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COURSE OUTLINE
QUIZ -1:
MID TERM EXAM:
QUIZ- 2:
ASSIGNMENT/ IMPRESSION:
END TERM EXAM:
Sampling Distributions
Weight
10%
30%
10%
10%
40%
Statistic:
Statistical measures computed using sample observations.
Let x1, x2,, xn are sample units.
Sample mean
Sample Variance
1 n
1 n
1 n
s 2 ( xi x ) 2 or s12
x xi
( xi x )2
n i 1
n 1 i 1
n i 1
QAM II by Gaurav Garg (IIM Lucknow)
9/24/2015
Samples
s2
s12
18, 18
18
20, 18
19
22, 18
20
24, 18
21
18
18, 20
19
20, 20
20
22, 20
21
24, 20
22
18, 22
20
20, 22
21
22, 22
22
24, 22
23
18, 24
21
18
20, 24
22
22, 24
23
24, 24
24
Average
21
2.5
s2
1 n
( xi x)2
n i 1
s12
1 n
( xi x)2
n 1 i 1
21, 2 5, n 2
E( x)
E (s 2 ) 2
E ( s12 ) 2
Sampling Distributions
Unknown parameters are estimated using sample
observations.
1 n
xi
n i 1
0.25
18
20
24
Sample
Probability = relative
Mean Frequency
frequency
Samples
(18, 18)
22
18
1/16
19
2/16
20
3/16
21
4/16
22
3/16
23
2/16
(24, 24)
24
1
Total
1/16
1
4/16
3/16
2/16
Sample
Mean
18
19
20
21
22
23
24
Probability
1/16
2/16
3/16
4/16
3/16
2/16
1/16
1/16
0
18 19 20 21
22 23 24
9/24/2015
P(T=t)
1/16
2/16
3/16
4/16
3/16
2/16
1/16
In general, E ( x ) ,
Var ( x ) 2 n
E( x ) and Var ( x ) can also be obtained as follows:
1 n
1
1 n 1 n
E ( x ) E xi E ( xi ) n
n
n
n
n
i 1
i 1
i 1
t x P(T=t) t2 x P(T=t)
1.125
20.250
2.375
45.125
3.750
75.000
5.250 110.250
4.125
90.750
2.875
66.125
1.500
36.000
21.000 443.500
E(T) = 21
E(T2) = 443.5
Var(T) = E(T2) [E(T)]2
= 2.5
Var ( x ) n
i
i 1
i 1
1
2
n 2
2
n
n
Common Notation:
x E ( x ) , x2 Var ( x ) 2 n
Standard Error
1 n 1
Var ( x ) Var xi 2
n i 1 n
x 2.5 1.5811
10
9
16
8
n=5
n=30
14
7
12
6
10
5
8
4
6
3
4
2
1
2
00.00
0
0.25
0.50
0.75
1.00
1.25
1.50
1.75
2.00
2.25
2.50
2.75
3.00
3.25
3.50
3.75
4.00
0.00
0.25
0.50
0.75
1.00
1.25
1.50
1.75
2.00
2.25
2.50
2.75
3.00
F12
F10
F25
9
10
r8
r87
r 20
6
15
e6
e54
e10
4
q
q23
q5
2
u0
u10
u
0
1.25
1.50
1.75
2.00
2.25
2.50
2.75
3.00
3.25
3.50
3.75
4.00
4.25
1.00
1.25
1.50
1.75
2.00
2.25
2.50
2.75
3.00
3.25
3.50
3.75
4.00
4.25 1.00
1.00
1.25
1.50
1.75
2.00
2.25
2.50
2.75
3.00
3.25
3.50
3.75
4.00
4.25
xe
x
e
x e
n=5
n=2
n=30
n
n
n
c
c
c
y
y
y
QAM II by Gaurav Garg (IIM Lucknow)
9/24/2015
Example:
Suppose a population has mean = 8 and standard
deviation = 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 N(8, 3/6).
i.e, x ~ N (8, 3 / 6)
P[7.75 x 8.25] ?
Let
N= population size
X= no. of people out of N possessing a particular
attribute
= Actual proportion of the people possessing a
particular attribute = X/N
or
x n
~ N (0,1)
n (1 )
p
~ N (0,1)
(1 ) n
Example:
If the true proportion of voters who support ABC party
is 0.4.
What is the probability that a sample of size 200 yields a
sample proportion between 0.40 and 0.45?
= 0.4, 1 - = 1 0.4 = 0.6
n = 200.
Pr[ 0.40 < p < 0.45 ] =?
p
Z
~ N (0,1)
(1 ) n
QAM II by Gaurav Garg (IIM Lucknow)
9/24/2015
Thus
And
fpc
N n
N 1
x ~ N , fpc
p
(1 )
n
x
N n
n N 1
n or
fpc
~ N (0,1).
(1 )
n
~ N 0,1.
N n
N 1
Degree of Freedom
Students t Distribution
Let us take a sample x1 , x2 ,..., xn
Define the statistic
T
from N(,).
x
1 n
1 n
, where x xi , s12
( xi x )2 .
n i 1
n 1 i 1
s1 n
T ~ t( k ) , then
E (T ) 0, Var (T )
k
, (k 2)
k 2
t (df = 5)
9/24/2015
from N(,).
x1 , x2 ,..., xn
x
i
i 1
n
If X ~ (2k ) , then E( X ) k ,
Var ( X ) 2k.
(n2 ).
xi x
i 1
n
(2n1)
1 n
1 n
( xi x ) 2 or s12
( xi x )2
n i 1
n 1 i 1
(n 1) s12
i 1
( xi x ) 2
n
x x
2
i
~ ( n 1)
i 1
Snedecors F Distribution
Let X and Y be two independent random
variables such that X ~ (2d ) and Y ~ (2d )
1
E(F )
X d1
Define the statistic F
Y d2
Summary
Parameter and Statistic
Unbiasedness
Distribution of sample mean
Distribution of sample proportion
Distribution of sample variance
Central limit theorem
Finite population correction
Degree of Freedom
Students t, Chi-Square and Snedecors Fdistributions
QAM II by Gaurav Garg (IIM Lucknow)