0% found this document useful (0 votes)
6 views

Chap005

This document covers introductory statistical methods focusing on sampling and sampling distributions. It outlines key concepts such as sample statistics as estimators of population parameters, the central limit theorem, and various sampling methods. The chapter also emphasizes the importance of understanding sampling distributions and their properties in statistical inference.

Uploaded by

aschalew
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
6 views

Chap005

This document covers introductory statistical methods focusing on sampling and sampling distributions. It outlines key concepts such as sample statistics as estimators of population parameters, the central limit theorem, and various sampling methods. The chapter also emphasizes the importance of understanding sampling distributions and their properties in statistical inference.

Uploaded by

aschalew
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
You are on page 1/ 38

5-1

Introductory Statistical
Methods
Preparatory Module
5-2

Chapter 5

Sampling and Sampling


Distributions
5-3

5 Sampling and Sampling Distributions



Using Statistics

Sample Statistics as Estimators of
Population Parameters

Sampling Distributions

Estimators and Their Properties

Degrees of Freedom
5-4

5 LEARNING OBJECTIVES
After studying this chapter you should be able to:

Take random samples from populations

Distinguish between population parameters and sample statistics

Apply the central limit theorem

Derive sampling distributions of sample means and proportions

Explain why sample statistics are good estimators of population
parameters

Judge one estimator as better than another based on desirable
properties of estimators

Apply the concept of degrees of freedom

Identify special sampling methods

Compute sampling distributions and related results
5-5

5-1 Using Statistics

• Statistical Inference: On basis of sample statistics


 Predict and forecast values of
population parameters... derived from limited and
 Test hypotheses about values incomplete sample
of population parameters... information
 Make decisions...

Make
Make Onthe
On thebasis
basisofof
generalizationsabout
generalizations about observationsofofaa
observations
thecharacteristics
the characteristicsofof sample,aapart
sample, partofofaa
aapopulation...
population... population
population
5-6

The Literary Digest Poll (1936)

Unbiased
Sample
Unbiased,
representative sample
Democrats Republicans drawn at random from
Population
the entire population.

Biased Biased,
People who have Sample
phones and/or cars unrepresentative
and/or are Digest
readers. sample drawn from
Democrats Republicans people who have cars
Population and/or telephones
and/or read the Digest.
5-7

5-2 Sample Statistics as Estimators of


Population Parameters
 A sample statistic is a A population parameter
numerical measure of a is a numerical measure of
summary characteristic a summary characteristic
of a sample. of a population.

•• An
Anestimator
estimatorof
ofaapopulation
populationparameter
parameterisisaasample
samplestatistic
statistic
usedto
used toestimate
estimateororpredict
predictthe
thepopulation
populationparameter.
parameter.
•• An
Anestimate
estimateof ofaaparameter
parameterisisaaparticular
particularnumerical
numericalvalue
value
ofaasample
of samplestatistic
statisticobtained
obtainedthrough
throughsampling.
sampling.
•• AApoint
pointestimate
estimateisisaasingle
singlevalue
valueused
usedasasan
anestimate
estimateof
ofaa
populationparameter.
population parameter.
5-8

Estimators

•• The
The sample
sample mean,
mean,X ,, isis the
the most
most common
common
estimator of
estimator of the
the population
population mean, mean, 
•• The
The sample
sample variance,
variance, ss22,, isis the
the most
most common
common
estimator of the population variance,
estimator of the population variance,  .  22.

