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2. Probability Sampling
Page 1 of 33
A sample in which each element of the population has a known and nonzero chance of being
selected is called a probability sample.
2.1.
A simple random sample is a probability sample in which all possible samples of size n are
equally likely to be chosen. To explain this requirement, let the population consist of letters
A, B, C, D, and E. Since there are five items in the population, then
N=5 . We want to
select a sample of size 3, that is, n=3 . Since sampling is random (the letters are written
on little balls and are put in a bowl), there is more than one way that we can select 3 items
from 5 items. Using the combination formula, the total number of possible samples is
C(N, n) = C(5, 3) = 10. The following is the list of all 10 possible samples:
ABC
ADE
ABD
BCD
ABE
BCE
ACD
BDE
ACE
CDE
The definition of SRS implies that each sample has the equal chance of 0.10 of being
selected. This process of simple random selection applies to a finite (small) population. The
simple random selection process is different when the population is not finite (large). Even
when the population is relatively small, the application of the definition becomes very
cumbersome. For example, what if the population size is 50 and we want to select a sample
of size 10. How many different samples are possible? Using the combination formula, the
total number of possible samples is 10,272,278,170. It would be impractical! to list all the
10.3 billion possible samples and select one of them at random.
The correct procedure to select a random sample is to assign a serial number to each of the
population elements and select the sample by drawing a pre-specified number of serial
numbers at random (use the "random numbers table").
Page 2 of 33
3. Sampling Distributions
A sampling distribution is a probability distribution of a sample statistic. Recall from Chapter
1 that a sample statistic is a summary characteristic computed from sample data. Since a
sample statistic is a summary characteristic obtained from a randomly selected sample, the
sample statistic is then a random variable. The value assigned to the sample statistic is
randomly determined. Furthermore, because a sample statistic is a random variable, it has
a probability distribution. The probability distribution of a sample statistic is called a
sampling distribution.
3.1.
Since
is that
x . The
is a random
To illustrate the sampling distribution of x in the simplest terms, consider the following
example. The Jones family has five children. The following table lists the age of the children.
Since we are considering the age of all the Jones children, then the age data constitutes a
population.
Name
Age
1 Using the combination formula C(N, n), there are C(5, 3) = 10 different samples of size
three selected from 5 objects without replacement.
Page 3 of 33
Sample Mean
Sample
Sample Values
Composition
x
A
A
A
A
A
A
B
B
B
C
B
B
B
C
C
D
C
C
D
D
C
D
E
D
E
E
D
E
E
E
3
3
3
3
3
3
6
6
6
9
6
6
6
9
9
12
9
9
12
12
x =
9
12
15
12
15
15
12
15
15
15
x
n
6
7
8
8
9
10
9
10
11
12
In above table note that the x values 8, 9 and 10 appear twice. Since three of the ten xx
are repeated, then there are seven distinct values of x . Next table shows the sampling
distribution of x , which is the listing of all 7 possible values the random variable x can
take on along with the probability (relative frequency) associated with each value. Since in
the sampling process values 8, 9 and 10 each occur twice, then the probability associated
with these values is
2
=0.20 . The sampling distribution of the sample mean age is then,
10
Sampling Distribution of
f ( x )
6
7
8
9
10
11
12
0.1
0.1
0.2
0.2
0.2
0.1
0.1
1.0
Page 4 of 33
The expected
value of x is the (weighted) average of all the sample means. The weights are the
probability associated with each value of the sample mean. Since the expected value
represents the average of all possible sample means, it is also denoted by the symbol
x .
E( x )= x = x f ( x )
In the Jones family example the expected value of the sampling distribution of
determined as shown in following table.
is
2Calculation of x
f ( x )
x f ( x )
6
7
8
9
10
11
12
0.1
0.1
0.2
0.2
0.2
0.1
0.1
0.6
0.7
1.6
1.8
2.0
1.1
1.2
E ( x )=x = x f ( x )=
9.0
Page 5 of 33
x=
x 6+ 7+8+9+ 10+9+11+12 90
=
= =9
n
10
10
3.1.1.1.
