Political Studies 285

Lecture 7b:
Statistical inference and the central limit
theorem

Week 7
Winter 2023
Populations, samples and probability

Any descriptive or causal inference involves a target population:

A group of units or cases we want to generalize to
Populations, samples and probability

Any descriptive or causal inference involves a target population:

A group of units or cases we want to generalize to

But we’re usually stuck studying samples: a subset of population

units or cases selected for analysis and measurement
Populations, samples and probability

Any descriptive or causal inference involves a target population:

A group of units or cases we want to generalize to

But we’re usually stuck studying samples: a subset of population

units or cases selected for analysis and measurement

Statistical inference is the process of using information from

samples to make probabilistic claims about target populations.
Populations, samples and probability

Any descriptive or causal inference involves a target population:

A group of units or cases we want to generalize to

But we’re usually stuck studying samples: a subset of population

units or cases selected for analysis and measurement

Statistical inference is the process of using information from

samples to make probabilistic claims about target populations.

The central limit theorem provides the mathematical bridge.

Outline

I Population parameters and sample statistics

I Central limit theorem in three steps
Outline

I Population parameters and sample statistics

I Central limit theorem in three steps
Population parameters and sample statistics

Population parameter: True value of population characteristic

Sample statistic: Sample estimate of the population parameter

Outline

I Population parameters and sample statistics

I Central limit theorem in three steps
CLT 1: What the CLT asks us to imagine

Imagine we...
CLT 1: What the CLT asks us to imagine

Imagine we...
I have a target population, e.g., voting aged Canadians
CLT 1: What the CLT asks us to imagine

Imagine we...
I have a target population, e.g., voting aged Canadians
I draw an infinite number of random samples from that
population of the same size (or size n)
CLT 1: What the CLT asks us to imagine

Imagine we...
I have a target population, e.g., voting aged Canadians
I draw an infinite number of random samples from that
population of the same size (or size n)
I calculate the mean of a random variable for each sample, e.g.,
Trudeau’s mean thermometer score
CLT 1: What the CLT asks us to imagine

Imagine we...
I have a target population, e.g., voting aged Canadians
I draw an infinite number of random samples from that
population of the same size (or size n)
I calculate the mean of a random variable for each sample, e.g.,
Trudeau’s mean thermometer score
I use those means to produce a sampling distribution or a
distribution of the sample means
CLT 1: What the CLT asks us to imagine

Imagine we...
I have a target population, e.g., voting aged Canadians
I draw an infinite number of random samples from that
population of the same size (or size n)
I calculate the mean of a random variable for each sample, e.g.,
Trudeau’s mean thermometer score
I use those means to produce a sampling distribution or a
distribution of the sample means

What would that distribution of sample means look like?

CLT 2: What does the sampling distribution look like?
If we draw an infinite number of random samples of size n from the
same population, the central limit theorem says:
CLT 2: What does the sampling distribution look like?
If we draw an infinite number of random samples of size n from the
same population, the central limit theorem says:
1. the means of the sampling distribution will be normally
distributed
CLT 2: What does the sampling distribution look like?
If we draw an infinite number of random samples of size n from the
same population, the central limit theorem says:
1. the means of the sampling distribution will be normally
distributed
2. the mean of the sampling distribution will equal the true
population mean µ
CLT 2: What does the sampling distribution look like?
If we draw an infinite number of random samples of size n from the
same population, the central limit theorem says:
1. the means of the sampling distribution will be normally
distributed
2. the mean of the sampling distribution will equal the true
population mean µ
3. the standard deviation of the sampling distribution (or
standard error) will equal the standard deviation of the
variable divided by the square root of the sample size:
σ
σȳ = √yn
CLT 2: What does the sampling distribution look like?
If we draw an infinite number of random samples of size n from the
same population, the central limit theorem says:
1. the means of the sampling distribution will be normally
distributed
2. the mean of the sampling distribution will equal the true
population mean µ
3. the standard deviation of the sampling distribution (or
standard error) will equal the standard deviation of the
variable divided by the square root of the sample size:
σ
σȳ = √yn
CLT 3: Why is this important?

Implications for statistical inference

CLT 3: Why is this important?

Implications for statistical inference

1. The mean of any given sample is our best guess of µ
CLT 3: Why is this important?

Implications for statistical inference

1. The mean of any given sample is our best guess of µ
2. The bigger the sample size, the more precise our estimate of µ
CLT 3: Why is this important?

Implications for statistical inference

1. The mean of any given sample is our best guess of µ
2. The bigger the sample size, the more precise our estimate of µ
I We can see this in the denominator of the standard error:
σ
σȳ = √yn
CLT 3: Why is this important?

Implications for statistical inference

1. The mean of any given sample is our best guess of µ
2. The bigger the sample size, the more precise our estimate of µ
I We can see this in the denominator of the standard error:
σ
σȳ = √yn
3. The more disperse the variable, the less precise our estimate
of µ
CLT 3: Why is this important?

Implications for statistical inference

1. The mean of any given sample is our best guess of µ
2. The bigger the sample size, the more precise our estimate of µ
I We can see this in the denominator of the standard error:
σ
σȳ = √yn
3. The more disperse the variable, the less precise our estimate
of µ
I We can see this in the numerator of the standard error:
σ
σȳ = √yn
The effects of sample size: Three sampling distributions

Each distribution includes 500 samples. The µ of the population

distribution equals 50