•• The
The sample
sample standard
standard deviation,
deviation, s,s, isis the
the most
most
common estimator
common estimator ofof the
the population
population standard
standard
deviation, ..
deviation,
•• The
The sample
sample proportion,
proportion,p̂,, isis thethe most
most common
common
estimator of
estimator of the
the population
population proportion,
proportion, p. p.
5-9

Population and Sample Proportions

• The population proportion is equal to the number of


elements in the population belonging to the category of
interest, divided by the total number of elements in the
population: X
p 
N
• The sample proportion is the number of elements in the
sample belonging to the category of interest, divided by
the sample size:
x
p 
n
5-10

A Population Distribution, a Sample from a


Population, and the Population and Sample Means

Population mean ()


Frequency distribution
of the population

X X X X X X X
X X X X X X X
X X X X

Sample points

Sample mean X
( )
5-11

Other Sampling Methods

• Stratified sampling: in stratified sampling, the


population is partitioned into two or more
subpopulation called strata, and from each stratum
a desired sample size is selected at random.
• Cluster sampling: in cluster sampling, a random
sample of the strata is selected and then samples
from these selected strata are obtained.
• Systemic sampling: in systemic sampling, we start
at a random point in the sampling frame, and from
this point selected every kth, say, value in the frame
to formulate the sample.
5-12

5-3 Sampling Distributions

• The sampling distribution of a statistic is the


probability distribution of all possible values the
statistic may assume, when computed from
random samples of the same size, drawn from a
specified population.
• The sampling distribution of X is the
probability distribution of all possible values the
X
random variable may assume when a sample
of size n is taken from a specified population.
5-13

Sampling Distributions (Continued)

Uniform population of integers from 1 to 8:


X P(X) XP(X) (X- ) (X- )2 P(X)(X- )2 Uniform Distribution (1,8)
X P(X) XP(X) (X-x)x (X-x)x2 P(X)(X-x)x2

1 0.125 0.125 -3.5 12.25 1.53125 0.2


1 0.125 0.125 -3.5 12.25 1.53125
2 0.125 0.250 -2.5 6.25 0.78125
2 0.125 0.250 -2.5 6.25 0.78125
3 0.125 0.375 -1.5 2.25 0.28125
3 0.125 0.375 -1.5 2.25 0.28125
4 0.125 0.500 -0.5 0.25 0.03125
4 0.125 0.500 -0.5 0.25 0.03125

P(X)
5 0.125 0.625 0.5 0.25 0.03125
5 0.125 0.625 0.5 0.25 0.03125 0.1
6 0.125 0.750 1.5 2.25 0.28125
6 0.125 0.750 1.5 2.25 0.28125
7 0.125 0.875 2.5 6.25 0.78125
7 0.125 0.875 2.5 6.25 0.78125
8 0.125 1.000 3.5 12.25 1.53125
8 0.125 1.000 3.5 12.25 1.53125
1.000 4.500 5.25000 0.0
1.000 4.500 5.25000 1 2 3 4 5 6 7 8
X

E(X)====4.5
E(X) 4.5
V(X) = 22 = 5.25
V(X) =  = 5.25
SD(X)====2.2913
SD(X) 2.2913
5-14

Sampling Distributions (Continued)


 There are 8*8 = 64 different but Each of these samples has a sample
equally-likely samples of size 2 mean. For example, the mean of the
that can be drawn (with sample (1,4) is 2.5, and the mean of
replacement) from a uniform the sample (8,4) is 6.
population of the integers from 1
to 8: of Size 2 from Uniform (1,8)
Samples Sample Means from Uniform (1,8), n =
1 2 3 4 5 6 7 8 1 2 3 4 5 6 7 8
1 1,1 1,2 1,3 1,4 1,5 1,6 1,7 1,8 1 1.0 1.5 2.0 2.5 3.0 3.5 4.0 4.5
2 2,1 2,2 2,3 2,4 2,5 2,6 2,7 2,8 2 1.5 2.0 2.5 3.0 3.5 4.0 4.5 5.0
3 3,1 3,2 3,3 3,4 3,5 3,6 3,7 3,8 3 2.0 2.5 3.0 3.5 4.0 4.5 5.0 5.5
4 4,1 4,2 4,3 4,4 4,5 4,6 4,7 4,8 4 2.5 3.0 3.5 4.0 4.5 5.0 5.5 6.0
5 5,1 5,2 5,3 5,4 5,5 5,6 5,7 5,8 5 3.0 3.5 4.0 4.5 5.0 5.5 6.0 6.5
6 6,1 6,2 6,3 6,4 6,5 6,6 6,7 6,8 6 3.5 4.0 4.5 5.0 5.5 6.0 6.5 7.0
7 7,1 7,2 7,3 7,4 7,5 7,6 7,7 7,8 7 4.0 4.5 5.0 5.5 6.0 6.5 7.0 7.5
8 8,1 8,2 8,3 8,4 8,5 8,6 8,7 8,8 8 4.5 5.0 5.5 6.0 6.5 7.0 7.5 8.0
5-15

