SAMPLING DISTRIBUTIONS

Basic Concepts
Suppose we select n distinct elements from a population consisting of N elements,
using a particular probability sampling method. Let
X1 = measure taken from the 1st element in the sample
X2 = measure taken from the 2nd element in the sample

Xn = measure taken from the nth element in the sample

Then, (X1, X2, , Xn) is called a random sample of size n from a finite population.
Example: A sample selected by SRSWOR

Basic Concepts
X1 = measure taken from the 1st element in the sample
X2 = measure taken from the 2nd element in the sample

Xn = measure taken from the nth element in the sample

Then, (X1, X2, , Xn) is called a random sample of size n from an infinite population
if the values of X1, X2, , Xn are n independent observations generated from the
same CDF. This common CDF or its corresponding PMF/PDF is called the parent
population or the distribution of the population.
Let

Example: A sample selected by SRSWR we can view this sample as a sample

drawn by generating n independent samples of size 1, from the same population
and using the same probability of inclusion.

Basic Concepts
Suppose (X1, X2, , Xn) is a random sample. A statistic is a r.v. that is a function of
X1, X2, , Xn.
Remarks:
1. As a random variable, the statistic is a function whose value depends on the
outcome of random experiment the selection of a random sample.
2. Since it is a r.v., it has a probability distribution.

Basic Concepts
The sampling distribution of a statistic is its probability distribution (PMF/PDF).
Example: p.385
The sampling distribution of a statistic depends on:
n
the method of choosing the random sample
the population under study
We can use the sampling distribution to compute probabilities (Ex: P(|X-| < a))
and to determine summary measures describing the collection of realized values of
when we repeatedly take samples of size n (Ex. E(X
) and standard deviation).
X

Basic Concepts
The standard deviation of a statistic is called its standard error.
Example: (p. 387)
is given by
Suppose the sampling distribution of X

10/30 or 1/3

20/30 or 2/3

30/30 or 1

= )
P(

4/20

12/20

4/20

.
Determine the mean and standard error of X
2 1/10).
Compute for P( X
3

Interpretation: There is a 3/5 chance of selecting a sample whose value for the
sample mean will not differ from the population mean by more than 1/10.

Basic Concepts
If (X1, X2, , Xn) is a random sample from a finite population of size N and whose
2 Nn
= and Var X
=
values are generated using SRSWOR, then E X
, where
=

=1

and 2 =

2
N
i=1(Xi)

n N1

Example: (p. 388)

Imagine a very small barangay consisting of 6 voters, labeled as A1, A2, A3, A4, A5,
and A6. There are two candidates, Renzo and Sandro. What we do not know is that
voters A1, A2, A3, and A4 decided to elect Renzo, while voters A5 and A6 decided
and Var X
?
to elect Sandro. Given: = 2/3 and 2 = 2/9. What is E X
= 2/3 and Var X
= 2/45
Answer: E X

Basic Concepts
= and
If (X1, X2, , Xn) is a random sample from an infinite population, then E X
2
= , where = E(Xi) and 2 = E(Xi )2 .
Var X
n

Example: (p. 389)

Consider the same physical population in the previous example. We will select a
and Var X
?
sample of size 3 using SRSWR. What is E X
= 2/3 and Var X
= 2/27
Answer: E X

Basic Concepts
Remarks:

in the different samples are all

1. In both sampling schemes, the values of X
centered about .
2. The standard error is smaller or populations where 2 is small.
3. Estimates under SRS are more reliable when the elements in the population are
homogenous with respect to the characteristic under study.
4. Increasing the sample size will decrease the standard error.

5. The

Nn
term
N1

is called the finite population correction.

6. In some cases, there is no distinction between sampling from finite and infinite
populations when the size of the finite population is very large.

Central Limit Theorem

is the mean of a random sample of size n from a large or infinite population
If X
is approximately
with mean and variance 2 , then the sampling distribution of X
normally distributed with mean and variance 2 /n, when n is sufficiently large.
When is n sufficiently large? n 30
Example: (p. 393)
A random sample of size 100 is taken from a large population with = 1000 and
2 = 625. Approximate the probability of selecting a sample that satisfies
> 998 and (b) |X
| 1.
(a) X