SAMPLING DISTRIBUTION

Sampling Distribution of the sample mean (𝑋̅)

The population mean is denoted by 𝜇 and the sample mean by 𝑋̅
The sample mean (𝑋̅) is an unbiased estimator because 𝐸(𝑋̅) = 𝜇.
The standard error of the mean (also called the standard deviation of the
sample mean) is given by:
𝜎
𝜎𝑋̅ = .
√𝑛
𝜎
Therefore 𝑋̅ ∼ 𝑁(𝜇, )
√𝑛
𝑋̅−𝜇
So the standardised form is 𝑍 = 𝜎
√𝑛

Then after standardising you follow the same procedure of the normal
distribution for finding probabilities.

Sampling Distribution of proportion (𝑝)

The population proportion is denoted by 𝜋 and the sample proportion by 𝑝
The sample proportion (𝑝) is an unbiased estimator because 𝐸(𝑝) = 𝜋.
The standard error of proportion (also called the standard deviation of the
sample proportion) is given by:

𝜋(1−𝜋)
𝜎𝑝 = √ when 𝜋 is known and
𝑛

𝑝(1−𝑝)
𝜎𝑝 = √ when 𝜋 is unknown
𝑛

𝜋(1−𝜋)
So 𝑝 ∼ 𝑁(𝜋, √ )
𝑛
𝑝−𝜋
Therefore, the standardised form is 𝑍 =
𝜋(1−𝜋)
√
𝑛

Then after standardising you follow the same procedure of the normal
distribution for finding probabilities.