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Sampling Distributions
Adapted From :
Scientists, 8th Ed
Probability & Statistics for Engineers & Scientists Ed.
Walpole/Myers/Myers/Ye (c)2007
Introduction to Business Statistics, 5e
Kvanli/Guynes/Pavur (c)2000
South-Western College Publishing
Statistics for Managers
Using Microsoft Excel 4th Edition
Statistics for Managers Using Microsoft Excel, 4e 2004 Prentice-Hall, Inc. Chap 6-1
Populations & Samples
Populasi Sampel
Statistik sbg
ringkasan sampel
Parameter sbg
ringkasan
g populasi
p p
P
Penarikan
ik kesimpulan
k i l terhadap
h d populasi
l i melalui
l l i sampell
Parameter & Statistik
Populasi
Rata
Rata rata tinggi peserta Sampel
pelatihan ASDI tahun ini
Statistik
Sampling Distributions
A sampling distribution is a
distribution of all of the possible
values of a statistic for a given size
sample selected from a population
Statistics for Managers Using Microsoft Excel, 4e 2004 Prentice-Hall, Inc. Chap 6-5
Sample Statistics
X
X = i =1 i
n
X) n X ( X )
n n n
(X
2 2 2
S 2
= i =1 i
= i =1 i i =1 i
n 1 n(n 1)
Sampling Distributions
Random variable,
variable XX,
is age of individuals
Values of X: 18, 20,
22,, 24 (y
(years))
Statistics for Managers Using Microsoft Excel, 4e 2004 Prentice-Hall, Inc. Chap 6-8
Developing a
S
Sampling
li DiDistribution
t ib ti
(continued)
=
X i P( )
P(x)
N .3
18 + 20 + 22 + 24
= = 21 .2
4 .1
1
i
0
(X
( ) 2
18 20 22 24 x
= = 2.236
2 236
N A B C D
Uniform Distribution
Statistics for Managers Using Microsoft Excel, 4e 2004 Prentice-Hall, Inc. Chap 6-9
Developing a
S
Sampling
li DiDistribution
t ib ti
(continued)
N
Now consider
id allll possible
ibl samples
l off size
i n=2
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 18 22,20
22 20 22,22
22 22 22,24
22 24 18 18 19 20 21
24 24,18 24,20 24,22 24,24 20 19 20 21 22
16 possible samples 22 20 21 22 23
(sampling with
replacement)
24 21 22 23 24
Statistics for Managers Using Microsoft Excel, 4e 2004 Prentice-Hall, Inc. Chap 6-10
Developing a
S
Sampling
li DiDistribution
t ib ti
(continued)
Sampling Distribution of All Sample Means
16 S
Sample
l MMeans 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)
Statistics for Managers Using Microsoft Excel, 4e 2004 Prentice-Hall, Inc. Chap 6-11
Developing a
S
Sampling
li DiDistribution
t ib ti
(continued)
X =
X i
=
18 + 19 + 21 + " + 24
= 21
N 16
X =
i X
(X ) 2
Statistics for Managers Using Microsoft Excel, 4e 2004 Prentice-Hall, Inc. Chap 6-12
Comparing the Population with its
S
Sampling
li Di
Distribution
ib i
Population Sample Means Distribution
N=4 n=2
= 21 = 2.236 X = 21 X = 1.58
1 58
_
P(X) P(X)
.3 .3
.2 .2
.1
1 .1
1
0 X 0
18 19 20 21 22 23 24
_
18 20 22 24 X
A B C D
Statistics for Managers Using Microsoft Excel, 4e 2004 Prentice-Hall, Inc. Chap 6-13
Sampling Distribution Summary
X =
n
Note that the standard error of the mean decreases as
the sample size increases
Statistics for Managers Using Microsoft Excel, 4e 2004 Prentice-Hall, Inc. Chap 6-15
If the Population is Normal
X = and X =
n
(This assumes that sampling is with replacement or
sampling is without replacement from an infinite population)
Statistics for Managers Using Microsoft Excel, 4e 2004 Prentice-Hall, Inc. Chap 6-16
Sampling Distribution Properties
Smaller
sample size
x
Statistics for Managers Using Microsoft Excel, 4e 2004 Prentice-Hall, Inc. Chap 6-17
Central Limit Theorem
The central limit theorem is the most important theorem
in statistics. It states that
If Xbar is the mean of a random sample of size n from a
population with an arbitrary distribution with mean and
variance 2, then as n n, the sampling distribution of
Xbar approaches a normal distribution with mean and
sstandard
a da d de a o /
deviation /n .
The central limit theorem holds under the following
conditions:
For any population distribution if n 30.
For n < 30, if the population distribution is generally shaped like
a normall di
distribution.
t ib ti
For any value of n if the population distribution is normal.
If the Population is not Normal
x = and x =
n
Statistics for Managers Using Microsoft Excel, 4e 2004 Prentice-Hall, Inc. Chap 6-19
Central Limit Theorem
the sampling
As the n
distribution
sample
becomes
size g
gets
almost normal
large
regardless of
enough
g
shape of
population
x
Statistics for Managers Using Microsoft Excel, 4e 2004 Prentice-Hall, Inc. Chap 6-20
If the Population is not Normal
(continued)
Population Distribution
Sampling distribution
properties:
Central Tendency
x =
x
Variation Sampling Distribution
(becomes normal as n increases)
x = Larger
n Smaller
sample size
sample
size
(Sampling with
replacement)
l t)
x x
Statistics for Managers Using Microsoft Excel, 4e 2004 Prentice-Hall, Inc. Chap 6-21
How Large is Large Enough?
Statistics for Managers Using Microsoft Excel, 4e 2004 Prentice-Hall, Inc. Chap 6-22
Example
Statistics for Managers Using Microsoft Excel, 4e 2004 Prentice-Hall, Inc. Chap 6-23
Example: = 8 =2 n = 25
P ( 7.8 < X < 8.2 ) = ?
7.8
7 8 8 X X 88.2 28
P ( 7.8 < X < 8.2 ) = P < <
2 / 25 X 2 / 25
= P ( .5 < Z < .5 ) = .3830
X1X 2
=
1 2
and 2
X1X 2
= 1
+ 2
.
n 1
n 2
Difference of Two Means
Example
Example:
Suppose we record the drying time in hours of 20 samples each
of two types of paint, type A and type B. Suppose we know that
the population standard deviations are both equal to 1/2 hour.
Assuming that the population means are equal
equal, what is the
probability that the difference in the sample means is greater
than 1/2 hour? = = 0 X A X B A B
2
2
.25 .25
2
X AX B
= A
+ B
= + = .025
n A
n B
20 20
( x x ) ( ) .5 0
z= = = 3.16
A B
A B
( n ) + ( n )
2
A
.025
02A
2
B B
t-Distribution (when is
Unknown)
The problem with the central limit theorem is that it assumes that is
known.
Generally,
G iff is being estimated from
f the sample, must be
estimated from the sample as well.
The t-distribution can be used if is unknown, but it requires that the
original population must be normally distributed.
Let X1, X2, ..., Xn be independent, normally distributed random variables
with mean and standard deviation . Then the random variable T below
has a
t-distribution with = n - 1 degrees of freedom:
X
T =
S/ n
The t-distribution is like the normal, but with greater spread since both
and have fluctuations due to sampling.
Using the tt-Distribution
Distribution