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Chapter 7
Sampling and
Sampling Distributions
Statistics for Business and Economics, 6e © 2007 Pearson Education, Inc. Chap 7-1
Chapter Goals
After completing this chapter, you should be able to:
Describe a simple random sample and why sampling is
important
Explain the difference between descriptive and inferential
statistics
Define the concept of a sampling distribution
Determine the mean and standard deviation for the
sampling distribution of the sample mean,
X
Describe the Central Limit Theorem and its importance
Determine the mean and standard deviation for the
sampling distribution of the sample proportion,
p̂
Describe sampling distributions of sample variances
Statistics for Business and Economics, 6e © 2007 Pearson Education, Inc. Chap 7-2
Tools of Business Statistics
Descriptive statistics
Collecting, presenting, and describing data
Inferential statistics
Drawing conclusions and/or making decisions
concerning a population based only on
sample data
Statistics for Business and Economics, 6e © 2007 Pearson Education, Inc. Chap 7-3
Populations and Samples
Statistics for Business and Economics, 6e © 2007 Pearson Education, Inc. Chap 7-4
Population vs. Sample
Population Sample
a b cd b c
ef gh i jk l m n gi n
o p q rs t u v w o r u
x y z y
Statistics for Business and Economics, 6e © 2007 Pearson Education, Inc. Chap 7-5
Why Sample?
Statistics for Business and Economics, 6e © 2007 Pearson Education, Inc. Chap 7-6
Simple Random Samples
Statistics for Business and Economics, 6e © 2007 Pearson Education, Inc. Chap 7-7
Suy diễn thống kê
Trình bày quan điểm về đặc tính của tổng thể dựa
trên kết quả phân tích đặc tính của mẫu
Số thống kê mẫu Tham số tổng thể
(biết) suy diễn (không biết, nhưng có thể
ước lượng bằng mẫu)
Sample Population
Statistics for Business and Economics, 6e © 2007 Pearson Education, Inc. Chap 7-8
Suy diễn thống kê
Rút ra kết luận hoặc ra quyết định về tổng thể dựa
vào kết quả mẫu
Ước lượng
Ví dụ: ước lượng trung bình trọng
lượng tổng thể bằng trung bình
trọng lượng mẫu
Kiểm định giả thuyết
Ví dụ: dùng chứng cứ thu thập
được từ mẫu để kiểm định lời tuyên
bố rằng trung bình trọng lượng tổng
thể là 120kg
Statistics for Business and Economics, 6e © 2007 Pearson Education, Inc. Chap 7-9
Phân phối chọn mẫu
Statistics for Business and Economics, 6e © 2007 Pearson Education, Inc. Chap 7-10
Chapter Outline
Sampling
Distributions
Sampling Sampling
Distribution of Distribution of
Sample Sample
Mean Proportion
Statistics for Business and Economics, 6e © 2007 Pearson Education, Inc. Chap 7-11
Phân phối chọn mẫu của
Trung bình mẫu
Sampling
Distributions
Sampling Sampling
Distribution of Distribution of
Sample Sample
Mean Proportion
Statistics for Business and Economics, 6e © 2007 Pearson Education, Inc. Chap 7-12
Tạo phân phối chọn mẫu
Statistics for Business and Economics, 6e © 2007 Pearson Education, Inc. Chap 7-13
Tạo phân phối chọn mẫu
(continued)
μ=
∑ X i P(x)
N
.25
18 + 20 + 22 + 24
= = 21
4
0
σ=
∑ (X − μ) i
2
= 2.236
18 20 22 24 x
N A B C D
phân phối đều