Sampling Distributions (Continued)


The probability distribution of the sample mean is called the
sampling distribution of the the sample mean.
mean
Sampling Distribution of the Mean Sampling Distribution of the Mean
P(X) XP(X) X-X (X-X)2 P(X)(X-X)2

0.015625 0.015625 -3.5 12.25 0.191406


0.031250 0.046875 -3.0 9.00 0.281250 0.10

0.046875 0.093750 -2.5 6.25 0.292969

P(X)
0.062500 0.156250 -2.0 4.00 0.250000
0.078125 0.234375 -1.5 2.25 0.175781 0.05
0.093750 0.328125 -1.0 1.00 0.093750
0.109375 0.437500 -0.5 0.25 0.027344
0.125000 0.562500 0.0 0.00 0.000000
0.00
0.109375 0.546875 0.5 0.25 0.027344
1.0 1.5 2.0 2.5 3.0 3.5 4.0 4.5 5.0 5.5 6.0 6.5 7.0 7.5 8.0
0.093750 0.515625 1.0 1.00 0.093750
X
0.078125 0.468750 1.5 2.25 0.175781
0.062500 0.406250 2.0 4.00 0.250000
0.046875
0.031250
0.328125
0.234375
2.5
3.0
6.25
9.00
0.292969
0.281250 E ( X )   X  4.5
0.015625 0.125000 3.5 12.25 0.191406
V ( X )   2X  2.625
1.000000 4.500000 2.625000 SD( X )   X  1.6202
5-16

Properties of the Sampling Distribution


of the Sample Mean
•• Comparing
Comparingthe
thepopulation
population
0.2
Uniform Distribution (1,8)

distributionand
distribution andthe
thesampling
sampling
distributionof
distribution ofthe
themean:
mean:

P(X)
0.1

The
Thesampling
samplingdistribution
distributionisis
morebell-shaped
more bell-shapedandand 0.0

symmetric.
symmetric.
1 2 3 4
X
5 6 7 8

Both
Bothhave
havethe
thesame
samecenter.
center. Sampling Distribution of the Mean

The
Thesampling
samplingdistribution
distributionof
of
themean
the meanisismore
morecompact,
compact, 0.10

P(X)
withaasmaller
with smallervariance.
variance. 0.05

0.00
1.0 1.5 2.0 2.5 3.0 3.5 4.0 4.5 5.0 5.5 6.0 6.5 7.0 7.5 8.0
X
5-17

Relationships between Population Parameters and


the Sampling Distribution of the Sample Mean

The expected value of the sample mean is equal to the population mean:

E ( X )  
X X

The variance of the sample mean is equal to the population variance divided by
the sample size:

 2

V ( X )  2
 X
X
n
The standard deviation of the sample mean, known as the standard error of
the mean,
mean is equal to the population standard deviation divided by the square
root of the sample size:

SD( X )   X
X
n
5-18

Sampling from a Normal Population


Whensampling
When samplingfrom
fromaanormal
normalpopulation
populationwith meanand
withmean andstandard
standard
deviation ,the
deviation, thesample
samplemean,
mean,X,
X,has
hasaanormal
normalsampling
samplingdistribution:
distribution:
distribution
distribution
2

X ~ N (, )
n

Thismeans
This meansthat,
that,as
asthe
the Sampling Distribution of the Sample Mean

samplesize
sample sizeincreases,
increases,the
the 0.4

samplingdistribution
sampling distributionof
ofthe
the 0.3
Sampling Distribution: n =16

