Professional Documents
Culture Documents
Statistics For Managers Using Microsoft® Excel 5th Edition: Sampling and Sampling Distributions
Statistics For Managers Using Microsoft® Excel 5th Edition: Sampling and Sampling Distributions
Statistics For Managers Using Microsoft® Excel 5th Edition: Sampling and Sampling Distributions
Chapter 7
Sampling and Sampling Distributions
Statistics for Managers Using Microsoft Excel, 5e © 2008 Pearson Prentice-Hall, Inc. Chap 7-1
Learning Objectives
Statistics for Managers Using Microsoft Excel, 5e © 2008 Pearson Prentice-Hall, Inc. Chap 7-2
Why Sample?
Statistics for Managers Using Microsoft Excel, 5e © 2008 Pearson Prentice-Hall, Inc. Chap 7-3
Types of Samples
Samples
Simple Stratified
Judgment Chunk Random
Systematic Cluster
Quota Convenience
Statistics for Managers Using Microsoft Excel, 5e © 2008 Pearson Prentice-Hall, Inc. Chap 7-4
Types of Samples
Statistics for Managers Using Microsoft Excel, 5e © 2008 Pearson Prentice-Hall, Inc. Chap 7-5
Types of Samples
Probability Samples
Simple
Systematic Stratified Cluster
Random
Statistics for Managers Using Microsoft Excel, 5e © 2008 Pearson Prentice-Hall, Inc. Chap 7-6
Simple Random Sampling
Statistics for Managers Using Microsoft Excel, 5e © 2008 Pearson Prentice-Hall, Inc. Chap 7-7
Systematic Sampling
Decide on sample size: n
Divide frame of N individuals into groups of k
individuals: k=N/n
Randomly select one individual from the 1st group
Select every kth individual thereafter
Statistics for Managers Using Microsoft Excel, 5e © 2008 Pearson Prentice-Hall, Inc. Chap 7-8
Stratified Sampling
Divide population into two or more subgroups
(called strata) according to some common
characteristic.
A simple random sample is selected from each
subgroup, with sample sizes proportional to strata
sizes.
Samples from subgroups are combined into one.
This is a common technique when sampling
population of voters, stratifying across racial or
socio-economic lines.
Statistics for Managers Using Microsoft Excel, 5e © 2008 Pearson Prentice-Hall, Inc. Chap 7-9
Cluster Sampling
Statistics for Managers Using Microsoft Excel, 5e © 2008 Pearson Prentice-Hall, Inc. Chap 7-10
Comparing Sampling Methods
Simple random sample and Systematic sample
Simple to use
May not be a good representation of the population’s
underlying characteristics
Stratified sample
Ensures representation of individuals across the entire
population
Cluster sample
More cost effective
Less efficient (need larger sample to acquire the same
level of precision)
Statistics for Managers Using Microsoft Excel, 5e © 2008 Pearson Prentice-Hall, Inc. Chap 7-11
Evaluating Survey Worthiness
Statistics for Managers Using Microsoft Excel, 5e © 2008 Pearson Prentice-Hall, Inc. Chap 7-12
Types of Survey Errors
Coverage error or selection bias
Exists if some groups are excluded from the frame
and have no chance of being selected
Non response error or bias
People who do not respond may be different from
those who do respond
Sampling error
Chance (luck of the draw) variation from sample to
sample.
Measurement error
Due to weaknesses in question design, respondent
error, and interviewer’s impact on the respondent
Statistics for Managers Using Microsoft Excel, 5e © 2008 Pearson Prentice-Hall, Inc. Chap 7-13
Sampling Distributions
Statistics for Managers Using Microsoft Excel, 5e © 2008 Pearson Prentice-Hall, Inc. Chap 7-14
Sampling Distributions
Sample Mean Example
Suppose your population (simplified) was
four people at your institution.