The Relationship Between the Mean of the
Parent Population and the Mean of All x Values
To show an important relationship between the expected value of
sample means,
population mean directly from the Jones family children population age data in.
x 3+6+9+12+15 45
=
= =9
N
5
5
The parent population average age = 9 is exactly the same as the mean of x . That is,
the mean value of all possible sample means is equal to the mean of the parent
populationthe mean of the means equals the mean.
E( x )= x =
This equality is not coincidental for this example. The equality of the expected value of the
sampling distribution of x and the population mean is true for all sampling distributions
of x . The mean of the means equals the mean!2
var ( x )=E [( x )2 ]= ( x )2 f ( x )
Next table shows the calculation of
E( x )=
Page 6 of 33
4Calculation of
x
6
7
8
9
10
11
12
var ( x )=E [( x ) ]
f ( x )
( x )2 f ( x )
0.1
0.1
0.2
0.2
0.2
0.1
0.1
var ( x )=E [ ( x )2 ] =
0.9
0.4
0.2
0.0
0.2
0.4
0.9
3.0
se ( x )= var ( x )= 3=1.732
3.1.2.1.
The Relationship Between the Variance of
Parent Population and the Variance of x
Going back to the population age data, compute the population variance, using the variance
formula we learned in Chapter 1:
2
(x) 90
= =18
N
5
var ( x )=
2 N n
n N1
var ( x )=
In the
18 53
=3
3 51
( )
var ( x )
n
( NN1
)
Page 7 of 33
n
( NN1
)
When the population is finite or small, as in the example above, the sample size relative to
the population,
n
, is large:
N
3
=60 . When population is nonfinite or large this ratio
5
becomes insignificant, the FPCF approaches 1 and, therefore, it plays no role in the
var (xx ) formula. The tendency of the FPCF to approach 1 as N gets larger is shown in the
following table. A sample size of n=10 is used to show this tendency.
N n
N1
25
50
100
1,000
10,000
100,000
1000,000
0.6250
0.8163
0.9091
0.9910
0.9991
0.9999
1.0000
var ( x )=
becomes
2
n
se ( x )=
Values
To explain the concepts of sampling distribution, expected value, and standard error of the
sampling distribution, we used a simple example where from a very small parent population
(N=5) we took very small samples (n=3) . The number of possible samples (, the
Greek letter nu) is determined using the combination formula:
3 See Appendix for the mathematical proof.
Page 8 of 33
=C ( N , n )=C ( 5, 3 )=10 .
When the population size N increases, even with small sample size n , the number of
possible samples , and the number of corresponding
x values computed from these
samples, quickly rises to astronomical levels. The following table shows this clearly.
N
5
10
50
n
3
3
5
100
10
10
120
2,118,760
17,310,309,456,
440
=
749,670,807,490,441,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.
2=
(x)2
N
Sample Variance measures the mean squared deviation of a sample data from the sample
mean:
2
(x x )
s=
n1
2
Variance of the mean x measures the mean squared deviation of all possible
x
values from the mean of
x . Since in all sampling problems there are astronomically
large number of x values, there is no formula to compute the var ( x ) from all possible
values of x . Rather, if the population variance is given, var ( x ) is determined as
follows:
2
var ( x )=
n
Page 9 of 33
3.1.4.1.
When the Parent Population Has a Normal
(Bell-Shaped) Distribution
The first practical conclusion from this discussion is that when the parent population has
a normal (bell-shaped) distribution with mean and standard deviation , the
sampling distribution of
also has a normal distribution with mean
x
E ( x )= x = and standard deviation (standard error) se ( x )= / n .
Page 10 of 33
This property of the sampling distribution makes statistical inference about possible even
when the population is not normally distributed.
Page 11 of 33
If a single bottle is randomly selected, what is the probability that it contains between
31.8 and 32.2 ounces of soda? Alternatively stated, given the mean and standard
deviation of the fill of bottles, what fraction (proportion, or percentage) of the bottles
contain between 31.8 and 32.2 ounces of soda?
Note: This part of the problem does not deal with sampling distribution. It is shown,
however, to explain how to differentiate between the probability of
x (the random
variable representing the parent population) and the probability of
x (the random
variable representing the sample means).
