The standard error of the sample mean and confidence intervals How far is the average sample mean from the population mean? In what interval around mu can we expect to find 95% or 99% or sample means

An introduction to random samples When we speak about samples in statistics, we are talking about random samples. Random samples are samples that are obtained in line with very specific rules. If those rules are followed, the sample will be representative of the population from which it is drawn.

Random samples: Some principles In a random sample, each and every score must have an equal chance of being chosen each time you add a score to the sample. Thus, the same score can be selected more than once, simply by chance. (This is called sampling with replacement.) The number of scores in a sample is called “n.” Sample statistics based on random samples provide least squared, unbiased estimates of their population parameters.

The first way a random sample is representative of its population One way a random sample will be representative of the population is that the sample mean will be a good estimate of the population mean. Sample means are better estimates of mu than are individual scores. Thus, on the average, sample means are closer to mu than are individual scores.

The variance and the standard deviation are the basis for the rest of this chapter. In Chapter 1 you learned to compute the average squared distance of individual scores from mu. We called it the variance. Taking a square root, you got the standard deviation. Now we are going to ask a slightly different question and transform the variance and standard deviation in another way.

As you add scores to a random sample Each randomly selected score tends to correct the sample mean back toward mu If we have several samples drawn from a single population, as we add scores to each sample, each sample mean gets closer to mu. Since they are all getting closer to mu, they will also be getting closer to each other.

As you add scores to a random sample – larger vs. smaller samples The larger the random samples, the closer they will be to mu, on the average. The larger the random samples, the closer they will be to each other, on the average.

Let’s see how that happens Population is 1320 students taking a test.  is 72.00,  = 12 Let’s randomly sample one student at a time and see what happens.We’ll create a random sample with 8 students’ scores in the sample.

Test Scores FrequencyFrequency score Sample scores: Standard deviations Scores Mean 87 Means:

How much closer to mu does the sample mean get when you increase n, the size of the sample? (1) The average squared distance of individual scores is called the variance. You learned to compute it in Chapter 1. The symbol for the mean of a sample is the letter X with a bar over it.We will write that as X-bar.

How much closer to mu does the sample mean get when you increase n, the size of the sample? (2) The average squared distance of sample means from mu is the average squared distance of individual scores from mu divided by n, the size of the sample. Let’s put that in a formula sigma 2 X-bar = sigma 2 /n

The standard error of the sample mean As you know, the square root of the variance is called the standard deviation. It is the average unsquared distance of individual scores from mu. The average unsquared distance of sample means from mu is the square root of sigma 2 X-bar The square root of sigma 2 X-bar = sigma X-bar. sigma X-bar is called the standard error of the sample mean or, more briefly, the standard error of the mean. Here are the formulae sigma 2 X-bar = sigma 2 /n sigma X-bar = sigma/

The standard error of the mean Let’s translate the formula into English, just to be sure you understand it. Here is the formula again: sigma X-bar = sigma/ In English: The standard error of the sample mean equals the ordinary standard deviation divided by the square root of the sample size.

The standard error of the mean is the standard deviation of the sample means around mu. Another way to say that: The average unsquared distance of the means of random samples from the population mean (mu) equals the average unsquared distance of individual scores from the population mean divided by the square root of the sample size.

Sample means tend to form a normal curve. We can show that if we start with a tiny population N=5 The scores in this population are 1, 3, 5, 7, & 9. They form a perfectly rectangular distribution. Mu = 5.00 Sigma = 2.83 We are going to see the means of all the possible samples of size 2 (n=2) First see the population, then the list of samples

The standard error = the standard deviation divided by the square root of n, the sample size In the example you just saw, sigma = Divide that by the square root of n (1.414) and you get the standard error of the mean (2.00). The formula works. And it works every time.

Let’s see what sigma X-bar can tell us We know that the mean of SAT/GRE scores = 500 and sigma = 100 So 68.26% of individuals will score between 400 and 600 and 95.44% will score between 300 and 700 NOTE THAT SAMPLE MEANS FALL CLOSER TO MU, ON THE AVERAGE, THAN DO INDIVIDUAL SCORES.

What happens when we take random samples with n=4? The standard error of the mean is sigma divided by the square root of the sample size = 100/2= % of the sample means (n=4) will be within 1.00 standard error of the mean from mu and 95.44% will be within 2.00 standard errors of the mean from mu So, 68.26% of the sample means (n=4) will be between 450 and 550 and 95.44% will fall between 400 and 600

Let’s make the samples larger Take random samples of SAT scores, with 400 people in each sample, the standard error of the mean is sigma divided by the square root of 400 = 100/20= % of the sample means will be within 1.00 standard error of the mean from mu and 95.44% will be within 2.00 standard errors of the mean from mu. So, 68.26% of the sample means (n=400) will be between 495 and 505 and 95.44% will fall between 490 and 510.

You try it with random samples of SAT scores, with 2500 people in each sample. In what interval can we expect that 68.26% of the sample means will fall? In what interval can we expect 95.44% of the sample means to fall?

With n= 2500, the standard error of the mean is sigma divided by the square root of 2500 = 100/50= % of the sample means will be within 1.00 standard error of the mean from mu and 95.44% will be within 2.00 standard errors of the mean from mu % of the sample means (n=2500) will be between and and 95.44% will fall between and

A slightly tougher question Using SAT scores, with n=2500: Into what interval should 95% of the sample means fall? 95% of the sample means should fall within standard errors of the mean from mu. Given that sigma X-bar =2.00, you multiply * sigma X-bar = x 2.00 = 3.92

Thus: 95% of the sample means should fall in an interval that goes 3.92 points in both directions around mu 500 – 3.92 = = So 95% of sample means (n=2500) should fall between and

The Central Limit Theorem

What happens as n increases? The sample means get closer to each other and to mu. Their average squared distance from mu equals the variance divided by the size of the sample. Therefore, their average unsquared distance from mu equals the standard deviation divided by the square root of the size of the sample. The sample means fall into a more and more perfect normal curve. These facts are called “The Central Limit Theorem” and can be proven mathematically.

CONFIDENCE INTERVALS

We want to define two intervals around mu: One interval into which 95% of the sample means will fall. Another interval into which 99% of the sample means will fall.

95% of sample means will fall in a symmetrical interval around mu that goes from standard errors below mu to standard errors above mu A way to write that fact in statistical language is: CI.95 : mu sigma X-bar or CI.95 : mu sigma X-bar < X-bar < mu sigma X-bar

As I said, 95% of sample means will fall in a symmetrical interval around mu that goes from standard errors below mu to standard errors above mu Take samples of SAT/GRE scores (n=400) Standard error of the mean is sigma divided by the square root of n=100/ = 100/20.00= standard errors of the mean with such samples = (5.00)= 9.80 So 95% of the sample means can be expected to fall in the interval = and = CI.95 : mu sigma X-bar = or CI.95 : < X-bar <

99% of sample means will fall within standard errors from mu Take the same samples of SAT/GRE scores (n=400) The standard error of the mean is sigma divided by the square root of n=100/20.00= standard errors of the mean with such samples = (5.00)= So 99% of the sample means can be expected to fall in the interval = and = CI.99 : mu sigma X-bar = or CI.99 : < the sample mean <