Statistics for Business and Economics, 6e © 2007 Pearson Education, Inc. Chap 7-14
Tạo phân phối chọn mẫu
(continued)
Xét tất cả các mẫu có kích thước n = 2
st
1
16 trung bình
mẫu
1st 2nd Observation
Obs 18 20 22 24
18 18 19 20 21
20 19 20 21 22
Obs 18
16 mẫu có thể rút ra
từ tổng thể(lấy mẫu 22 20 21 22 23
có hoàn lại)
24 21 22 23 24
Statistics for Business and Economics, 6e © 2007 Pearson Education, Inc. Chap 7-15
Tạo phân phối chọn mẫu
(continued)
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
Statistics for Business and Economics, 6e © 2007 Pearson Education, Inc. Chap 7-17
So sánh pp tổng thể với pp mẫu
Tổng thể N = 4 Trung bình mẫu
n=2
μ = 21 σ = 2.236 μX = 21 σ X = 1.58
_
P(X) P(X)
.3 .3
.2 .2
.1 .1
0 X 0 18 19 20 21 22 23 24
_
18 20 22 24 X
A B C D
Statistics for Business and Economics, 6e © 2007 Pearson Education, Inc. Chap 7-18
Giá trị kỳ vọng của trung bình mẫu
Coi X1, X2, . . . Xn tượng trưng cho một ngẫu nhiên rút từ
tổng thể
Giá trị trung bình mẫu của các giá trị quan sát được
được định nghĩa là
1 n
X = ∑ Xi
n i=1
Statistics for Business and Economics, 6e © 2007 Pearson Education, Inc. Chap 7-19
Sai số chuẩn của số trung bình
σ
σX =
n
Sai số chuẩn của số trung bình giảm khi kích thước mẫu
gia tăng
Statistics for Business and Economics, 6e © 2007 Pearson Education, Inc. Chap 7-20
Nếu tổng thể thường
σ
μ X =μ and σX =
n
Statistics for Business and Economics, 6e © 2007 Pearson Education, Inc. Chap 7-21
Giá trị Z cho phân phối chọn mẫu
( X − μ) ( X − μ)
Z= =
σX σ
n
Statistics for Business and Economics, 6e © 2007 Pearson Education, Inc. Chap 7-22
Thừa số điều chỉnh
tổng thể hữu hạn
Áp dụng thừa số điều chỉnh tổng thể hữu hạn nếu
1 phần tử trong tổng thể không thể được chọn
nhiều hơn 1 lần trong 1 mẫu (lấy mẫu không hoàn
lại)
kích thước mẫu lớn hơn 5% tổng thể
khi đó :
or
s N- n 2
σ N −n
V(X) = σX =
n N- 1 n N −1
Statistics for Business and Economics, 6e © 2007 Pearson Education, Inc. Chap 7-23
Thừa số điều chỉnh
tổng thể hữu hạn
khi kích thước mẫu lớn hơn 5% tổng thể
( X − μ)
Z=
σ N −n
n N −1
Statistics for Business and Economics, 6e © 2007 Pearson Education, Inc. Chap 7-24
Tính chất phân phối chọn mẫu
Normal Population
μx = μ Distribution
μ x
(i.e. x không chệch ) Normal Sampling
Distribution
(has the same mean)
μx
x
Statistics for Business and Economics, 6e © 2007 Pearson Education, Inc. Chap 7-25
Tính chất phân phối chọn mẫu
(continued)
μ x
Statistics for Business and Economics, 6e © 2007 Pearson Education, Inc. Chap 7-26
Khi tổng thể không theo
pp thường
…pp của trung bình mẫu của tổng thể vẫn tương đương
the sampling
As the n↑
distribution
sample
becomes
size gets
almost normal
large
regardless of
enough…
shape of
population
x
Statistics for Business and Economics, 6e © 2007 Pearson Education, Inc. Chap 7-28
If the Population is not Normal
(continued)
Population Distribution
Sampling distribution
properties:
Central Tendency
μx = μ
μ x
Variation Sampling Distribution
σ (becomes normal as n increases)
σx = Larger
n Smaller
sample size
sample
size
μx x
Statistics for Business and Economics, 6e © 2007 Pearson Education, Inc. Chap 7-29
How Large is Large Enough?
