SAmpLiNG DIsTRIBUTION AND
SimuLATION
Sulabus: Deftniiiöns oj handom sormple, paomcia and
Stotistic, Saurnpling distibutton of sample mean, stonlasa
ChACA of Sarnple man, sormp lRng destsbuion o sornple
Vasiance. sandad eson ot sample vatance.
Exact Sampling distabutions: chi-squOte distibut ion - mean,
vosiance, momentS mode, ddive propety . Student' and
FRshesa t- distibution - mean, vaiance ,moments
Snedlecon s F - dPstuibution : mean, NOsiane and mode.
Drstoibut ion dh VF.
Jntodudion o simulahion. Genaotio of nandom obsevalios
Ahom Ui} oam, Exponential, Nomal, Binomial ,Potsson
dstatbukions using R-codes
Populaion : The biolBy o unitS unde consdenaton s
colld popul atron A populaB ion whih niains ntie
(rounioble) numo oy units 5 talled a 4inite populat ion.
A popul 0dion hich contains uncountable no. B units is
(aled yinite populaBon
Ex: 1. AllStudents o univsty
a. Al {omilt es
3
esicling n a cty
4: All
posons who undegone heass Susqey in o S0
bactestos in a botlle of mk
Sonple : Repesenlalive pontion ol the
populaion sele lted
Sample.
Ex: 1. A5 a sanple o colleqe
studenis ,
the students o< T yea BSc in a Cne might toke Qall
colle Qe.
ml o mlk jom o botle ot iIk taken Jon
badeioloQia sud:es a sample.
Random Sarmple:
14 ibe somple is chosen n Such
Such a uooy tha ,evey
uni tnin the populdion has chance o seleion, 5
calleo handom Seunple. J} the chance of sele tion of
evey unil Rn ahe populadion i5 equa, 4hen t beLornts
Sinple handom Sample.
Pasameteg:A population
Statistial constOnt of the population oR
Function of seaple values s callec peuameles Such os
Populadon mean Cu) and populaion S.D. (o)
Ex: 1. Mean and S.D oj weights o} students d a coleqe.
d. Aveaqe maks in a Subje d a padiular univusty.
3- Avege onnual sales d oduc in a
company
Staistic:A Sai5tical constant of the Sample oR Fun ct ion
alues S calledl
o Somple values stadistiC Such as Soumple
mean ( ) and Sample s.D (<)
Cx: 1. mean and s-D
an and s-D , weohi5 ojo} so handomly Seleciecl
weighis
sludents a ollege
a. Averaqe madks tn a Subjed oj o sele cted college In
the Univasity
n
3 Siandoa deviad ion o poduciton of paddy
distaict
Jn case o ottdrbutes, the populaion paopotion (p)
?5 a pasamele and Sample popolion ) ?5 a staistic
Ex: Paopontion o} Veqeiaians cty 5 pasamelea
in
usheseas, opodion oj vegelanians tn
Seledion o io0 Jomilies jaom thS ctty ?s o Siolistic
aaomea Spaue: Sel oj al admissble volues o) the
PauarneleA 5 calecl paamelea spae . Denoted by
X~3ln, p)
pasoumee
(n,p): ne IN, Ospeilx
Someling: The paoess o obtaining a suiiable scmple
4som ahe population luni vase is colled s0mpling
OR 35 a echnique adopled o seleu a sample Aiom
ihe populwion.
Jn any siatisti cal investigotion, the complele
he
adion o the populal'on s Inpadicable :
enumaodion
population is tnite. Jt ?5 inposstble o stucy the enite
population. Complett enumaclion of the populaion i5 not
destobe becou5e O ce aio heasons \eke aolmini 54aal ion
inonvinience, 4nandial implication s, 8me adoNs eke
The proess d Sampling ?volbes 3 elennents
1. Sele cutng the sanple
Q. Collecting the injoma ion
3. making unn tnyce nce about the pcpulation
a Sample, maximum n}omadion can
be obtafned hon he unvesse with mininum ejo
a Time, money Qnd enegy 5 s saved.
when populaon ?s tatintte.