Sampling Distribution: n = 4
samplemean
sample meanremains
remains
f(X)
0.2

centeredon
centered onthe
thepopulation
population 0.1
Sampling Distribution: n = 2
Normal population

mean,but
mean, butbecomes
becomesmore
more 0.0
Normal population


compactlydistributed
compactly distributedaround
around
thatpopulation
that populationmean
mean
5-19

The Central Limit Theorem

When sampling
When sampling from from aa population
population 0.25
n=5

with mean  and


with mean and finite
finite standard
standard 0.20
0.15

P(X)
0.10

deviation ,
deviation , the
the sampling
sampling 0.05
0.00
X

distribution of
distribution of the
the sample
sample mean
mean will
will
n = 20
tend to
tend to aa normal
normal distribution
distribution with
with 0.2


mean  and standard deviation
mean  and standard deviation n as as

P(X)
0.1

the sample
the sample size
size becomes
becomes large
large 0.0
X

(n >30).
(n >30). Large n
0.4
0.3

f(X)
For “large
“large enough”
enough” n:
n: X ~ N (  , / n)
0.2

For
2
0.1
0.0

X
-
5-20

The Central Limit Theorem Applies to


Sampling Distributions from Any Population
Normal Uniform Skewed General

Population

n=2

n = 30

 X  X  X  X
5-21

The Central Limit Theorem


(Example 5-1)
Mercurymakes
Mercury makesaa2.4
2.4liter
literV-6
V-6engine,
engine,the
theLaser
LaserXRi,
XRi,used
usedin
inspeedboats.
speedboats.
Thecompany’s
The company’sengineers
engineersbelieve
believethe
theengine
enginedelivers
deliversan
anaverage
averagepower
powerof of
220horsepower
220 horsepowerand andthat
thatthe
thestandard
standarddeviation
deviationofofpower
powerdelivered
deliveredisis1515
HP. AApotential
HP. potentialbuyer
buyerintends
intendstotosample
sample100
100engines
engines(each
(eachengine
engineisisto
tobe
be
runaasingle
run singletime).
time). What
Whatisisthe
theprobability
probabilitythat
thatthe
thesample
samplemean
meanwill
willbebeless
less
than217HP?
than 217HP?
 
 X   217   
P ( X  217)  P  
   
 n n 

   
 217  220   217  220
 P Z    P Z  
 15   15 
 100   10 

 P ( Z   2) 0.0228
5-22

Example 5-2

EPS Mean Distribution


2.00 - 2.49
25
2.50 - 2.99
20 3.00 - 3.49
3.50 - 3.99
Frequency

15 4.00 - 4.49
4.50 - 4.99
10 5.00 - 5.49
5.50 - 5.99
5
6.00 - 6.49
0 6.50 - 6.99
7.00 - 7.49
Range
7.50 - 7.99
5-23

Student’s t Distribution

IfIfthe
thepopulation
populationstandard
standarddeviation,
deviation,, ,isisunknown,
unknown, with
replacewith
unknown replace
unknown
thesample
the samplestandard
standarddeviation,
deviation,s.s. IfIfthe
thepopulation
populationisisnormal,
normal,the
the
resultingstatistic:
resulting statistic: t X  
s/ n
hasaattdistribution
has distributionwith
with(n
(n--1)
1)degrees
degreesof
offreedom.
freedom.
freedom
freedom
•• The
Thet tisisaafamily
familyofofbell-shaped
bell-shapedand
andsymmetric
symmetric
distributions,one
distributions, oneforforeach
eachnumber
numberofofdegree
degreeofof
freedom. Standard normal
freedom.
•• Theexpected
The expectedvalue
valueofoft tisis0.0. t, df=20
•• Thevariance
The varianceofoft tisisgreater
greaterthanthan1,1,butbutapproaches
approaches t, df=10
11asasthe
thenumber
numberofofdegrees
degreesofoffreedom
freedomincreases.
increases.
Thet tisisflatter
The flatterand
andhashasfatter
fattertailstailsthan
thandoes
doesthe
the
standardnormal.
standard normal.