Population size N=4
Random variable, X, is age of individuals
Values of X: 18, 20, 22, 24 (years)
Statistics for Managers Using Microsoft Excel, 5e © 2008 Pearson Prentice-Hall, Inc. Chap 7-15
Sampling Distributions
Sample Mean Example
Summary Measures for the Population Distribution:
X P(x)
μ i
N .3
18 20 22 24
21 .2
4
.1
σ
(X μ) i
2
2.236
0
18 20 22 24 x
N
A B C D
Uniform Distribution
Statistics for Managers Using Microsoft Excel, 5e © 2008 Pearson Prentice-Hall, Inc. Chap 7-16
Sampling Distributions
Sample Mean Example
Now consider all possible samples of size n=2
1st 2nd Observation 16 Sample
Obs. Means
18 20 22 24
1st 2nd Observation
18 18,18 18,20 18,22 18,24 Obs.
18 20 22 24
20 20,18 29,20 20,22 20,24
22 22,18 22,20 22,22 22,24 18 18 19 20 21
24 24,18 24,20 24,22 24,24 20 19 20 21 22
16 possible samples 22 20 21 22 23
(sampling with 24 21 22 23 24
replacement)
Statistics for Managers Using Microsoft Excel, 5e © 2008 Pearson Prentice-Hall, Inc. Chap 7-17
Sampling Distributions
Sample Mean Example
Sampling Distribution of All Sample
Means
16 Sample
Means Sample Means
P(X)
Distribution
1st 2nd Observation
Obs .3
18 20 22 24
.2
18 18 19 20 21
20 19 20 21 22 .1
22 20 21 22 23 0 _
18 19 20 21 22 23 24 X
24 21 22 23 24
(no longer uniform)
Statistics for Managers Using Microsoft Excel, 5e © 2008 Pearson Prentice-Hall, Inc. Chap 7-18
Sampling Distributions
Sample Mean Example
Summary Measures of this Sampling Distribution:
μX
X i
18 19 21 24
21
N 16
σX
( X i μ X
) 2
Statistics for Managers Using Microsoft Excel, 5e © 2008 Pearson Prentice-Hall, Inc. Chap 7-19
Sampling Distributions
Sample Mean Example
Population Sample Means Distribution
N=4 n=2
μ 21 σ 2.236 μ X 21 σ X 1.58
_
P(X) P(X)
.3 .3
.2 .2
.1 .1
0 X
0 18 19 20 21 22 23 24
_
18 20 22 24 X
A B C D
Statistics for Managers Using Microsoft Excel, 5e © 2008 Pearson Prentice-Hall, Inc. Chap 7-20
Sampling Distributions
Standard Error
Different samples of the same size from the same population
will yield different sample means.
A measure of the variability in the mean from sample to
sample is given by the Standard Error of the Mean:
σ
σX
n
Note that the standard error of the mean decreases as the
sample size increases.
Statistics for Managers Using Microsoft Excel, 5e © 2008 Pearson Prentice-Hall, Inc. Chap 7-21
Sampling Distributions
Standard Error: Normal Pop.
If a population is normal with mean μ and standard
deviation σ, the sampling distribution of the mean is also
normally distributed with
σ
μX μ and σX
n
(This assumes that sampling is with replacement or sampling
is without replacement from an infinite population)
Statistics for Managers Using Microsoft Excel, 5e © 2008 Pearson Prentice-Hall, Inc. Chap 7-22
Sampling Distributions
Z Value: Normal Pop.
Z-value for the sampling distribution of the sample mean:
(X μ X ) (X μ)
Z
σX σ
n
Statistics for Managers Using Microsoft Excel, 5e © 2008 Pearson Prentice-Hall, Inc. Chap 7-23
Sampling Distributions
Properties: Normal Pop.
Normal Population
Distribution
μx μ
μ x
(i.e. x is
unbiased ) Normal Sampling
Distribution
(has the same mean)
μx
x
Statistics for Managers Using Microsoft Excel, 5e © 2008 Pearson Prentice-Hall, Inc. Chap 7-24
Sampling Distributions
Properties: Normal Pop.