3. only Oay
C3)
Sarmptng Dsoibution
The destt bution ddy a statstic ts known as samplng
dstarbution. Sample obsevat ions tndepenlent auordng
40 paobabt1Ay aheoby ,hence stadtsie i5 also a nondorng
vostable hus evesy stadistic has a distabuton callecl Qa
Saunpltng dstarbul ton
Ex: Let i , , - o be a hondom sample jom the
notmal populdrn wtth mean e ad vaionce s
i.e, x N ( , )
mean t the Statistic
31 we Lonsidel the 5ample
nomal distn. The d?stathut ion t i5 cale
foilous
[wKT N(u,)
sarnpling distoihut'O0.
Standac
The standad devialion d tht samplhg dstabution
d a stadt stic 5 callec standaLol eson. d a stalisiic.
abbheviaded as S.E
ihe standad esSons d some o the well -know
stasistil lauge senples ase qiven below
SL.NO Stadistic Standad Erho
1. Sample man
Somple Popotion
Sormple Vastance (sa)
3
4.
Sample Quadiles
S. Sample Quautles
Soumple median ,.35263
Sample lonel a ion 8-Population
4.
coejicient (obaelation
wel}icient
Sournple moment Cu)
l4)
9. Soumple
.
DHeence na
ni
(p,-P)
19. Dyjelene o a Sample
Sil. deviolion C5-S2)
mean:
Sarnplrng Dstorbution Somple
hich s
One o the most ? mpontant Sample statslics
mearn is
usecd to olaw conclusion abod the population
Sample meen. exomple, an inveskiqado may uant
etinote aveaqe inome of the peoples l8uing
peoples luing n a paaticulai
geoaaphtcal poduct manage may wanb
a to
estimae the e d electMC bulbs manuastued
aveaaqe
by compny ,a pahologsr may wand to estimate
he mean Eine equtied ot complete celatn analyts
eAC. 1n he obove cases, Qn esimade the populatog
mern 3equtaed. and One moy estinade thts on Abe
Sample Aaken orm Ahd popudasion.
fo ths, Sampling destabudion d sanple mean s
We daow all possrble Sanm le S o Saume s2e
joom the nopulotion ane coludae the soample mean
Ao each sample. }ie caluloting the vale d
Somple me each 50mple obseve hat the
Values 5amle mea waay joom Sample to Soraplk
hen he sompie meaun 5 4eade asas andom vaxtable
and pdoabilfAy disuurbadon 35 constauctedl o3 Ahe
values sample mean. This paobabt\t4 distabudion s
knouon s Sampitng
Samplng distarbudion Sample mean. hejove
Sample
Ahe samlkng d'st:budio Sampllng mean can be
he ohabiliy drstaibudion d all possible values
, Sample mean that would be dhland by daawinq
Qll possble Sarples the Sane aorn the populalion
i5 called Samplinq distarbudion G Sarmple meon o
Simpy say Sampling distshulon d mean."
Date:
Page No.
Samploq DEstahutíon d Means (o knouon)
populatían faving mean
OLan andd s.0 ahen the
rnean d the sampling. destn d means [s Uand
he sonpling dtn a meons is
i.e, E(T u and s.Ela)=
S92e
aom a inie popltn sire
he Sample mean
popln
Jo a simgle 1ancoo
andlom Sornpling enh somple
unit an assunne cne a the N unts d the
popultnyith the same pach N then the paoh cdestn
5
N
Dats
Page No.
vlx) Ela)-e(]2
t a,t tln
- --t
E)u
l i t t --tn
ne
he
Hence, we Lonclude Ahad y he samples aue lsoun
-bom nobmal popul aton me an
ri then the Sanpng disANtbudton ol, meaun
nobmal distaioution uwtth mean VOsiance
The sanda esoh S.E) ol sample m e a Can be
obtatned by he debineon oB S.¬ as.
Exat Samplng Dist buons:
chi- Squo DisLurbutioni
Dejiniion : he squoe o he siandad noimal vai ade
siade h One
nomal
Let Zi, Z, Zy be n ndeenolent
2e10 and vaaiante 1. he n x2
NOaiades usih meen
Aeedom d) is detined as
Stalisti uwith n deqees d,
SLaisie a sum squaes d
Thus noma vaaiahles. (SiNy
independent Sanla
Ahen 2.
vasiobles
a Number d indepenclent dandom voiobleS in a gtotistíc
i5 teme as degees s, aeedom o that Stotistre.