•• Thet tdistribution
The distributionapproaches
approachesaastandardstandardnormal
normal 

asasthe
thenumber
numberofofdegrees
degreesofoffreedom
freedomincreases.
increases.
5-24

The Sampling Distribution of the


Sample Proportion, p
n=2, p = 0.3
Thesample
The sampleproportion
proportionisisthe
thepercentage
percentageof of 0 .5

successesininnnbinomial
binomialtrials.
trials. ItItisisthe
the
0 .4

successes 0 .3

P(X)
numberof
number ofsuccesses,
successes,X,X,divided
dividedby bythe the 0 .2

0 .1

numberof
number oftrials,
trials,n.n. 0 .0
0 1 2

n=10,p=0.3
0.3
X
Sample proportion: pˆ 
n
0.2

P(X)
0.1

0.0
0 1 2 3 4 5 6 7 8 9 10

Asthe
As thesample
samplesize,
size,n,n,increases,
increases,the
thesampling
sampling X

distribution of p approaches
distributionof approachesaanormal
normal n=15, p = 0.3

distributionwith
withmean
meanppand andstandard
standard
0.2

distribution

P(X)
deviation p(1  p)
deviation
0.1

n 0.0
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 X

0 1 2 3 4 5 6 7 8 9 10 1112 13 1415
15 15 15 15 15 15 15 15 151515 1515 15 1515 ^
p
5-25

Sample Proportion (Example 5-3)


InInrecent
recentyears,
years,convertible
convertiblesports
sportscoupes
coupeshave
havebecome
becomeveryverypopular
popularininJapan.
Japan. Toyota
Toyota
isiscurrently
currentlyshipping
shippingCelicas
CelicastotoLos
LosAngeles,
Angeles,where
whereaacustomizer
customizerdoes doesaaroof
rooflift
liftand
and
shipsthem
ships themback
backtotoJapan.
Japan. Suppose
Supposethat
that25%
25%ofofallallJapanese
Japaneseininaagiven
givenincome
incomeandand
lifestylecategory
lifestyle categoryare
areinterested
interestedininbuying
buyingCelica
Celicaconvertibles.
convertibles. AArandom
randomsample
sampleofof100
100
Japaneseconsumers
Japanese consumersininthethecategory
categoryofofinterest
interestisistotobe
beselected.
selected. What
Whatisisthe
theprobability
probability
thatatatleast
that least20%
20%ofofthose
thoseininthe
thesample
samplewill
willexpress
expressan aninterest
interestininaaCelica
Celicaconvertible?
convertible?

n  100
 
p  0.25
 p  p .20  p 
P ( p  0.20 )  P
 p (1  p )  p (1  p ) 
np  (100 )( 0.25)  25  E ( p )
 n n

p (1  p )
 

(.25)(.75)
 0.001875  V ( p )  .20  .25    .05 
n 100  P z    P z  
 (.25)(.75)
  .0433 

p (1  p )  100

 0.001875  0.04330127  SD ( p )  P ( z   1.15)  0.8749
n
5-26

5-4 Estimators and Their Properties

Anestimator
An estimatorof ofaapopulation
populationparameter
parameterisisaasample
samplestatistic
statisticused
usedto
to
estimatethe
estimate theparameter.
parameter. The
Themost
mostcommonly-used
commonly-usedestimator
estimatorof ofthe:
the:
PopulationParameter
Population Parameter SampleStatistic
Sample Statistic
Mean()
Mean () isisthe
the Mean(X)
Mean (X)
Variance (
Variance ( ) 22) is the
is the Variance (s
22)
Variance (s )
StandardDeviation
Standard Deviation()() isisthe
the StandardDeviation
Standard Deviation(s)(s)
Proportion(p)
Proportion (p) isisthe
the Proportion((p ))
Proportion
••Desirable
Desirable properties
properties of
of estimators
estimators include:
include:
Unbiasedness
Unbiasedness
Efficiency
Efficiency
Consistency
Consistency
Sufficiency
Sufficiency
5-27

Unbiasedness

Anestimator
An estimatorisissaid
saidto
tobe
beunbiased
unbiasedififits
itsexpected
expectedvalue
valueisisequal
equalto
to
thepopulation
the populationparameter
parameterititestimates.
estimates.

