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• Sample Distritubion
The sample distribution of a statistic is the probability
distribution that specifies probabilities for the possible values
the statistic can take.
• Mean and Standard Error of Sampling Distribution of Sample
Mean x̄
For a random sample of size n from a population having mean
µ and standard deviation σ, the sampling distribution of
the sample mean x̄ has
mean = µ
and
σ
standard deviation = √ .
n
We call the standard deviation of a sampling distribution a
standard error.
• Mean and Standard Deviation of the Sample Distribution of a
Proportion
For a random sample of size n from a population with
proportion p of outcomes in a particular category, the
sampling distribution of the proportion of the sample in that
category has
r
p(1 − p)
.
mean = p and standard deviation =
n
We call the standard deviation of a sampling distribution a
standard error.
sample
statistics
sample mean x̄
sample s.d. s
sample proportion p̂
←→
←→
←→
←→
−→
population
parameters
population mean µ
population s.d. σ
population proportion p
• Population distribution
• Data distribution
• Sampling distribution
• Central Limit Theorem (Approximately Normal Sampling
Distribution for Sample Mean x̄)
For random sampling with a large sample size n, the sampling
distribution of the sample mean x̄ is approximately a normal
distribution.
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