= 32
= 0.3
P(31.8< x <32.2)
z=
x 31.832
=
=0.670.67
0.3
If a sample of size n = 9 bottles is taken, what is the probability that the mean of this
sample, xx , is between 31.8 and 32.2 ounces? Alternatively stated, what fraction
(proportion, or percentage) of the means obtained from samples of size n = 9 fall
within 31.8 and 32.2 ounces?
Now you are dealing with the probability distribution of x . Since the parent population of
bottles is normal, then the distribution of x values (the sampling distribution of x ) is
also normal with the following mean and standard deviation (standard error):
x ==3 2
se ( x )=
0.3
=
=0.1
n 9
Page 12 of 33
P(31.8< x <32.2)
First we must convert the normal random variable
conversion formula is
z=
x
se ( x )
z 1=
31.832
=2.00
0.1
z 2=
32.232
=2.00
0.1
and
P(2.00 < z < 2.00) = 0.9545
Page 13 of 33
The reason for this difference is that the x values are far less dispersed than the x
values.
And, this is because the standard deviation of the distribution of
x ,
se ( x )= / n , is smaller than , the standard deviation of x . The x values are
much more closely clustered around the mean =32 than the x values.
=5 0
=18
x ==50 se ( x )=
18
=
=3
n 36
where
x 1
and
x 2
represent the upper and lower end of the interval which contains the middle 90% of all
possible sample means obtained from samples of size n=36 . The objective is to find the
x 1 and x 2 .
values of
x 1 and
Page 14 of 33
z=
x
se ( x )
x :
x =+ z se ( x )
The term
margin of error
MOE=z se ( x )
To find MOE, first compute the standard error of
se ( x )=
x .
18
=
=3
n 36
The value for z is determined as follows: Note that the middle area within the interval is
90%. Thus, the two tail areas are 5% each. Therefore, the z score corresponding to x 2 is
the
z 0.05=1.64 . Thus,
x L =504.92=45.02
x U =50+4.92=54.92
Page 15 of 33
Again, the lower and upper boundaries of this interval indicates that the middle 90% of all
x fall within the interval bounded by 45.08 and 54.92. Stated differently, 90% of the
means computed from samples of size n=36 deviate from the parent population mean by
no more than 4.92.
Example 3
In the previous example, where =50 and =18 , find the interval that contains the
middle 95% of all the means obtained from samples of size n=36 .
Form this example we must find the 95% margin of error.
Thus,
x 1=505.88=44.12
x 2=50+5.88=55.88
Example 4
In the soda bottle example, where =32 ounces and =0.3 ounces, find the interval
that contains the middle 95% of the means obtained from samples of size n=25 bottles.
Since the middle interval to contain 95% of all x values, then then each tail area would
contain 2.5% of x s. The z score that bounds a tail area of 0.025 is z 0.025 =1.96 .
x 1 , x 2= MO E
MOE=z 0.025 se ( x )
se ( x )=0.3/ 25=0.06
MOE=1.96 ( 0.06 )=0.118
x 1 , x 2=32 0.118=( 31.882, 32.118 )
Page 16 of 33
We can, therefore, state that of every 100 samples of size 25 that we select from the
population of soda bottles, we expect 95 of them to have a sample mean fill that is between
31.88 and 32.12 ounces.
3.1.7.
Error Probability
In computing the MOE in the first two examples in this section, each MOE involved a
specified probability. The first required a middle interval with a 90% margin of error, and the
second a 95% MOE. In the first example, the middle interval built around using a 90%
MOE contained 90% of all possible sample means. Thus 10% of the sample means fell
outside the interval, that is, they deviated from by more than the established MOE. Thus,
in that example, if a random sample of size n=36 were selected from the population,
there was a 10% probability that the sample mean deviated from the =50 by more than
4.92 . This 10% probability is called the error probability and is denoted by the Greek
letter .
In the second example, 95% of sample means deviated from =50 by no more than
5.88. The error probability in that example was, therefore, = 0.05.
Using the as a general symbol for error probability, the
written as:
MOE
MOE=z /2 se ( x )
Note that the subscript of z is /2 , since we divide the error probability equally
between the two tails of the normal curve.
