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7: Sampling Distributions

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    26084
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    In this chapter, you will study means and the central limit theorem, which is one of the most powerful and useful ideas in all of statistics. There are two alternative forms of the theorem, and both alternatives are concerned with drawing finite samples size n from a population with a known mean, \(\mu\), and a known standard deviation, \(\sigma\). The first alternative says that if we collect samples of size \(n\) with a "large enough \(n\)," calculate each sample's mean, and create a histogram of those means, then the resulting histogram will tend to have an approximate normal bell shape. The second alternative says that if we again collect samples of size \(n\) that are "large enough," calculate the sum of each sample and create a histogram, then the resulting histogram will again tend to have a normal bell-shape.

    • 7.1: The Sample Mean and Sources of Error
      In a population whose distribution may be known or unknown, if the size (n) of samples is sufficiently large, the distribution of the sample means will be approximately normal. The mean of the sample means will equal the population mean. The standard deviation of the distribution of the sample means, called the standard error of the mean, is equal to the population standard deviation divided by the square root of the sample size (n).
    • 7.2: The Sum Distribution
      The central limit theorem tells us that for a population with any distribution, the distribution of the sums for the sample means approaches a normal distribution as the sample size increases. In other words, if the sample size is large enough, the distribution of the sums can be approximated by a normal distribution even if the original population is not normally distributed.

    Barbara Illowsky and Susan Dean (De Anza College) with many other contributing authors. Content produced by OpenStax College is licensed under a Creative Commons Attribution License 4.0 license. Download for free at http://cnx.org/contents/30189442-699...b91b9de@18.114.


    This page titled 7: Sampling Distributions is shared under a CC BY 4.0 license and was authored, remixed, and/or curated by OpenStax via source content that was edited to the style and standards of the LibreTexts platform; a detailed edit history is available upon request.