Basic Practice of Statistics - 3rd Edition Sampling Distributions

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Basic Practice of Statistics - 3rd Edition Sampling Distributions Chapter 11 Sampling Distributions BPS - 5th Ed. Chapter 11 Chapter 10

Sampling Terminology Parameter Statistic Variability fixed, unknown number that describes the population Statistic known value calculated from a sample a statistic is often used to estimate a parameter Variability different samples from the same population may yield different values of the sample statistic Sampling Distribution tells what values a statistic takes and how often it takes those values in repeated sampling BPS - 5th Ed. Chapter 11

Parameter vs. Statistic Basic Practice of Statistics - 3rd Edition Parameter vs. Statistic A properly chosen sample of 1600 people across the United States was asked if they regularly watch a certain television program, and 24% said yes. The parameter of interest here is the true proportion of all people in the U.S. who watch the program, while the statistic is the value 24% obtained from the sample of 1600 people. From Seeing Through Statistics, 2nd Edition by Jessica M. Utts. BPS - 5th Ed. Chapter 11 Chapter 10

Parameter vs. Statistic Basic Practice of Statistics - 3rd Edition Parameter vs. Statistic The mean of a population is denoted by µ – this is a parameter. The mean of a sample is denoted by – this is a statistic. is used to estimate µ. The true proportion of a population with a certain trait is denoted by p – this is a parameter. The proportion of a sample with a certain trait is denoted by (“p-hat”) – this is a statistic. is used to estimate p. From Seeing Through Statistics, 2nd Edition by Jessica M. Utts. BPS - 5th Ed. Chapter 11 Chapter 10

The Law of Large Numbers Consider sampling at random from a population with true mean µ. As the number of (independent) observations sampled increases, the mean of the sample gets closer and closer to the true mean of the population. ( gets closer to µ ) BPS - 5th Ed. Chapter 11

The Law of Large Numbers Coin flipping: BPS - 5th Ed. Chapter 11

The Law of Large Numbers Rolling pair of fair dice. BPS - 5th Ed. Chapter 11

Sampling Distribution The sampling distribution of a statistic is the distribution of values taken by the statistic in all possible samples of the same size (n) from the same population to describe a distribution we need to specify the shape, center, and spread we will discuss the distribution of the sample mean (x-bar) in this chapter BPS - 5th Ed. Chapter 11

Does This Wine Smell Bad? Case Study Does This Wine Smell Bad? Dimethyl sulfide (DMS) is sometimes present in wine, causing “off-odors”. Winemakers want to know the odor threshold – the lowest concentration of DMS that the human nose can detect. Different people have different thresholds, and of interest is the mean threshold in the population of all adults. BPS - 5th Ed. Chapter 11

Does This Wine Smell Bad? Case Study Does This Wine Smell Bad? Suppose the mean threshold of all adults is =25 micrograms of DMS per liter of wine, with a standard deviation of =7 micrograms per liter and the threshold values follow a bell-shaped (normal) curve. BPS - 5th Ed. Chapter 11

Where should 95% of all individual threshold values fall? mean plus or minus two standard deviations 25  2(7) = 11 25 + 2(7) = 39 95% should fall between 11 & 39 What about the mean (average) of a sample of n adults? What values would be expected? BPS - 5th Ed. Chapter 11

Sampling Distribution What about the mean (average) of a sample of n adults? What values would be expected? Answer this by thinking: “What would happen if we took many samples of n subjects from this population?” (let’s say that n=10 subjects make up a sample) take a large number of samples of n=10 subjects from the population calculate the sample mean (x-bar) for each sample make a histogram (or stemplot) of the values of x-bar examine the graphical display for shape, center, spread BPS - 5th Ed. Chapter 11

Does This Wine Smell Bad? Case Study Does This Wine Smell Bad? Mean threshold of all adults is =25 micrograms per liter, with a standard deviation of =7 micrograms per liter and the threshold values follow a bell-shaped (normal) curve. Many (1000) repetitions of sampling n=10 adults from the population were simulated and the resulting histogram of the 1000 x-bar values is on the next slide. BPS - 5th Ed. Chapter 11

Does This Wine Smell Bad? Case Study Does This Wine Smell Bad? BPS - 5th Ed. Chapter 11

Mean and Standard Deviation of Sample Means If numerous samples of size n are taken from a population with mean m and standard deviation  , then the mean of the sampling distribution of is m (the population mean) and the standard deviation is: ( is the population s.d.) BPS - 5th Ed. Chapter 11

Mean and Standard Deviation of Sample Means Since the mean of is m, we say that is an unbiased estimator of m Individual observations have standard deviation , but sample means from samples of size n have standard deviation . Averages are less variable than individual observations. BPS - 5th Ed. Chapter 11

Sampling Distribution of Sample Means If individual observations have the N(µ, ) distribution, then the sample mean of n independent observations has the N(µ, / ) distribution. “If measurements in the population follow a Normal distribution, then so does the sample mean.” BPS - 5th Ed. Chapter 11

(Population distribution) Case Study Does This Wine Smell Bad? Mean threshold of all adults is =25 with a standard deviation of =7, and the threshold values follow a bell-shaped (normal) curve. (Population distribution) BPS - 5th Ed. Chapter 11

is approximately N(µ, / ) Central Limit Theorem If a random sample of size n is selected from ANY population with mean m and standard deviation  , then when n is large the sampling distribution of the sample mean is approximately Normal: is approximately N(µ, / ) “No matter what distribution the population values follow, the sample mean will follow a Normal distribution if the sample size is large.” BPS - 5th Ed. Chapter 11

Central Limit Theorem: Sample Size How large must n be for the CLT to hold? depends on how far the population distribution is from Normal the further from Normal, the larger the sample size needed a sample size of 25 or 30 is typically large enough for any population distribution encountered in practice recall: if the population is Normal, any sample size will work (n≥1) BPS - 5th Ed. Chapter 11

Central Limit Theorem: Sample Size and Distribution of x-bar BPS - 5th Ed. Chapter 11