4 Sampling Distributions Revised
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logicalbase34984 Sampling Distributions Revised
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logicalbase3498Sampling Distributions & Point
Estimation
Questions
• What is a sampling distribution?
• What is the standard error?
• What is the principle of maximum
likelihood?
• What is bias (in the statistical sense)?
• What is a confidence interval?
• What is the central limit theorem?
• Why is the number 1.96 a big deal?
Population
• Population & Sample Space
• Population vs. sample
• Population parameter, sample statistic
Parameter Estimation
We use statistics to estimate parameters,
e.g., effectiveness of pilot training,
effectiveness of psychotherapy.
X SD
Sampling Distribution (1)
• A sampling distribution is a distribution of a
statistic over all possible samples.
• To get a sampling distribution,
– 1. Take a sample of size n (a given number like 5,
10, or 1000) from a population
– 2. Compute the statistic (e.g., the mean) and
record it.
– 3. Repeat 1 and 2 a lot (infinitely for large pops).
– 4. Plot the resulting sampling distribution, a
distribution of a statistic over repeated samples.
Example
• Population has 6 elements: 1, 2, 3, 4, 5, 6
(like numbers on dice)
• We want to find the sampling distribution
of the mean for n=2
• If we sample with replacement/ without
repleacement , what can happen? Possible
samples = 36
• , Without replacement, number of Possible
samples =15
1st 2nd M 1st 2nd M 1st 2nd M
1 1 3 1 5 1
1 2 3
1 2 3 2 5 2
1.5 2.5 3.5
1 3 3 3 5 3
2 3 4
1 4 3 4 5 4
2.5 3.5 4.5
1 5 3 5 5 5
3 4 5
1 6 3 6 5 6
3.5 4.5 5.5
2 1 1.5 4 1 2.5 6 1 3.5
2 2 4 2 6 2
2 3 4
2 3 4 3 6 3
2.5 3.5 4.5
2 4 4 4 6 4
3 4 5
2 5 4 5 6 5
3.5 4.5 5.5
2 6 4 6 6 6
4 5 6
7
4
Possible Outcomes 3
0
1 4 7 10 13 16 19 22 25 28 31 34
Histogram
Sampling
distribution for
mean of 2 dice.
1+2+3+4+5+6 = 21.
21/6 = 3.5
There is only 1
way to get a
mean of 1, but 6
ways to get a
mean of 3.5.
Sampling Distribution Mean
and SD
• The Mean of the sampling distribution is
defined the same way as any other
distribution (expected value).
• The SD of the sampling distribution is the
Standard Error. Important and useful.
• Variance of sampling distribution is the
expected value of the squared difference – a
mean square.
• Review
Review
• What is a sampling distribution?
• What is the standard error of a statistic?
Statistic as Estimators
• We use sample data compute statistic.
• The statistic estimate population values, e.g.,
– X
• An estimator is a method for producing a best
guess about a population value.
• An estimate is a specific value provided by an
estimator.
• We want good estimates. What is a good
estimator?
More Goodness (1)
• Unbias. If E(statistic)=parameter, the
estimator is unbiased. If it’s unbiased,
the mean of the sampling distribution
equals the parameter. The sample mean
has this property: E ( X ) . Sample
variance is biased.
Sampling Distribution of the
Mean
• Unbiased: E ( X )
• Variance of sampling distribution 2of
means based on n obs: VM M
2
N
• Standard Error of the Mean: M
N
• Law of large numbers: Large samples
produce sample estimates very close to
the parameter.
Unbiased Estimate of
Variance
• It can be shown that: 2 N 1 2
E (S 2
)
2
N N
• The sample variance is too small by a
factor of (N-1)/N.
• We fix with N (X X ) 2
s2 S
2
N 1 N 1
• Although the variance is unbiased, the
SD is still biased, but most inferential
work is based on the variance, not SD.