Sampling and the sample mean
Choose a sampling model, estimate population parameters and distinguish exact normal results from CLT approximations.
Learn one idea at a time
Choose a unit. Each has worked examples and practice.
Sample fairly and estimate
Distinguish the population, sampling frame, parameter and statistic.
Calculate unbiased estimates
Connect the formulas to raw, frequency and shifted data.
Model a sample mean
Choose exact normal results or an appropriate large-sample approximation.
By the end, you can
- Separate a population parameter from a sample statistic
- Find the mean and standard error of a sample mean
- Use unbiased variance estimation and the CLT with care
3 focused units · about 35 minutes for the full chapter. Allow extra time for practice.
The central idea
Population parameters are fixed; sample statistics vary across repeated samples. For iid observations with mean and finite variance , and . An exact normal population gives an exact normal mean; otherwise a suitable large-sample CLT approximation may apply. Use in the unbiased variance estimate, and keep sampling bias separate from sampling variability.
Worked example
Independent component measurements are normally distributed with population mean 100 and known standard deviation 6. Let be one measurement and let be the mean of nine independent measurements. Then , while exactly.
For a mean above 104, the standardised boundary is , giving .
For one measurement above 104, it is , giving .
Sketch both curves around the same centre: the mean has the smaller spread. No CLT approximation is needed because the population is normal.
The standard deviation of a mean is $\sigma/\sqrt n$, not $\sigma/n$. More observations reduce the variability of the mean; they do not change the distribution of a single measurement.
Check your understanding
Five independent randomly selected observations from a population of unspecified shape give and . Estimate the population mean and variance. Can these summaries justify calculating an exact normal probability for the sample mean? If the same sampling process is used with 20 observations, what happens to the theoretical standard error, and would that repair a biased sampling frame?
The mean estimate is . The unbiased variance estimate is .
These estimates do not determine the population shape or make a size-five mean exactly normal; a justified population model or approximation is still needed.
For the same population under independent sampling, the theoretical standard error changes from to , so it halves.
A larger sample does not repair a biased frame. The calculated is an estimate of spread, not a known population standard deviation.
Practice questions
27 examples and practice questions, in 5 sections.
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