Sampling Distribution

For any questions: Alp Eren AKYÜZ – alperen.akyuz@boun.edu.tr

When reaching the entire population is not feasible, we draw representative samples out of this
population. But, does this sampling process yields reasonably approximate results?

Sampling Distribution:
Sampling distribution is simply a distribution of means obtained from different samples.
Consider the following example: assume you have a population such that all the possible samples are
A, B, C, D, E and F. Draw these samples and find their means: xA , xB , xC , xD , xE , xF . The sampling
distribution will be the distribution of these means.
x A  xB  xC  xD  xE  xF
x 
NumberOfSamples

Before continuing reading please work through the example in slides which examines a population of
four people with ages 18, 20, 22, 24. The population itself is uniformly distributed which has a flat
shape; but the sampling distribution has a peaked triangular distribution. In this example, we can
easiliy verify the accuracy of our guess:  x    21 . However, in reality we will never know the
exact population mean. So how can we ever be sure that we have a good representation of the mean?
One way is to reduce the variance of the sampling distribution to trap our guess in a narrower area.
How can we do this?

 Since we know the equation for the Standard Error of the Mean:  x  and  is constant,
n
only way to reduce  x is to increase n . So as our n approaches to infinity, our error goes to
zero, so we make a precise estimation and  x   holds.

 ***Also as n increases, the shape of the sampling distribution becomes more and more
normally distributed.