Forexample,
For example,E(X)=so
E(X)=sothe
thesample
samplemean
meanisisan
anunbiased
unbiasedestimator
estimator
ofthe
of thepopulation
populationmean.
mean. Unbiasedness
Unbiasednessisisan
anaverage
averageororlong-run
long-run
property. The
property. Themean
meanof
ofany
anysingle
singlesample
samplewill
willprobably
probablynotnotequal
equalthe
the
populationmean,
population mean,but
butthe
theaverage
averageofofthe
themeans
meansof ofrepeated
repeated
independentsamples
independent samplesfrom
fromaapopulation
populationwill
willequal
equalthe
thepopulation
population
mean.
mean.

Anysystematic
Any systematicdeviation
deviationof ofthe
theestimator
estimatorfrom
fromthe
thepopulation
population
parameterof
parameter ofinterest
interestisiscalled
calledaabias.
bias.
bias
bias
5-28

Unbiased and Biased Estimators

{
Bias

An unbiased estimator is on A biased estimator is


target on average. off target on average.
5-29

Efficiency
Anestimator
An estimatorisisefficient
efficientififitithas
hasaarelatively
relativelysmall
smallvariance
variance(and
(and
standarddeviation).
standard deviation).

An efficient estimator is, An inefficient estimator is, on


on average, closer to the average, farther from the
parameter being estimated.. parameter being estimated.
5-30

Consistency and Sufficiency

Anestimator
An estimatorisissaid
saidto
tobe
beconsistent
consistentififits
itsprobability
probabilityof
ofbeing
beingclose
close
tothe
to theparameter
parameterititestimates
estimatesincreases
increasesas asthe
thesample
samplesize
sizeincreases.
increases.

Consistency

n = 10 n = 100
Anestimator
An estimatorisissaid
saidto
tobe
besufficient
sufficientififititcontains
containsall
allthe
theinformation
information
inthe
in thedata
dataabout
aboutthe
theparameter
parameterititestimates.
estimates.
5-31

Properties of the Sample Mean

For a normal population, both the sample mean and


sample median are unbiased estimators of the
population mean, but the sample mean is both more
efficient (because it has a smaller variance), and
sufficient.
sufficient Every observation in the sample is used in
the calculation of the sample mean, but only the middle
value is used to find the sample median.
In general, the sample mean is the best estimator of the
population mean. The sample mean is the most
efficient unbiased estimator of the population mean. It
is also a consistent estimator.
5-32

Properties of the Sample Variance

Thesample
The samplevariance
variance(the
(thesum
sumof ofthe
thesquared
squareddeviations
deviationsfrom
fromthe
the
samplemean
sample meandivided
dividedby
by(n-1)
(n-1)isisan
anunbiased
unbiasedestimator
estimatorofofthe
the
populationvariance.
population variance. In
Incontrast,
contrast,the
theaverage
averagesquared
squareddeviation
deviation
fromthe
from thesample
samplemean
meanisisaabiased
biased(though
(thoughconsistent)
consistent)estimator
estimatorofofthe
the
populationvariance.
population variance.


E (s )  E 
2  ( x  x )
2

  2
 (n  1) 

  ( x  x )2 
 
2
E
 n 
5-33

5-5 Degrees of Freedom

Consider a sample of size n=4 containing the following data points:

x1=10 x2=12 x3=16 x4=?

and for which the sample mean is: x


 x
14
n
Given the values of three data points and the sample mean, the
value of the fourth data point can be determined:
 x 12  14  16  x4 x4  56  12  14  16
x=  14
n 4
xx 44 = 14
56
12  14  16  x 56
4
5-34

Degrees of Freedom (Continued)

