Mean and Variance of Sampling Distribution of Sample Means

Sample Means from a Finite Population

Example 4: Consider a population consisting of 1,2,3,4,and 5. Suppose samples of
size 2 are drawn from this population. Describe the sampling distribution of the sample
means.
• What is the mean and the variance of the sampling distribution of the sample means?
• Compare these values to the mean and variance of the population.
• Draw the histogram of the sampling distribution of the population mean.
Steps Solution
1. Compute the mean of Σx
μ=
the population( μ) N
1+ 2+ 3+4 +5
= = 3.00
5
So, the mean of the population is 3.00

2. Compute the variance x x- μ ( x−μ)

2

of the population(σ ) 1 -2 4
2 -1 1
3 0 0
4 1 1
5 2 4
2
Σ(x−μ) = 10

2
2 Σ( x−μ) 10
σ = = =2
N 5

3. Determine the number Use the formula NCn. Where N =5 and n=2
of possible samples o size 5C2 = 10
n= 2 So, there are 10 possible samples of size 2 that can be
drawn.
4. List all possible Samples Mean
samples and their 1,2 1.5
corresponding means. 1,3 2.0
1,4 2.5
1,5 3.0
2,3 2.5
2,4 3.0
2,5 3.5
3,4 3.5
 3,5 4.0
4,5 4.5
5. Construct the sampling Sampling Distribution of Sample Means
distribution of the sample Sample Probability
means. Means( x ) Frequency P( x )
1.5 1 1/10
2.0 1 1/10
2.5 2 2/10
3.0 2 2/10
3.5 2 2/10
4.0 1 1/10
4.5 1 1/10
Total 10 1.00
6. Compute the mean of
the sampling distribution Sample Probability
of the sample means( μ x). x
Mean( ) P( x ) x - P( x )
Follow these steps: 1.5 1/10 0.15
a. Multiply the sample 2.0 1/10 0.20
mean by the 2.5 2/10 0.50
corresponding probability 3.0 2/10 0.60
b. Add the results. 3.5 2/10 0.70
4.0 1/10 0.40
4.5 1/10 0.45
Total 1.00 3.00
So, the mean of the sampling distribution of the sample
means is 3.00

7. Compute the variance

(σ 2x ) of the sampling ( x ) P( x ) x–μ (x – μ)2 P( x )•( x – μ )2
distribution of the sample 1.5 1/10 -1.5 2.25 0.225
means. Follow these 2.0 1/10 -1.0 1.0 0.100
steps: 2.5 2/10 -0.5 0.25 0.050
a. Subtract the population 3.0 2/10 0 0 0
mean( μ ¿. Label this as x 3.5 2/10 0.5 0.25 0.050
– μ. 4.0 1/10 1.0 1.0 0.100
b. Square the difference . 4.5 1/10 1.5 2.25 0.225
Label this as (x – μ)2 Total 0.750
c. Multiply the result by σ 2 = Σ P( x )•( x – μ )2 = 0.75
x
the corresponding So, the variance of the sampling distribution is 0.75.
probability. Label this as
P( x )•( x – μ )2
d. Add the results.
8. Construct the
histogram for the sampling
 distribution of the sample
means.

Sample Means from an Infinite Population

Example5: A population has a mean of 60 and a standard deviation of 5. A random
variable of 16 measurements is drawn from this population. Describe the sampling
distribution of the sample means by computing its mean and standard deviation.
We shall assume that the population is infinite.
Steps Solution
1. Identify the given information Here μ= 60, σ = 5, and n =16
2. Find the mean of the sampling μ x = μ
distribution. Use the property that μ x = μ = 60
3. Find the standard deviation of the σ
σx =
sampling distribution. Use the property √n
σ 5
that σ x = =
√n √14
= 5/4 or 1.25

Example 6: Consider a population consisting of 1,2,3,4 and 5. Suppose samples of size

3 are drawn from this population. Describe the sampling distribution of the sample
means. What is the mean and variance of the sampling distribution of the sample
means? Compare these values to the mean and variance of the population.
Steps Solution
1. Compute the mean of Σx
μ=
the population. N
1+ 2+ 3+4 +5
= = 3.00
5
So, the mean of the population is 3.00
2.Compute the variance x x- μ ( x−μ)
2

of the population. 1 -2 4
2 -1 1
3 0 0
4 1 1
5 2 4
2
Σ(x−μ) = 10

2
2 Σ( x−μ) 10
σ = = =2
N 5

So, the variance of the population is 2.

