STATISTICS FOR LIFE AND SOCIAL SCIENCES

CHAPTER 4: SAMPLING DISTRIBUTION

Thach Thanh Tien

Ton Duc Thang University

February 1, 2021

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Content

1 Introduction

2 Sampling distribution for counts and proportions

The binomial distribution for sample counts
Binomial distributions in statistical sampling
Binomial mean and standard deviation
Sample proportion
Bias and variability
Mean and standard deviation of a sample proportion
Normal approximation for counts and proportions

3 The sampling distribution of a sample mean

The mean and standard deviation of a sample mean
The central limit theorem

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Introduction

THE DISTRIBUTION OF A STATISTIC

A statistic from a random sample or randomize experiment is a random variable.
The probability distribution of the statistics is its sampling distribution.

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Introduction

POPULATION DISTRIBUTION
The population distribution of a variable is the distribution of its values for all
members of the population. The population distribution is also the probability
distribution of the variable when we choose one individual at random from the
population.

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The binomial distribution for sample counts

THE BINOMIAL SETTING

1 There are a fixed number n of observations.
2 The n observations are all independent.
3 Each observation falls into one of just two categories, which for convenience
we call “success” and “failure.”
4 The probability of a success, call it p, is the same for each observation.

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Sampling distribution for counts and proportions

BINOMIAL DISTRIBUTIONS
The distribution of the count X of successes in the binomial setting is called the
binomial distribution with parameters n and p. The parameter n is the number of
observations, and p is the probability of a success on any one observation. The
possible values of X are the whole numbers from 0 to n. As an abbreviation, we
say that X is B(n, p).

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Binomial distributions in statistical sampling

SAMPLING DISTRIBUTION OF A COUNT

A population contains proportion p of successes. If the population is much
larger than the sample, the count X of successes in an SRS of size n has
approximately the binomial distribution B(n, p).
The accuracy of this approximation improves as the size of the population
increases relative to the size of the sample. As a rule of thumb, we will use
the binomial sampling distribution for counts when the population is at least
20 times as large as the sample.

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Binomial mean and standard deviation

BINOMIAL MEAN AND STANDARD DEVIATION

If a count X has the binomial distribution B(n, p), then

µX = np (1)
σX = np(1 − p) (2)

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Sample proportion

Sample proportion
In statistical sampling we often want to estimate the proportion p of “successes”
in a population. Our estimator is the sample proportion of successes:
count of successes in sample
p̂ = (3)
size of sample
X
= (4)
n

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Sample proportion

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Sample proportion

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Bias and variability

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Mean and standard deviation of a sample proportion

Mean and standard deviation of a sample proportion

Let p̂ be the sample proportion of successes in an SRS of size n drawn from a
large population having population proportion p of successes. The mean and
standard deviation of p̂ are

µp̂ = p (5)
r
p(1 − p)
σp̂ = (6)
n

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Normal approximation for counts and proportions

NORMAL APPROXIMATION FOR COUNTS AND PROPORTIONS

Draw an SRS of size n from a large population having population proportion p of
successes. Let X be the count of successes in the sample and p̂ = Xn be the
sample proportion of successes. When n is large, the sampling distributions of
these statistics are approximately Normal:
 p 
X is approximately N np, np(1 − p)
 q 
p(1−p)
p̂ is approximately N p, n

As a rule of thumb, we will use this approximation for values of n and p that
satisfy np ≥ 10 and n(1 − p) ≥ 10.

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Normal approximation for counts and proportions

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The sampling distribution of a sample mean

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The sampling distribution of a sample mean

Facts about sample means

1 Sample means are less variable than individual observations.
2 Sample means are more Normal than individual observations.

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The mean and standard deviation of a sample mean

i.i.d. (independence and identically distributed)

Select an SRS of size n from a population, and measure a variable X on each
individual in the sample.
The n measurements are values of n random variables X1 , X2 , ..., Xn .
A single Xi is a measurement on one individual selected at random from the
population and therefore has the distribution of the population.
If the population is large relative to the sample, we can consider
X1 , X2 , ..., Xn to be independent random variables each having the same
distribution.

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The mean and standard deviation of a sample mean

MEAN AND STANDARD DEVIATION OF A SAMPLE MEAN

Let x be the mean of an SRS of size n from a population having mean µ and
standard deviation σ. The mean and standard deviation of x are

µx = µ (7)
σ
σx = (8)
n

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The central limit theorem

Sampling distribution of a sample mean

If a population has the N (µ, σ) distribution,
√ then the sample mean x of n
independent observations has the N (µ, σ/ n) distribution.

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The central limit theorem

Central limit theorem

Draw an SRS of size n from any population with mean µ and finite standard
deviation σ. When n is large, the sampling distribution of the sample mean x is
approximately Normal:
 
x is approximately N µ, √σn

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The central limit theorem

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