample means (called the z-test)
Calculate z-score for sample mean, zobt
Compare to critical z-score, zcrit

Distribution of Sample Means / z-tests

The primary use of the distribution of sample
means is to find the probability associated
with getting a specific sample value
Because the distribution of sample means is
normal, we can use the z-score table to find
probabilities associated with given samples
This is called a z-test
Formula:

z=

x
x

where

x =

Distribution of Sample Means / z-tests

METHOD 1:
Step 1: Convert sample mean to zobt
Step 2: Compare to zcrit,
which is either z for a 1-tailed test, or
z/2 for a 2-tailed test
Step 3: Decide whether or not to reject H0
METHOD 2:
Step 1: Convert sample mean to z
Step 2: Determine the probability from the ztable
Step 3: Compare to
Step 4: Decide whether or not to reject H0

Distribution of Sample Means / z-tests

EXAMPLE: A population of heights has a =68
and =4. What is the probability of selecting
a sample of size n=25 that has a mean of 70
or greater?

Power & z-tests

Summary of Power:
Power is the sensitivity of an experiment to
detect a real effect if there is one.
Power is the probability the experiment will
result in rejecting Ho if the IV has a real
effect.
Power + = 1
Power increases with N.
Power increases with .
Power increases with effect size.

Calculating Power
1.
2.
3.
4.
5.

Choose 1-tail or 2-tail test

Set alpha value
Select statistical test
Determine critical values to reject H0
Calculate the probability of obtaining
those values under a specified H1

That is the power of the test under that

version of H1

Power & z-test : N

From previous example:
A population of heights has a =68 and =4. What is the probability
of selecting a sample of size n=25 that has a mean of 70 or greater?

Calculate the power of this experiment.

What if we had a sample or size n=100?

1. Choose 1-tail or 2-tail test

1-tail

2. Set alpha value

0.05

3. Select statistical test

z-test

Power & z-test : N

4. Determine critical values to reject
H0
=0.05 zcrit=1.645

4
4
x =
=
= = .80
n
25 5

n=25

n=100

4
X =
= 0.4
100

X crit null X = + (z )
crit
null
crit
X
X

X crit = 68 + 0.40(1.645)
= 68 + 0.80(1.645)

zcrit =
n=25

X crit

X crit = 69.32

X crit = 68.66

n=100

Power & z-test : N

5. Calculate the probability of obtaining
those values under a specified H1

That is the power of the test under that

version of H1
n=25

z=

X reall
z = crit
X

p= 1-0.1949 = 0.8023
Power = 0.8023
n=25

3.5

3
2.5

68.66 70
z=
= 3.355
0.40

f(z)
f(z)

1.5
1
0.5
0

-4 -4

-2-2

00

22

44

66

zz

z= -0.855

69.32 70
= 0.855
0.80

8
8

n=100

p= 1-0.0005 = 0.9995
n=100
Power = 0.9995

Power & z-test :

From previous example:
A population of heights has a =68 and =4. What is the probability
of selecting a sample of size n=25 that has a mean of 70 or greater?

Calculate the power of this experiment for =

0.05 and =0.01

1. Choose 1-tail or 2-tail test

1-tail

2. Set alpha value

0.05 & 0.01

3. Select statistical test

z-test

Power & z-test :

4. Determine critical values to reject
H0
=0.05 zcrit=1.645
=0.01 zcrit=2.335

zcrit =
=0.05

X crit null X = + (z )
crit
null
crit
X
X

X crit = 68 + 0.80(2.335)
X crit = 68 + 0.80(1.645)

X crit = 69.87

X crit = 69.32

=0.01

10

Power & z-test :

5. Calculate the probability of obtaining
those values under a specified H1

That is the power of the test under that

version of H1
=0.05

z=

X reall
z = crit
X

p= 1-0.1949 = 0.8023
Power = 0.8023
=0.05

3.5

3
2.5

=0.01

69.87 70
z=
= 0.165
0.80

f(z)
f(z)

1.5
1
0.5
0

-4 -4

-2-2

00

22

44

66

zz

z= -0.855

69.32 70
= 0.855
0.80

8
8

p= 1-0.4325 = 0.5675
Power = 0.5675
=0.01

11