Introduction to the Practice of Statistics Fifth Edition Chapter 5: Sampling Distributions Copyright...

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Introduction to the Practice of Statistics Fifth Edition Chapter 5: Sampling Distributions Copyright © 2005 by W. H. Freeman and Company David S. Moore • George P. McCabe

Transcript of Introduction to the Practice of Statistics Fifth Edition Chapter 5: Sampling Distributions Copyright...

Page 1: Introduction to the Practice of Statistics Fifth Edition Chapter 5: Sampling Distributions Copyright © 2005 by W. H. Freeman and Company David S. Moore.

Introduction to thePractice of Statistics

Fifth Edition

Chapter 5:Sampling Distributions

Copyright © 2005 by W. H. Freeman and Company

David S. Moore • George P. McCabe

Page 2: Introduction to the Practice of Statistics Fifth Edition Chapter 5: Sampling Distributions Copyright © 2005 by W. H. Freeman and Company David S. Moore.

Sampling Distributions

5.1 Sampling Distributions for Counts and Proportions

5.2 The Sampling Distribution of a Sample Mean

Page 3: Introduction to the Practice of Statistics Fifth Edition Chapter 5: Sampling Distributions Copyright © 2005 by W. H. Freeman and Company David S. Moore.

Basic Terminology

The population distribution of a variable gives for a randomly chosen individual from the population, how likely the value of the variable for the individual is in certain ranges. Example: If the variable X (height of American women) is normal with mean, inches, and standard deviation, inches, then how likely is it that a randomly selected American women is over 65 inches tall?

63X 3X

Page 4: Introduction to the Practice of Statistics Fifth Edition Chapter 5: Sampling Distributions Copyright © 2005 by W. H. Freeman and Company David S. Moore.

More Terminology

If we consider all SRSs of size n from the population of American women, what will the distribution of the sample means from each SRS?? This distribution is called the sampling distribution of a sample mean (from samples of size n). In this case, will denote the mean of the sampling distribution by and the standard deviation of the sampling distribution by .

Via its shape, center, and spread, the sampling distribution of a statistic generally tells us how likely the statistic is to have certain values, if the statistic is

unbiased (centered at the parameter it is meant to estimate), and how much variability the statistic has about its mean.

X

X

Page 5: Introduction to the Practice of Statistics Fifth Edition Chapter 5: Sampling Distributions Copyright © 2005 by W. H. Freeman and Company David S. Moore.

Goal: Estimate the proportion, p, of a population that belongs to a particular category (i.e. find the proportion of Americans that “approve” of the job GW is doing as President).

Take a random sample of Americans, of size n and count the number of Americans in the sample that “approve.” Suppose we poll 110 Americans and 45 “approve.”

Notation:X: The number (or count) of items in sample that are in the category.n: The sample size : The sample proportion (i.e. the proportion of the sample in the category)

What are the values of X, n, and for this example?

Section 5.1: Sampling Distributions for Counts and Proportions

p

p

Page 6: Introduction to the Practice of Statistics Fifth Edition Chapter 5: Sampling Distributions Copyright © 2005 by W. H. Freeman and Company David S. Moore.

Binomial Distributions for Sample Counts - X (page 335)

Consider Example 5.2….Does the example in the previous slide constitute a binomial setting?If so, identify, what is a “success,” n, and p for the example….

See technical note on the middle of page 337!

Some Common Binomial Settings: Coins, Dice, etc.

Page 7: Introduction to the Practice of Statistics Fifth Edition Chapter 5: Sampling Distributions Copyright © 2005 by W. H. Freeman and Company David S. Moore.

Finding Probabilities for Binomially Distributed Counts

Let’s work a few examples (coin, dice, etc.)!

Calculator Commands:•binompdf(n, p, value) gives probability (likelyhood) that X=value.•binomcdf(n, p ,value) gives probability that X is less than or equal to the value, i.e. that X=0 or X=1 or …X=value.

Page 8: Introduction to the Practice of Statistics Fifth Edition Chapter 5: Sampling Distributions Copyright © 2005 by W. H. Freeman and Company David S. Moore.

