Chapter 8

Chapter 6: Sampling Distributions and

Estimation
Chapter Contents

6.1 Statistics and Their Distributions

6.2 The Distribution of the Sample Mean
6.3 The Mean, Variance and MGF for Several Variables
6.4 Distributions Based on a Normal Random Sample

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 Chapter 8
6.1 Statistics and Their Distributions

• Sample statistic 样本统计量 – a random variable whose value

depends on which population items are included in the random
sample.
• Depending on the sample size, the sample statistic could either
represent the population well or differ greatly from the population.
• This sampling variation 抽样波动 can easily be illustrated.

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6.1 Statistics and Their Distributions

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 Chapter 8
6.1 Statistics and Their Distributions

• Consider eight random samples of size n = 5 from a large

population of GMAT scores for MBA applicants.

• The sample means tend to be close to the population mean

(m = 520.78).

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 Chapter 8
6.1 Statistics and Their Distributions

• The dot plots show that the sample means have much less variation
than the individual sample items.

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 6.1 Statistics and Their Distributions
Example 6.1

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 6.1 Statistics and Their Distributions
Random Sample, i.i.d

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 Chapter 8
6.1 Statistics and Their Distributions
Two Approaches to Derive the Sampling Distribution of a
Statistic
• Direct Calculation using Probability Rules
• Simulation using Computer Experiments

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 6.1 Statistics and Their Distributions
Example 6.2: Sampling Distribution of a Statistic

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 6.1 Statistics and Their Distributions
Example 6.2

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 Example 6.2
8.1 Sampling Variation
Example 6.2

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 6.1 Statistics and Their Distributions
Example 6.2

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 6.1 Statistics and Their Distributions
Example 6.2

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 6.1 Statistics and Their Distributions
Example 6.3: Sampling Distribution of Statistic

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 6.1 Statistics and Their Distributions
Example 6.3

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 6.1 Statistics and Their Distributions
Example 6.3

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 6.1 Statistics and Their Distributions
Simulation Experiments

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 6.1 Statistics and Their Distributions
Example 6.5

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 6.1 Statistics and Their Distributions
Example 6.5

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 6.1 Statistics and Their Distributions
Example 6.5

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 6.2 The Distribution of the Sample Mean
Proposition

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 6.2 The Distribution of the Sample Mean
The Case of a Normal Population Distribution

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 6.2 The Distribution of the Sample Mean
The Case of a Normal Population Distribution

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 6.2 The Distribution of the Sample Mean
Example 6.7

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 6.2 The Distribution of the Sample Mean
The Central Limit Theorem (CLT) 中心极限定理

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 6.2 The Distribution of the Sample Mean
The Central Limit Theorem (CLT)

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 6.2 The Distribution of the Sample Mean
The Central Limit Theorem (CLT)

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 Chapter 8
6.2 The Distribution of the Sample Mean

Illustrations of Central Limit Theorem

Using the uniform

and a right skewed
distribution.
Note:

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 6.2 The Distribution of the Sample Mean
Example 6.9

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 6.2 The Distribution of the Sample Mean
The Law of Large Numbers (LLN) 大数定律

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 Bayes’s Theorem

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 Bayes’s Theorem

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 6.3 The Mean, Variance and MGF for Several
Variables
Linear Combination of Several Variables

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 6.3 The Mean, Variance and MGF for Several
Variables
Linear Combination of Several Variables

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 6.3 The Mean, Variance and MGF for Several
Variables
Linear Combination of Several Variables

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 6.3 The Mean, Variance and MGF for Several
Variables
Example 6.12

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 6.3 The Mean, Variance and MGF for Several
Variables
The Case of Normal Variables

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 6.3 The Mean, Variance and MGF for Several
Variables
A Proof Using MGF

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 6.3 The Mean, Variance and MGF for Several
Variables
Example 6.15 (Example 6.12 Continued)

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 6.4 Distributions Based on a Normal Random
Sample
Chisquare Distribution

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 6.4 Distributions Based on a Normal Random
Sample
Chisquare Distribution

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 6.4 Distributions Based on a Normal Random
Sample
Chisquare Distribution

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 6.4 Distributions Based on a Normal Random
Sample
Chisquare Distribution

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 6.4 Distributions Based on a Normal Random
Sample
t Distribution

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 6.4 Distributions Based on a Normal Random
Sample
t Distribution

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 6.4 Distributions Based on a Normal Random
Sample
F Distribution

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 6.4 Distributions Based on a Normal Random
Sample
F Distribution

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 6.4 Distributions Based on a Normal Random
Sample
F Distribution

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