This indicates that the MOE varies inversely with the sample size n. The bigger the
sample size, the narrower the MOE . In many statistical questions you are required to
determine the sample size for a specified MOE . To determine n , we can reconfigure
the MOE formula as follows:
n=
z / 2
MOE
Squaring both sides, we obtain the formula to determine the sample size
given MOE .
for a
Page 17 of 33
z
n= / 2
MOE
Example 5
In the previous example, where =32 ounces and =0.3 ounces, what should the
sample size be so that 95% of all possible sample means fall within a margin of error of 0.08
( MOE=0.08 ) ounces from the population mean?
Given a 95%
n=
=0.05 .
z / 2
1.96 0.3 2
=
=54.02
MOE
0.08
) (
x
N
For example, in a given academic year a total of 37,196 students (full-time equivalent) were
enrolled at a major university campus, of whom 30,131 were undergraduate students.
Assigning 1 to undergraduate student, then the population proportion of undergraduates
enrolled at this campus is:
30,131
=0.81
37,196
Now, suppose a sample of size n students is taken from the population. The proportion of
undergraduates in the sample, the sample proportion, is
Page 18 of 33
p=
x
n
p=
x=156
were
156
=0.78
200
Note that, like x , which is the sample statistic estimating the population parameter ,
p is also a sample statistic, now estimating the population parameter . Like x , p
is then a random variable because its value is determined by the outcome of a random
experimentthe experiment being selecting a random sample. The probability distribution
of p is called the sampling distribution of p .
To explain how the sampling distribution is generated, consider the Jones family example
used in explaining the sampling distribution of x . In this case, instead of the age of the
children, we are interested in a non-quantitative attribute of the children, their gender
(male/female). To show how the concepts of the sampling distributions of x and
p are closely related, assign the value 1 to female (the attribute of interest in this
example) and 0 to male. The following table shows the population elements by gender
and the numeric assignment to each gender.
Gender of the Jones Family Children
Numeric
Name
Gender
Assignment
Ann
F
1
Beth
F
1
Charlotte
F
1
David
M
0
Eric
M
0
The proportion of female in the population of the Jones family children is,
3
= =0.60
5
Now, we conduct an experiment by taking a sample of size n=3 to estimate the
population proportion. For samples of size n=3 , there are 10 samples possible with the
sample proportion of females shown in the following table.
Page 19 of 33
p=
xi
Sample Composition
A
B
C
A
B
D
A
B
E
A
C
D
A
C
E
A
D
E
B
C
D
B
C
E
B
D
E
C
D
E
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
0
1
1
0
0
1
0
0
0
0
0
0
0
0
0
3/3
2/3
2/3
2/3
2/3
1/3
2/3
2/3
1/3
1/3
The sampling distribution of p , the proportion of females, is shown below as the relative
frequency of the proportions in previous table.
Sampling Distribution of
f ( p )
1/3
2/3
3/3
0.30
0.60
0.10
1.00
are the probability associated with each value of the sample proportion. Since the expected
value represents the mean of all possible sample proportions, it is also denoted by the
symbol
p .
E( p )= p= p f ( p )
Using the sampling distribution of the sample proportion of females shown in the previous
table, the calculation of the mean of p is shown as follows.
Page 20 of 33
Calculation of E(px )
f ( p )
p f ( p )
1/3
2/3
3/3
0.30
0.60
0.10
0.10
0.40
0.10
E ( p )= p= p f ( p )= 0.60
Alternatively, we can compute
p=
p values.
Now, considering the binary population data of the gender of the children, three out of five
children are female. Therefore, the population proportion is,
=3 /5=0.60
Note the important conclusion here that the mean of all possible sample proportions is
exactly the same as the population proportion .4
E( p )= p =
Recall that at the start of this discussion it was stated that the proportion is a special case of
the mean where the values in the data set are binary values 0s and 1s. Thus, the mean of
the sampling distribution of p and the mean of sampling distribution of x are both
equal to the population mean. Only the symbols differ is the mean of the population
when the data is binary, and is the mean of non-binary data.