For sampling with replacement:
As n increases, Larger sample
σ x decreases size
Smaller sample
size
μ x
Statistics for Managers Using Microsoft Excel, 5e © 2008 Pearson Prentice-Hall, Inc. Chap 7-25
Sampling Distributions
Non-Normal Population
The Central Limit Theorem states that as the sample
size (that is, the number of values in each sample)
gets large enough, the sampling distribution of the
mean is approximately normally distributed. This is
true regardless of the shape of the distribution of the
individual values in the population.
Measures of the sampling distribution:
σ
μx μ σx
n
Statistics for Managers Using Microsoft Excel, 5e © 2008 Pearson Prentice-Hall, Inc. Chap 7-26
Sampling Distributions
Non-Normal Population
Population Distribution
μ x
Sampling Distribution
(becomes normal as n increases)
Larger
Smaller sample sample
size size
μx x
Statistics for Managers Using Microsoft Excel, 5e © 2008 Pearson Prentice-Hall, Inc. Chap 7-27
Sampling Distributions
Non-Normal Population
For most distributions, n > 30 will give a
sampling distribution that is nearly normal
For fairly symmetric distributions, n > 15 will
give a sampling distribution that is nearly
normal
For normal population distributions, the
sampling distribution of the mean is always
normally distributed
Statistics for Managers Using Microsoft Excel, 5e © 2008 Pearson Prentice-Hall, Inc. Chap 7-28
Sampling Distributions
Example
Suppose a population has mean μ = 8 and standard
deviation σ = 3. Suppose a random sample of size n = 36
is selected.
What is the probability that the sample mean is between
7.75 and 8.25?
Even if the population is not normally distributed, the
central limit theorem can be used (n > 30).
So, the distribution of the sample mean is approximately
normal with
μx 8 σ 3
σx 0.5
n 36
Statistics for Managers Using Microsoft Excel, 5e © 2008 Pearson Prentice-Hall, Inc. Chap 7-29
Sampling Distributions
Example
First, compute Z values for both 7.75 and 8.25.
7.75 - 8
Z 0.5
3
36
8.25 - 8
Z 0.5
3
36
Now, use the cumulative normal table to compute
the correct probability.
Statistics for Managers Using Microsoft Excel, 5e © 2008 Pearson Prentice-Hall, Inc. Chap 7-30
Sampling Distributions
Example
Population
Distribution
= 2(.5000-.3085)
= 2(.1915)
μ8 X = 0.3830
Sample
0≤ p≤1
Statistics for Managers Using Microsoft Excel, 5e © 2008 Pearson Prentice-Hall, Inc. Chap 7-32
Sampling Distributions
The Proportion
Standard error for the proportion:
(1 )
σp
n
Statistics for Managers Using Microsoft Excel, 5e © 2008 Pearson Prentice-Hall, Inc. Chap 7-33
Sampling Distributions
The Proportion: Example
If the true proportion of voters who support
Proposition A is π = .4, what is the probability that
a sample of size 200 yields a sample proportion
between .40 and .45?
P(.40 ≤ p ≤ .45) ?
Statistics for Managers Using Microsoft Excel, 5e © 2008 Pearson Prentice-Hall, Inc. Chap 7-34
Sampling Distributions
The Proportion: Example
(1 ) .4(1 .4)
Find σ p: σp .03464
n 200
Statistics for Managers Using Microsoft Excel, 5e © 2008 Pearson Prentice-Hall, Inc. Chap 7-35
Sampling Distributions
The Proportion: Example
.4251
Standardize
Statistics for Managers Using Microsoft Excel, 5e © 2008 Pearson Prentice-Hall, Inc. Chap 7-36
Chapter Summary
In this chapter, we have
Statistics for Managers Using Microsoft Excel, 5e © 2008 Pearson Prentice-Hall, Inc. Chap 7-37