Sampling Dist 18 Aug 10
Sampling Dist 18 Aug 10
The following notation is helpful, when we talk about the standard deviation and the standard
error.
Population parameter
N: Number of observations in the
population
Ni: Number of observations in population i
P: Proportion of successes in population
Pi: Proportion of successes in population i
: Population mean
i: Mean of population i
: Population standard deviation
p: Standard deviation of p
x: Standard deviation of x
Sample statistic
n: Number of observations in the sample
ni: Number of observations in sample i
p: Proportion of successes in sample
pi: Proportion of successes in sample i
x: Sample estimate of population mean
xi: Sample estimate of i
s: Sample estimate of
SEp: Standard error of p
SEx: Standard error of x
http://stattrek.com/AP-Statistics-4/Standard-Error.aspx?Tutorial=Stat
Sampling Distributions
Suppose that we draw all possible samples of size n from a given population. Suppose further
that we compute a statistic (e.g., a mean, proportion, standard deviation) for each sample. The
probability distribution of this statistic is called a sampling distribution.
If the population size is much larger than the sample size, then the sampling distribution has
roughly the same sampling error, whether we sample with or without replacement. On the other
hand, if the sample represents a significant fraction (say, 1/10) of the population size, the
sampling error will be noticeably smaller, when we sample without replacement.
The central limit theorem states that the sampling distribution of any statistic will be normal or
nearly normal, if the sample size is large enough.
and
and
where = sqrt[ PQ ].
And
And
d = sqrt( 12 / n1 + 22 / n2 )