Samplinq Distabut?on
chi- squae
Den' 1he squone do the 5N i5 chi54u ane
Vaniade. aoh dot
ket e n in de nindent noamal
me an 2,eno and 1.
Viates
, )
Cora cler the noV
calle d wth n
whene x chi-5quane
qven by
nla-l
J[x) (x2)
Denivadion d Cht-squae Distn :
n
indenenclent vS
Let X,,X
nod mal with mean
uchich 0e
i.e.
5.N.V nnlo,)
Hence the
(n)
(onaicles Ahe
S2.(t)
te, m,,(t): m
m,tlm,tlx--.m
tndpend
m,,(4) : elet]
Consicdea
etz (2)dz dengy unttn
SNv
et2-z' dz
Je-2'/% (i-at)
e-z'e(i-)
dz
| ( : the integn ant i9 even
4l2):ez (i- 34)
it., -% (1-a
-2) e(2, (i-o)
:4(2) 4l-2)
i-., unein
1(2)-dz 21(2)dz.
Mlt): i-la(1 -a4) Put
dy
dy
d2
-9%, U-2). J2d2dy
.dy
d dy
dy
qamma
disin the
p-d limit emaim
w-k.I the Same
and p
with Panametes
al al
ed
5tnce i4 5 a pd
Hede al
(Yg-t)
(e
whith is in the maf o qamma
distn with panametenYa.
,(t)
((1-2L)-2
wohith the maE
(i-3)
gamma distn
Hence by unique nes3 Aheoem.
we hove
9amma disto Dana me te
Hente the demity 4uncin d x' is qiven by
(x)ep-t
(a?)
chi-squane listn with
whih ) ahe pd}
eedom
n
mean d chi-sq uane disn:
Ser
By debinition,
Mean
(x:)
eye., dy
e-y
Ifmit demaio
the same
(n/2
the gamma
6ine ahe nle gnan
O a meteh n,t 1
wth
integpal
(7:
hir 5q uane n the
mean
4eedom
degee
distn:
Vaiance o chi-squgr
(x*)gl
J(x)?
(x)
nt)
dy
Jeedy d
)eotiti)a
dy |imit demaig
|(he integand 4he 5ame
gamma ditn with
paoumeien n/t)
n(nt)
v(a) e(x)?-(e2:)
n(n+a)-n
Vogionle degnee, d, jtedom
0()
(-a) (ox)
f(-)
(1-) (x)
-u -
(=
bsno;qo
pug
pow {9
"wopt
- (nla-a) (20jola-d
-3 (/a-)(a2)
os-)(e-o)(x
-(a-) (xe
4
(x)%-9
(h- 4)-(n-a) x -|
e (n-a)
(n-a)x
nQ whee n 4he
..mode dd x distn
Distaibut ion
homenis cht- 5quae
Sero
abot 2 10
mbment
CoMidea the h
%th-i
ay)
Ahe same
ey dy
1%tn
(atn-)!
nt
(2
lnt dn (ntJn- 4)... (ntln
A : n(nt),.. (nr 3h4) (n On)
gel
nr)nt int&-2)
nnt2)n(nt2
4,': n(nt)
-(a)?
,
Put : 3,
'- 3u,
Gn
8n
disn i5 tuely
skewed
nlnta) (nt 4) (nt)
n(nt) (na4) (nt4)
(n (nt2) (nt4)]n
n(n+) (n t a) (n+6) - 4
:
G(n(ntal)n 3n 4
+6n'4 36n
nt + 4n3 tan t+ n
t 1n
4n3 - 30 n+ 6n
(otnt8)(nt5)n?tso'+Gr35r
13n+ 48n
n(nt2)(n+4)
Gnznln?
.. Coeicient d kiosi5,
12nt 48n 12n'48n
4n
(anj
3 4 12 3
h
the
1Hence the disth 35 lepiBokerdic
WSe Repoducive Poopady
X, X ?ndepen olent
VOietes then 5unma ion, X;
2K jollous chi 5quane with n deqes d
Aeedom
X,
Ik now tha mF chi-squane d'sin
we
Mx; (tl
maF o the jum
Congide
(i-2)ani
the m
m e chi- squ
uwhich i3 k
distar but ion egntes o 4edom
Hence the sum d, the tn de penden x?
Vaie.