If only two data points and the sample mean are known:

x1=10 x2=12 x3=? x4=? x 14

The values of the remaining two data points cannot be uniquely


determined:
x 12  14  x  x4
3
x=  14
n 4

12  14  x  x4  56
3
5-35

Degrees of Freedom (Continued)

Thenumber
The numberof ofdegrees
degreesofoffreedom
freedomisisequal
equalto
tothe
thetotal
totalnumber
numberof of
measurements(these
measurements (theseare
arenot
notalways
alwaysraw
rawdata
datapoints),
points),less
lessthe
thetotal
total
numberof
number ofrestrictions
restrictionson
onthe
themeasurements.
measurements. AArestriction
restrictionisisaa
quantitycomputed
quantity computedfrom
fromthe
themeasurements.
measurements.

Thesample
The samplemean
meanisisaarestriction
restrictionon
onthe
thesample
samplemeasurements,
measurements,soso
aftercalculating
after calculatingthe
thesample
samplemean
meanthere
thereare
areonly
only(n-1)
(n-1)degrees
degreesof
of
freedomremaining
freedom remainingwith
withwhich
whichto tocalculate
calculatethe
thesample
samplevariance.
variance.
Thesample
The samplevariance
varianceisisbased
basedonononly
only(n-1)
(n-1)free
freedata
datapoints:
points:

s
2

 ( x  x )
2

(n  1)
5-36

Example 5-4

AAsample
sampleofofsize
size10
10isisgiven
givenbelow.
below. We Wearearetotochoose
choosethree
threedifferent
differentnumbers
numbersfromfrom
whichthe
which thedeviations
deviationsare
aretotobe
betaken.
taken. The
Thefirst
firstnumber
numberisistotobe
beused
usedfor
forthe
thefirst
firstfive
five
samplepoints;
sample points;the
thesecond
secondnumber
numberisistotobe
beused
usedforforthe
thenext
nextthree
threesample
samplepoints;
points;andand
thethird
the thirdnumber
numberisistotobe
beused
usedfor
forthe
thelast
lasttwo
twosample
samplepoints.
points.

Sample # 1 2 3 4 5 6 7 8 9 10

Sample 93 97 60 72 96 83 59 66 88 53
Point

i. What three numbers should we choose in order to minimize the SSD


(sum of squared deviations from the mean).?
• Note: SSD  x  x 
2
5-37

Example 5-4 (continued)


Solution:Choose
Solution: Choosethe
themeans
meansof
ofthe
thecorresponding
correspondingsample
samplepoints.
points. These
Theseare:
are:83.6,
83.6,
69.33,and
69.33, and70.5.
70.5.

ii. Calculate
ii. Calculatethe
theSSD
SSDwith
withchosen
chosennumbers.
numbers.

Solution:SSD
Solution: SSD==2030.367.
2030.367.See
Seetable
tableon
onnext
nextslide
slidefor
forcalculations.
calculations.

iii. What
iii. Whatisisthe
thedfdffor
forthe
thecalculated
calculatedSSD?
SSD?

Solution: dfdf==10
Solution: 10––33==7.7.

iv. Calculate
iv. Calculatean
anunbiased
unbiasedestimate
estimateof
ofthe
thepopulation
populationvariance.
variance.

Solution: An
Solution: Anunbiased
unbiasedestimate
estimateof
ofthe
thepopulation
populationvariance
varianceisisSSD/df
SSD/df==2030.367/7
2030.367/7
==290.05.
290.05.
5-38

Example 5-4 (continued)

Sample # Sample Point Mean Deviations Deviation


Squared
1 93 83.6 9.4 88.36
2 97 83.6 13.4 179.56
3 60 83.6 -23.6 556.96
4 72 83.6 -11.6 134.56
5 96 83.6 12.4 153.76
6 83 69.33 13.6667 186.7778
7 59 69.33 -10.3333 106.7778
8 66 69.33 -3.3333 11.1111
9 88 70.5 17.5 306.25
10 53 70.5 -17.5 306.25
SSD 2030.367
SSD/df 290.0524

You might also like