Distribution of Sampling

Statistics

Fasilkom UI 2010
 Outline
• Introduction
• The Sample Mean
• The Central Limit Theorem
– Approximate Distribution of The Sample Mean
– How Large A Sample Is Needed
• The Sample Variance
• Sampling Distribution from The Normal
Distribution
– Distribution of The Sample Mean
– Joint Distribution of X and S2
• Sampling from A Finite Population 2
 Introduction
• Recall definitions of:
– Inferential statistics
– Population
– Sample
– Sampling, Random sampling
– Parameter
– Statistic

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 Definition
If X1, . . . , Xn are independent random
variables having a common distribution F,
then we say that they constitute a sample
(sometimes called a random sample) from
the distribution F.

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 Parametric vs. Nonparametric
• Parametric inference problem: Problems
in which the form of the underlying
distribution is specified up to a set of
unknown parameters, eg:
– F was assumed as a normal distribution
function having an unknown mean and
variance
• Nonparametric inference problem:
problems in which nothing is assumed
about the form of F 5
 The Sample Mean
• µ: population mean, σ2:population variance
• Let X1, X2, . . . , Xn be a sample of values
from this population. The sample mean is
defined by

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 The Sample Mean (2)
X is also a random variable

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• X is also centered about the population
mean µ, but its spread becomes more
and more reduced as the sample size
increases.

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 The Central Limit Theorem
• Let X1, X2, . . . , Xn be a sequence of
independent and identically distributed
random variables each having mean µ and
variance σ2. Then for n large, the
distribution of
X1 +・ ・ ・+Xn
• is approximately normal with mean nµ and
variance nσ2.

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The Central Limit Theorem

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 Example
• Problem:
• An insurance company has 25,000
automobile policy holders. If the yearly
claim of a policy holder is a random
variable with mean 320 and standard
deviation 540, approximate the probability
that the total yearly claim exceeds 8.3
million.

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12
 Approximate Distribution of the
Sample Mean
• Since the sample mean has expected
value µ and standard deviation σ/√n, it
then follows that

has approximately a standard normal

distribution
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 Example
The weights of a population of workers have
mean 167 and standard deviation 27.
(a)If a sample of 36 workers is chosen,
approximate the probability that the
samplemean of their weights lies
between 163 and 170.
(b) Repeat part (a) when the sample is of
size 144.

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 How Large A Sample Is Needed
• A general rule of thumb is that one can be
confident of the normal approximation
whenever the sample size n is at least 30.
• That is, practically speaking, no matter
how nonnormal the underlying population
distribution is, the sample mean of a
sample of size at least 30 will be
approximately normal.
• In most cases, the normal approximation
is valid for much smaller sample sizes
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16
The Sample Variance

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Sampling Distribution from The Normal
Distribution
– Distribution of The Sample Mean

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 Joint Distribution of X and S2

• Theorem
• If X1, . . . , Xn is a sample from a normal
population having mean µ and variance σ2,
then X and S2 are independent random
variables, with X being normal with mean
µ and variance σ2/n and (n − 1)S2/σ2 being
chi-square with n − 1 degrees of freedom.

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 Sampling from A Finite
Population
• A sample of size n from this population is
said to be a random sample if it is chosen
in such a manner that each of the NCn
population subsets of size n is equally
likely to be the sample.

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