Outline

 

The distribution of sample means

 

Law of large numbers

 

Sampling error

 

Sampling distribution

 

Central limit theorem

 

 Expected value

 

 Standard error

LAW OF LARGE NUMBERS

 

Large samples will be representative of the population from which they are selected.

 

Sample size is one of the primary considerations in determining how well a sample mean represents the population mean.

 

SAMPLING ERROR

The discrepancy between a sample statistic (M) and its corresponding population parameter (m).

The goal of inferential statistics is to use the limited information from samples to draw conclusions about populations.

We can predict sample characteristics from the distribution of sample means.  This is a collection of sample means for all possible random samples of a particular size (n) that can be obtained from a population

So far we have discussed distributions of scores, now we will discuss distributions of statistics.

Statistics are properties of samples.  A distribution of statistics (e.g. Ms) is referred to as a sampling distribution.

 

 

 

 



                                                                                     Figure 7-2  (p. 203)
                                                               
Frequency distribution histogram for a population of 4 scores: 2, 4, 6, 8.

 

 

 

 

 

 

 

 

 

Figure 7-3  (p. 205)
The distribution of sample means for n = 2. The distribution shows the 16 sample means from Table 7.1.

 

A SAMPLING DISTRIBUTION

A distribution of statistics obtained by selecting all the possible samples of a specific size from a population.

 

The sampling distribution of the mean has some characteristics:

 

1.   The sample means tend to pile up around the population mean.

 

2.   The distribution is approximately normal in shape.

 

3.   We can use the distribution of sample means to answer probability questions about sample means.

 

The distribution of sample means has certain known characteristics that can be applied to any situation.  These characteristics can be expressed in the

CENTRAL LIMIT THEOREM

For any population with mean m and standard deviation s, the distribution of sample means for sample size n will approach a normal distribution with a mean of m and a standard deviation of s =  s /square root of n, as n approaches infinity.

By the time n = 30, the distribution is almost perfectly normal, regardless of the shape of the original population distribution.

 

The mean of the sampling distribution is also known as the “expected value of M”

 

The standard deviation of the sampling distribution is called the “standard error”, and expresses the standard distance between M and m.

 

Think of the standard error as a numerical index of the extent to which means vary from one sample to another.  An index of the amount of error that results when a single sample mean is used to estimate the population mean.  In that sense, it is an index of sampling error.

 

The location of each M in the sampling distribution can be specified by a z-score.

 

The value of the standard error is determined by two characteristics:  (a) the variability of the original population (b) sample size.

 

The primary use of the sampling distribution is to find the probability associated with any specific sample.