Sampling Distribution Of The

Estimator
 In statistics, it is the probability distribution of the given statistic
estimated on the basis of a random sample. It provides a generalized
way to statistical inference.

 The estimator is the generalized mathematical parameter to calculate

sample statistics. An estimate is the result of the estimation.

 The sampling distribution of estimator depends on the sample size. The

effect of change of the sample size has to be determined. An estimate
has a single numerical value and hence they are called point estimates.
• Since our estimators are statistics (particular functions of random
variables), their distribution can be derived from the joint distribution
of X1 . . . Xn.

• It is called the sampling distribution because it is based on the joint

distribution of the random sample.

• Sampling distributions of estimators depend on sample size, and we

want to know exactly how the distribution changes as we change this
size so that we can make the right trade-offs between cost and
accuracy
 There are various estimators like sample mean, sample standard
deviation, proportion, variance, range etc.

Sampling distribution of the mean: It is the population mean from

which the samples are drawn. For all the sample sizes, it is likely to be
normal if the population distribution is normal.

The population mean is equal to the mean of the sampling

distribution of the mean. Sampling distribution of mean has the
standard deviation, which is as follows:
Where

is the standard deviation of the sampling mean is the

population standard deviation and n is the sample size.

 As the size of the sample increases, the spread of the sampling

distribution of the mean decreases. But the mean of the distribution
remains the same and it is not affected by the sample size.
 The sampling distribution of the standard deviation is the standard
error of the standard deviation. It is defined as:

 here is the sampling distribution of the standard deviation.

It is positively skewed for small n but it approximately becomes
normal for sample sizes greater than 30.
Advantages:
 Sampling distribution, a statistical tool, helps calculate the
probability of an event by repeatedly sampling a small
group of subjects rather than sampling an entire
population.

The sampling distribution of a sample statistic is the

distribution of the point estimates based on samples of a
fixed size, n, from a certain population.

It is useful to think of a particular point estimate as being drawn

from a sampling distribution.