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Sampling Distribution

Population of size N N
Cn

a random sample of size n


Roll No. Age
1 21
2 19
3 19
4 20
5 23
6 24
7 18
8 25
9 20
10 18
11 19
12 25
13 28
14 23
15 20
6, 7, 6, 4, 3, 5, 8, 3, 5, 4, 7, 5
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•Let there be a random variable, X with a certain Population
Distribution.
•Every sample statistic will have a distribution.

Sample mean, Sample variance, Sample minimum,


Sample median, Sample range,
Sample (xmax+ xmin)/2, et cetera, ………….

Probability Distribution of Sample Statistic is called


the Sampling Distribution of that Statistic
Probability of Customer count, X
customer count
X ~ N(110, 20 2 )
= P(X=x)
Population
Distribution

µ
  
50 60 70 80 90 100 110 120 130 140 150 160 170

X = Customer count

6 σ = 6 * 20 = 120

•Each of the 3 students draw a random sample of size 5


•Calculates the mean customer count from sample = sample mean
50 60 70 80 90 100 110 120 130 140 150 160 170

50 38 72
54 54 78
100 124 116
109 162 149
141 183 174

90.8 112.2 117.8

SAMPLE MEANS
Frequency Sampling
Relative frequency Distribution of
Probability Sample Mean

µ
80 90 100 110 120 130 140 Sample
Mean

6√(σ 2 / n) = 6*(20 / 2.24) = 6* 8.93 = 53.57


If X ~ N( µ, σ 2 ),
then the sampling distribution of the sample mean,
__ is
X
__
X ~ N( µ, σ 2 / n), where n is the sample size for calculating the
sample means
In an organisation it was observed that the service time (seconds) at
the complaint counters (cc) followed a Normal Probability
Distribution. X ~ N( 36.6, 9.98 ) 2

Students have been deputed to check out the service times on 9


randomly chosen occasions and derive the sampling distribution of
the mean service time
__
X ~ N( 36.6, 9.98 / √9)
~ N( 36.6, 3.33 )
• Infinite population

• WR – with replacement

• But, in reality – population is finite

• WOR – without replacement

• Finite population multiplier

=
√[ N–n
N–1 ]
• used when sampling fraction > 0.05
Standard Error

• standard deviation of the sampling distribution of that statistic.

• reflects how much sampling fluctuation a statistic will show.

• smaller the standard error - greater the precision - better the


estimate of the population parameter

Standard Error and Sample Size


• The larger the sample size the greater the precision.
• But, the standard error decreases with square root of the sample
sizes.
• Thus, assess both the worth and the cost of a large sample
Standard error of the mean

Sampling distribution, difference


between independent means

Sampling distribution of a proportion

Sampling distribution of the difference between two proportions


The central limit theorem states that -
• given a distribution with a mean µ and variance σ 2,
• the sampling distribution of the mean (based on a
sample of size n)
• approaches a Normal distribution with a mean = µ and
variance = σ 2/n
• as n → ∞

Regardless of the form of the parent / population


distribution, the sampling distribution of the mean will
approach normality as the sample size increases.

http://www.statisticalengineering.com/central_limit_theorem.htm
Example

The uniform
distribution on the
left is obviously
non-Normal.

Call that the parent


distribution.
two samples are drawn
at random from the
parent distribution
- then the mean ( x ) of
the is calculated

three samples are drawn


at random from the
parent distribution
- then the mean ( x ) of
the is calculated
Estimation

• Unbiased
E ( x) =
• Sufficient µ
• Efficient x Unbiased estimate of µ
• Consistent

Sampling distr. of sample Mean

x
µ
1. The daily sales of a retail store followed a certain distr. with mean
and variance = 225. The manager had a plan of hiring a very
expensive and reputed advertisement consultant to use his
expertise to dress the windows of his store. He decided to
implement the plan only if 1% or more of his average daily sales
fell below 220 units. He set out to work this out taking samples of
size 100.
(b) Should he implement the plan?
(c) The daily sales was now found to have standard deviation = 30. By
how many times should the sample size be increased, so that the
std. error of the sample mean in both this situation and the
previous one remains the same?
(d) He wants to change his sample size based on the fact that 96% of
his sample means should fall within the range 222, 228. What
change should he adopt?
(d) If his store has 3000 items to be sold, what change would you
observe in the pattern of the distribution of the sample mean?
(e) He now keeps 40 % of items for Diwali Discount Sale and does not
consider these for his ordinary sales. Answer part (d) for this new
situation.

2. If the standard error of sample mean is a quarter of the standard


deviation of the population distribution, what is the sample size
considered here?

3. Find the chance of the difference between the population mean and
its sample value to lie within 120% of the standard error of the
sample mean.

4. Out of 35 samples, how many will have their mean lie below the total
of the population mean and the standard error of the sample mean.
Some Sampling Distributions derived from the
Normal Probability Distribution

N( 22.7, 2.32)
Age Distribution of
IBS students

N(0,1) Standardise
N(0,1)
N(0,1)
N(0,1)

IBS
IIM
XLRI

INDEPENDENT

- 2.8, -1.7, +2.4 Chi Square Distribution, χ 2

( -2.8) 2 + (-1.7 ) 2 + (2.4) 2 = 16.49


n
Σ Xi 2 ~χ 2
where, X i s are independent N (0,1)
n
i=1

Pr (χ 2) Degrees of freedom = 3

PARAMETER of the
χ 2 distribution

0 χ2
•The chi squared distribution becomes more symmetric as
k increases.
•The mean and variance of the chi square distribution also
increase as k increases.
mean = k and variance = 2k

χ2
Student’s t distribution

•The t distribution was discovered by William S. Gosset in


1908.
•Gosset was a Statistician employed by the Guinness brewing
company which had stipulated that he not publish under his
own name.
•He therefore wrote under the pen name ``Student.''
N(0, 1)
~ t distribution with n df, tn
√ [ χ 2n / n] Independent

The t distr.
approaches
a Normal
distr. as n
becomes
large.
The
approxima
- tion is
quite good
for values
of n > 30.
χ 2m / m
~ F m, n Independent
χ 2n / n

F3,7 distribution