p= , then,
E( p )=
Page 21 of 33
f ( p )
( p ) f ( p )
1/3
2/3
3/3
0.30
0.60
0.10
0.021
0.003
0.016
( p ) f ( p )=
0.040
se ( p )= var ( p )
se ( p )= 0.04=0.2
3.2.2.1. The Relationship Between Variance of the
Parent Population and the Variance of p
To explain the relationship, lets first compute the variance of the parent population in our
Jones children example. Using the appropriate symbols for the binary population data,
recalling from Chapter 1, the population variance is:
2= (1)
Thus, for the Jones family children binary data,
2=0.6(10.6)=0.24
The variance of px is then,
var ( p )=
(1 ) N n
n
N 1
Thus,
var ( p )=
0.24 53
=0.04
3 51
( )
When the population is non-finite the FPCF approaches 1 and disappears from the
picture and the formula for var ( p ) becomes simply:5
var ( p )=
(1 )
n
var ( p )=
(1 )
n
see Appendix.
Page 22 of 33
se ( p )=
p is then,
(1)
n
as a Normal
In the binomial distribution, as the number of independent trials increases (and if probability
of success is closer to 0.5), then the distribution of the binomial random variable x , the
number of successes in the trial, can be approximated by the normal distribution. The rule
of thumb for x to be approximately normally distributed is:
n =5
and
n (1 )=5
Now, rather than x , we are interested in the distribution of the random variable p .
Note that p is a linear transformation of x , the number of successes (the number of
1s in the binary sample data):
p=
x
n
We transform
to
p by multiplying
x by the constant
1
. Thus, if
n
is
se ( p )=
(1) .
n
The following examples use the normal distribution to solve probabilities involving the
sampling distribution of px .
Page 23 of 33
Example 6
Sixty eight percent (68%) of vehicles on Indiana interstate highways violate the speed limit
( =0.68 ) . A sample of 500 vehicles are randomly clocked for speed. What is the
probability that more than 70% of vehicles in the sample violate the speed limit? Find
P( p >0.70)
Since the requirements for normal approximation are satisfied (n = 340, and n (1 ) =
231.2), then p is normally distributed with the following parameters:
p==0.68
se ( p )=
(1)
0.68(10.68)
=
=0.0209
n
500
z=
p to
is:
p
se ( p )
z=
0.700.68
=0.96
0.0209
P( z >0.96)=0.1685
The diagram indicates that 0.1685 proportion (16.85%) of sample proportions obtained from
random samples of n=500 would exceed 0.70.
Example 7
In the previous example, what is the probability that the sample proportion is within 3
percentage points from the population proportion? Alternatively stated, what proportion
(percentage) of p values computed from repeated samples of size n=500 are within 3
Page 24 of 33
percentage points
( 0.03)
n=500
(1)
=0.0209
n
P ( 0.65< p <0.71 )=
z 1=
0.650.68
=1.44
0.0209
z 2=
0.710.68
=1.44
0.0209
Example 8
In the previous example, what proportion (or proportion) of p values computed from
samples of size n = 500 fall within 4 percentage points ( 0.04 ) from the population
proportion?
n=500
(1)
=0.0209
n
Page 25 of 33
0.6 40.68
=1. 91
0.0209
z 2=
0.7 20.68
=1. 91
0.0209
P(1.91< z<1.91)=0.9438
As the diagram shows 94.38% of p values computed from samples of size n=500 fall
within 0.04 ( 4 percentage points) from the population proportion =0.68 , that
is, they fall within the interval bounded by pL =0.64 and pU =0.72 .
Example 9
In the previous example, what proportion (or percentage) of
samples of size n = 1,000 fall within 3 percentage points
proportion?
P ( 0.65< p <0.71 )=
Note that even though the p interval is the same as in the Example 7, the probability will
be different because the sample size is larger. We need to recalculate the standard error of
p taking into account the new, larger, sample size.
Page 26 of 33
se ( p )=
z=
(1)
0.68(10.68)
=
=0.0148
n
1000
0.650.68
=2.032.03
0.0148
3.2.4.
Similar to the discussion of MOE for x , the concept of margin of error for p plays a
crucial rule in inferential statistics. This is why we place a special emphasis on this topic.
The following example involves the MOE for p .
