Statistics for Social Research

2015

Sampling Distributions

3/23/2015
NYU

Spring

Sampling Error
Definition
The discrepancy between a sample statistic
and the population parameter
Population

Sample A
X-bar = $20817

Income
= $22766

Sample B
X-bar = $21998
Sample C
X-bar = $21345

Dilemma
We rarely know the population parameter
what to do?

Sampling Distribution
Definition
A theoretical distribution of all possible sample
values for the statistics in which we are interested
(e.g., a proportion, a mean, a variance, etc.)
How to obtain the sampling distribution?
Draw all possible random samples of the same
size from the population of interest
Compute the statistic of interest for each
sample
Plot the frequency distribution for that statistic
Note: constructing a sampling distribution is
possible but really difficult; luckily, the properties
of the sampling distribution are already known
Evaluate our sample result in terms of the
known properties of the sampling

Sampling Distribution of the Mean

Illustration: constructing an empirical sampling
distribution
Sample 1
X-bar = $23009
Population

Sample 2
X-bar = $19079
Sample 3
X-bar = $18873

Income
= $22766

.
.
.
.
Sample 49
X-bar = $21847
Sample 50
X-bar = $26645

Sampling Distribution of the Mean

Sampling distribution of sample means for income
Sample mean
interval

Frequency

Percentag
e

11500 to 15500

12

15500 to 19500

14

19500 to 23500

14

28

23500 to 27500

27500 to 31500

18

31500 to 35500

14

35500 to 39500

39500 to 43500

50

100

Total

Question. What is each score? What is each

frequency?

Sampling Distribution of the Mean

Sampling distribution of sample means for income
30
25
20
15
10
Percentage of Samples

5
0

Sample means

Sampling Distribution of the Mean

Generalization of empirical sampling distribution

Sampling Distribution of the Mean

The mean
The mean (of the sampling distribution of the
mean) the mean of means

X
X
# of samples

The standard error

The other name for the standard deviation of
the sampling distribution
X
X
n

Mean
Sample distribution
Population distribution
X

Standard
deviation
sX

Central Limit Theorem

It indicates:
n ,

decreases

n , N ( ,
)
X
n
X

In words, as n becomes larger, the sampling

distribution of sample means becomes
approximately normal, regardless of the shape of
the population distribution

Sampling Distribution & Central Limit

Theorem
Importance
Recall our dilemma
- Sample statistics vary and result in sampling
error
- On what basis can we infer from the sample to
the population?
Solution
- Compare our sample outcome with the
sampling distribution and estimate the likelihood
of its occurrence
- The central limit theorem provides us with the
properties of the sampling distribution
- i.e., the sampling distribution of the mean is
approximately normal
demonstration