For the scenario in Problem 5.6, how likely is it that your sample will contain:

(a) Exactly 4 “successes.” Hint: binompdf(n,p,value)(b) At most 4 “successes.” Hint: binomcdf(n,p,value)(c) Between 4 and 8, inclusive, “successes.”(d) On average, how many “successes” will your sample have?

(see next slide!)

Finding Probabilities for Sample Counts

Page 9: Introduction to the Practice of Statistics Fifth Edition Chapter 5: Sampling Distributions Copyright © 2005 by W. H. Freeman and Company David S. Moore.

The Binomial Mean and Standard Deviation

Answer to Part (d) on Previous Slide?

Page 10: Introduction to the Practice of Statistics Fifth Edition Chapter 5: Sampling Distributions Copyright © 2005 by W. H. Freeman and Company David S. Moore.

Finding Probabilities for Sample Proportions

Example 5.8 – Converting a probability about a sample proportion to a probability about a sample count. Note that the sample proportion is not binomial since it is not a count! How is the sample proportion distributed? What are the values defined above for this example?

Page 11: Introduction to the Practice of Statistics Fifth Edition Chapter 5: Sampling Distributions Copyright © 2005 by W. H. Freeman and Company David S. Moore.

Notice the shape, center, and

variability of the sampling distribution

of for n=2500.p

Page 12: Introduction to the Practice of Statistics Fifth Edition Chapter 5: Sampling Distributions Copyright © 2005 by W. H. Freeman and Company David S. Moore.

Let’s Use Two Cool Applets to Visualize Each of These:•Sampling Distribution of X: Applet on CD (CLT Binomial)•Sampling Distribution of : Sampling Simp

Page 13: Introduction to the Practice of Statistics Fifth Edition Chapter 5: Sampling Distributions Copyright © 2005 by W. H. Freeman and Company David S. Moore.

The Sampling Distribution of p

Let’s rework Example 5.8 using the Normal Approximation!(Example 5.10 page 345, see illustration, next slide…)

Page 14: Introduction to the Practice of Statistics Fifth Edition Chapter 5: Sampling Distributions Copyright © 2005 by W. H. Freeman and Company David S. Moore.

Sampling Distribution of p

Normal Approximation ofSampling Distribution of p

Page 15: Introduction to the Practice of Statistics Fifth Edition Chapter 5: Sampling Distributions Copyright © 2005 by W. H. Freeman and Company David S. Moore.

Section 5.2: The Sampling Distribution of a Sample Mean

Population (Individuals) Sampling Distribution Of Means (Averages) for n=80

•Averages are less variable than individual observations.•Averages are more normal than individual observations.

The Big Ideas:

Page 16: Introduction to the Practice of Statistics Fifth Edition Chapter 5: Sampling Distributions Copyright © 2005 by W. H. Freeman and Company David S. Moore.

Properties of the Sampling Distribution of a Sample Mean

Page 17: Introduction to the Practice of Statistics Fifth Edition Chapter 5: Sampling Distributions Copyright © 2005 by W. H. Freeman and Company David S. Moore.

Properties of the Sampling Distribution of a Sample Mean

Remember: IF the population is normal then the sampling distribution of the sample mean (for fixed n is normal) otherwise, via

the CLT the sampling distribution of the sample mean becomes approximately normal as n increases!

How fast does the CLT work? Let’s check it out via Sampling Sim!

Page 18: Introduction to the Practice of Statistics Fifth Edition Chapter 5: Sampling Distributions Copyright © 2005 by W. H. Freeman and Company David S. Moore.

The CLT In Action!

Individual Measurements(Population Distribution) with

Population Mean of 1

Averages (n=2)(Sampling Distribution of Sample Mean when n=2)

Averages (n=10)(Sampling Distribution of Sample Mean when n=10)

Averages (n=25)(Sampling Distribution of Sample Mean when n=25)

Page 19: Introduction to the Practice of Statistics Fifth Edition Chapter 5: Sampling Distributions Copyright © 2005 by W. H. Freeman and Company David S. Moore.

Let’s Work Some Problems!

• Problem 5.34 (page 370)

• Problem 5.40 (page 371)