Statistics for Business and Economics, 6e © 2007 Pearson Education, Inc. Chap 7-30
Ví dụ
Statistics for Business and Economics, 6e © 2007 Pearson Education, Inc. Chap 7-31
Ví dụ
(continued)
Solution:
Even if the population is not normally distributed,
the central limit theorem can be used (n > 25)
… so the sampling distribution of is
approximately normal x
… with mean = 8
…and standard μ
deviation
x
σ 3
σx = = = 0.5
n 36
Statistics for Business and Economics, 6e © 2007 Pearson Education, Inc. Chap 7-32
Example
(continued)
Solution (continued):
æ ö
ç 7.8 - 8 s X -s 8.2 - 8 ÷
P(7.8 < s < 8.2) = P < <
X ç3 s 3 ÷
è 36 n 36 ø
= P(-0.4 < Z < 0.4 )
Statistics for Business and Economics, 6e © 2007 Pearson Education, Inc. Chap 7-33
Khoảng tin cậy
Goal: Xác định khoảng giá trị nhiều khả năng chứa
đựng trung bình mẫu, khi biết trung bình và phương sai
tổng
By the Central Limit Theorem, we know that the distribution of X
is approximately normal if n is large enough, with mean μ and
standard deviation σ X
Coi zα/2 là giá trị z sao phần đuôi phải của pp thường có diện tích
bằng α/2 (i.e., khoảng giá trị - zα/2 đến zα/2 có xác suất 1 – α)
Thì
μ ± zα/2 σ X
Sampling
Distributions
Sampling Sampling
Distribution of Distribution of
Sample Sample
Mean Proportion
Statistics for Business and Economics, 6e © 2007 Pearson Education, Inc. Chap 7-35
Tỷ lệ tổng thể, P
P = tỷ lệ tổng thể có đặc tính ta quan tâm
Pö= 0 ≤= ≤ 1
X number of items in the sample having the characteristic of interest
n sample size
0≤ ≤1
P̂
tuân theo pp nhị thức, nhưng xấp xỉ thường khi nP(1 –
P)P̂> 9
Statistics for Business and Economics, 6e © 2007 Pearson Education, Inc. Chap 7-36
^
Phân phối chọn mẫu của P
Tính xấp xỉ bằng pp thường
Sampling Distribution
P(Pˆ )
.3
.2
.1
0
0 .2 .4 .6 8 1 P̂
Tính chất:
æX ö P(1- P)
E(Pˆ ) = p σ = Vç ÷=
2
and Pö
ènø n
(where P = population proportion)
Statistics for Business and Economics, 6e © 2007 Pearson Education, Inc. Chap 7-37
Giá trị Z cho tỷ lệ
Pˆ − P Pˆ − P
Z= =
σ Pˆ P(1− P)
n
Statistics for Business and Economics, 6e © 2007 Pearson Education, Inc. Chap 7-38
Ví dụ
Statistics for Business and Economics, 6e © 2007 Pearson Education, Inc. Chap 7-39
Ví dụ
(continued)
Statistics for Business and Economics, 6e © 2007 Pearson Education, Inc. Chap 7-40
Ví dụ
(continued)
Standardized
Sampling Distribution Normal Distribution
.4251
Standardize
Statistics for Business and Economics, 6e © 2007 Pearson Education, Inc. Chap 7-41
Sampling Distributions of
Sample Proportions
Sampling
Distributions
Statistics for Business and Economics, 6e © 2007 Pearson Education, Inc. Chap 7-42
Sample Variance
Let x1, x2, . . . , xn be a random sample from a
population. The sample variance is
n
1
s2 = ∑
n − 1 i=1
(x i − x) 2
Statistics for Business and Economics, 6e © 2007 Pearson Education, Inc. Chap 7-44
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 χ 0 4 8 12 16 20 24 28 χ 0 4 8 12 16 20 24 28 χ
2 2 2
Statistics for Business and Economics, 6e © 2007 Pearson Education, Inc. Chap 7-45
Degrees of Freedom (df)
Idea: Number of observations that are free to vary
after sample mean has been calculated
(n − 1)s 2
Is chi-square distributed with (n – 1) = 13
χ2 =
σ2 degrees of freedom
χ 2
1 = 22.36 (α = .05 and 14 – 1 = 13 d.f.)
3
probability
α = .05
χ 2
χ 2
1= 22.36
Statistics for Business and Economics, 6e © 2007 Pearson Education, Inc. Chap 7-48
Chi-square Example
(continued)
χ 2
1 = 22.36 (α = .05 and 14 – 1 = 13 d.f.)
3
(n − 1)s 2 2
So:
P(s > K) = P
2
> χ13 = 0.05
16
(n − 1)K
or = 22.36 (where n = 14)
16
(22.36)(16)
so K= = 27.52
(14 − 1)
Statistics for Business and Economics, 6e © 2007 Pearson Education, Inc. Chap 7-49
Chapter Summary
Introduced sampling distributions
Described the sampling distribution of sample means
For normal populations
Using the Central Limit Theorem
Described the sampling distribution of sample
proportions
Introduced the chi-square distribution
Examined sampling distributions for sample variances
Calculated probabilities using sampling distributions
Statistics for Business and Economics, 6e © 2007 Pearson Education, Inc. Chap 7-50