3. Determine the number Use the formula NCn. Where N =5 and n=3
of possible samples of 5C3 = 10
size n= 3. So, there are 10 possible samples of size 3 that can be
drawn.
4. List all possible
samples and their Samples Mean
corresponding means. 1,2,3 2.00
1,2,4 2.33
1,2,5 2.67
1,3,4 2.67
1,3,5 3.00
1,4,5 3.33
2,3,4 3.00
2,3,5 3.33
2,4,5 3.67
3,4,5 4.00
5. Construct the sampling
distribution of the sample Sampling Distribution of Sample Means
means. x Frequency P( x )
2.00 1 1/10
2.33 1 1/10
2.67 2 2/10
3.00 2 2/10
3.33 2 2/10
3.67 1 1/10
4.00 1 1/10
Total 10 1.00
6. Compute the mean of
the sampling distribution Sample Probability
of the sample means( μ x). Mean( x ) P( x ) x - P( x )
 Follow these steps: 2 1/10 1/5
a. Multiply the sample 2.33 1/10 7/30
mean by the 2.67 2/10 8/15
corresponding probability 3.00 2/10 3/5
b. Add the results. 3.33 2/10 2/3
3.67 1/10 11/30
4.00 1/10 2/5
Total 1.00 3.00
So, the mean of the sampling distribution of the means is
3.00

7. Compute the variance ( x ) P( x ) x–μ (x – μ)

2
P( x )•( x – μ )2
2
(σ x ) of the sampling 2 1/10 -1 1 1/10
distribution of the sample 2.33 1/10 -2/3 4/9 2/45
means. Follow these 2.67 2/10 -1/3 1/9 1/45
steps: 3.00 2/10 0 0 0
a. Subtract the 3.33 2/10 1/3 1/9 1/45
population mean( μ ¿. 3.67 1/10 2/3 4/9 2/45
Label this as x – μ. 4.00 1/10 1 1 1/10
b. Square the Total 1.00 1/3 = 0.33
2 2
difference . Label this as σ x = Σ P( x )•( x – μ ) = 0.33
(x – μ)2 So, the variance of the sampling distribution is 0.33
c. Multiply the result by
the corresponding
probability. Label this as
P( x )•( x – μ )2
d. Add the results.
8. Construct the
histogram for the
sampling distribution of
the sample means.

The example shown is a finite population.

 Example 7: The height of male college students are normally distributed with mean of
68 inches and standard deviation of 3 inches. If 80 samples consisting of 25 students
each are drawn from the population, What would be the expected mean and standard
deviation of the resulting sampling distribution of the means?
We shall assume that the population is infinite.
Steps Solution
1. Identify the given information Here μ= 68, σ =3 and n = 25
2. Find the mean of the sampling μ x = μ
distribution. Use the property that μ x = μ = 60
3. Find the standard deviation of the σ
σx =
sampling distribution. Use the property √n
σ 3
that σ x = =
√ n √25
= 3/5 or 0.6

A finite population is one that consists of a finite or fixed number of elements,

measurements or observations, while an infinite population contains at least, infinitely
elements.

The expressions,
N −n
N −1 √ is called the finite population correction factor. In
general, when the population is large and the sample size is small, the correction factor
is not used since it will be very close to 1.
Properties of the Sampling Distribution of Sample Mean
1. The mean of the sampling distribution of the sample mean is equal to the population
mean.
2. The variance of the sampling distribution of the sample means is given by:

2 σ 2 N −n
• σ x = = for finite population; and
n N−1
2
2 σ
• σ x = for infinite population
n
3. The standard deviation of the sampling distribution of the sample means is given by:

√ √
2
• σ x= σ =
N −n
for finite population where
N −n
is the finite population
√n N −1 N −1
correction factor
σ
• σx = for infinite population
√n
 The standard variation of the sampling distribution of the sample means is also
known as the standard error of the mean. It measures the degree of accuracy of the
sample mean as an estimate of the population mean.
A good estimate of the mean is obtained if the standard error of the mean is small or
close to zero, while a poor estimate, if the standard error of the mean is large. Observe
that the value σ x depends