Example 10
Given that the population proportion of vehicles violating the legal speed limit is 0.68, using
the sample size of n = 1,000, in the sampling distribution of p find the interval of p
values which contains the middle 90% of all sample proportions computed from random
samples of size n=1,000 .
To find the lower and upper ends of the interval, you must add to and subtract from a
certain quantity (in this case, a proportion, or percentage points). The lower end and upper
p2 .
end are denoted by, respectively, p1
and
MOE
for
Page 27 of 33
p rearrange
z=
p
se ( p)
by solving for
p :
p= + z se( p)
Thus, to obtain
p1 we must subtract
z se ( p) and for
p2 must add
z se ( p) .
p1 , p2= z se ( p)
We know = 0.68 and, given n=1,000 , se ( p )=0.0148 . Since we want 90% of all
sample proportions to be included in the interval, then of the remaining = 10% (recall that
is called the error probability), one half will be on the right tail and the other half on the
left tail outside the interval. The margin of statistical error is then,
MOE=z /2 se ( p)
Since =0.10 , the relevant z-score is
interval is then:
MOE=1.64 (0.0148)=0.024
The lower and upper end of the interval are therefore:
Example 11
Page 28 of 33
Suppose in a certain election a candidate received 55% of the votes. What proportion (or
percentage) of sample proportions obtained from repeated samples of size n=600 voters
each would fall within 3 percentage points ( 0.03 ) of the population proportion of
0.55? The objective here is to find
=0.5 5
n=600
P(0.52< p <0.58)
se ( p )=
z=
( 1 )
0.55(10.55)
=
=0.0203
n
600
p
se ( p)
z 1=
0.520.55
=1.48
0.0203
z 2=
0.580.55
=1.48
0.0203
pL , pU = MO E
Since the interval is to contain 95% of all sample proportions, then the error probability is
= 0.05. The margin of error is then,
MOE=z /2 se ( p)
where relevant z-score is
Page 29 of 33
That is, 95% of sample proportions in samples of size 600 fall within 0.04 (or 4 percentage
points) from the population proportion of 0.55.
MOE
for
Once again, in many inferential statistics questions you will be asked to determine the
sample size that yields a desired margin of error for p . Considering the formula for the
margin of error for p , the M OE varies inversely with sample size.
MOE=z /2 se ( p)
MOE=z /2
(1 )
n
We can rearrange this formula to solve for n. Squaring both sides and then solving for n we
obtain the formula to determine the sample size for a given MOE .
z /2 2
n=
(1)
MOE
Example
In the previous question, where = 0.55, what is the minimum sample size so that the
probability that the sample proportion is within 0.02 (or 2 percentage points) from the
population proportion is 95%?
Here we are looking for a 95% MOE . Therefore, the error probability is
z / 2=z 0.025=1.96 . We want the margin of error to be MOE=0.02 .
=0.05 , and
1.96 (
0.55 ) (10.55 )=2376.99
0.02
( )
n=
Page 30 of 33
Appendix
The proof that
E ( x )= x =
x
E( x )=E
n
1
E( x )= E ( x 1 + x 2++ x n )
n
( )
x
x
E( n)
( 1)+ E ( x 2)++
E
1
E(x )=
n
x i are selected from the same population, then
Since all
x
x
E ( n)=
( 1)=E ( x 2 )==
E
Therefore,
1
n
E ( x )= ( + ++ )= =
n
n
The proof that
2
var ( x )=
var (x)=var
var (x)=
Since all
( nx )
1
var ( x 1+ x 2 ++ x n )
n2
x i are independently selected from the same population,
Page 31 of 33
var ( x )=
1( 2 2
n 2 2
2
)
++
=
=
n
n2
n2
E ( x )=n
Since
p=
x
n
then,
x=n p
Substituting
n p for
in
E ( x )=n ,
E ( n p )=n
For a given sample size n, then
E ( n p )=n E( p)
n E ( p )=n
Dividing both sides by
n ,
E ( p )=
The proof that
var ( p )=
(1 )
n
( x)
var ( x)=n (1 )
Page 32 of 33
Substituting for
x=n p , we have:
(1 )
n
Page 33 of 33