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CHAPTER 6
Sample Mean and
Variance
A statistics is a function of sample observations that contains no
unknown parameters.
N
1
µ=
N
∑x
i =1
i
N
1
σ =
2
N
∑ i
( x
i =1
− µ ) 2
_
n i =1
We might say, that x is a good estimator of µ.
The sample variance is not a very good estimator for the population
variance. Whereas ransom samples tend to center at their population
mean, these samples tend to have less variability than the population
that they came from. To compensate for this fact we change the
denominator from n to n-1. 1 n _
s2 = ∑ i
( x
n − 1 i =1
− x ) 2
The sampling distribution of the mean is the probability distribution of
the mean of a random sample. Its mean and variance can be easily
calculated as follows:
The central limit theorem states that the sampling distribution of the
mean, for any set of independent and identically distributed random
variables, will tend towards the normal distribution as the sample size gets
larger. This may be restated as follows:
Central Limit Theorem
Central Limit Theorem : When n is sufficiently large, the sampling
distribution of is well approximated by a normal curve, even when the
population distribution is not itself normal.
B) Find an interval that includes the average fracture strength for 100
pieces of this glass with probability 0.95.
Example
The average strength has approximately a normal distribution
with mean µ=14 and standard deviation σ 2
= = 0.2
n 100
Thus,
_
_
X − µ 14.5 − µ
P ( X > 14.5) = P >
σ /n σ / n
approximat ely
14.5 −14 0.5
P Z > = P Z > = P ( Z > 2.5) = 0.5 − 0.4938 = 0.0062
0. 2 0.2
The probability of seeing an average value (n=100) more than 0.5 unit
above the population mean is, in this case, very small.
B) We have seen that
σ _
σ
P µ − 1.96 ≤ X ≤ µ + 1.96 = 0.95
n n
Mean= np
Variance = npq
Example
Example:
Because the normal distribution can take all real numbers (is
continuous) but the binomial distribution can only take integer values
(is discrete), a normal approximation to the binomial should identify
the binomial event "8" with the normal interval "(7.5, 8.5)" (and
similarly for other integer values).
Continuity Correction Factor
x 0.5 np
P( X x)
np(1 p)
x 0.5 np
P( X x) 1
np(1 p )
Continuity correction
factor
Example: If n=20 and p=.25, what is the probability that X is greater
than or equal to 8?
What about the probability that less than 519 have answering machines?
• The discrepancy between the estimate and the true parameter value is
known as sampling error.
Mean of S2
Χ2 distribution has a mean equal to its degree of freedom n-1 and the
variance equal to twice its degree of freedom 2(n-1).
( n −1) S 2
E =n −1
σ 2
therefore
( n −1) E ( S 2 )
=n −1
σ2
and
σ2
E ( S ) =( n −1)
2
=σ2
( n −1)
Variance of S2
( n −1) S 2
V =2( n −1)
σ 2
therefore
2
( n −1)
V (S ) =2( n −
2
1)
σ
2
and
σ 2σ
2 2 4
V (S ) =
2
2( n −1)
n −
=
1 n -1
Example
For a certain launching mechanism, the distances by which the
projectile misses the target center have a normal distribution with
variance σ2 = 100square meters. An experiment involving n=25
launches is to be conducted. Let S2 denote the sample variance of the
distances between the impact of the projectile and the target center.