Sampling Distributions and the Central Limit Theorem
A statistic varies from sample to sample, and its sampling distribution describes how.
Part 1 · Hook
Why this matters
Part 2 · Before you start
What this builds on
Part 3 · Prerequisite check
Quick check before you start
1. Which is a statistic?
- The mean height of 50 sunflowers in a sample
- The mean height of all sunflowers in the field
- The number of sunflowers in the field
- The true proportion of tall sunflowers
Show the answer
A statistic describes a sample.
- Correct: The mean height of 50 sunflowers in a sample:
- The mean height of all sunflowers in the field:
- The number of sunflowers in the field:
- The true proportion of tall sunflowers:
2. For , what is the z-score of 7.4?
- 3
- 2.4
- 0.33
- 9.25
Show the answer
.
- Correct: 3:
- 2.4:
- 0.33:
- 9.25:
Part 4 · See it
See it first
Part 5 · Step by step
How it works, step by step
- Different random samples contain different individualsa statistic such as or varies from sample to sample (sampling variability)
- Collect the statistic from every possible sample of size nits sampling distribution, with a center, a spread and a shape
- Average more individuals in each samplethe center stays at the parameter, , and the spread shrinks,
- Make n large, even from a skewed populationthe Central Limit Theorem makes the sampling distribution of approximately normal
Part 6 · Key ideas
Key ideas
- A statistic varies from sample to sample. Its sampling distribution is the distribution of its values over all possible random samples of the same size.
- Keep three distributions apart: the population, one sample's data, and the sampling distribution of a statistic.
- For : center and spread . Four times the sample size halves the spread. For , the center is p.
- The Central Limit Theorem: for large n (a common guide is 30 or more), the sampling distribution of is approximately normal whatever the population's shape. A normal population gives normal at any n.
Part 7 · Misconception
A common mistake
The wrong idea: The Central Limit Theorem says a large sample of data looks normal.
What actually happens: A large sample from a skewed population is still skewed. The CLT is about the sample mean: across many samples, the values of pile up in a roughly normal shape.
Part 8 · Check yourself
Check yourself
Exam-style questions. Anything you miss goes into your review queue.
Graph
Simulated sample means of wait times
1. How do the centers of the two distributions of sample means compare?
- The n = 40 means are centered much higher, because larger samples catch more long waits
- The n = 5 means are centered near 1 minute, the most common single wait
- Both are centered near 5 minutes, the population mean
- The n = 40 means are centered near 40 minutes, the sample size
Show the answer
Both are centered near 5 minutes (medians 4.32 and 4.84; means 4.91 and 5.01), the population mean: the mean of the sampling distribution of is , whatever the sample size.
- The n = 40 means are centered much higher, because larger samples catch more long waits: A larger sample does not move the center; it shrinks the spread.
- The n = 5 means are centered near 1 minute, the most common single wait: Sample means are centered at the population mean, 5 minutes.
- Correct: Both are centered near 5 minutes, the population mean: Right: for any sample size.
- The n = 40 means are centered near 40 minutes, the sample size: The sample size sets the spread, not the center.
2. How do the spreads compare?
- The n = 40 means are more spread out, because there are more customers in each sample
- The spreads are about the same, because both used 200 samples
- The n = 5 means have no spread, because each is an average
- The n = 40 means are much less spread out than the n = 5 means
Show the answer
The means of samples of 40 vary much less (SD about 0.84 minutes) than the means of samples of 5 (about 2.4). The formula gives and .
- The n = 40 means are more spread out, because there are more customers in each sample: More customers per sample average out more, so the means vary less.
- The spreads are about the same, because both used 200 samples: The number of samples does not set the spread; the sample size does.
- The n = 5 means have no spread, because each is an average: Averages of 5 values still vary from sample to sample.
- Correct: The n = 40 means are much less spread out than the n = 5 means: Right: larger samples give less variable sample means.
3. What is the standard deviation of the sampling distribution of for samples of 40 customers, in minutes?
Type a number. A table answer and a calculator answer are both accepted.
Show the answer
- Answer: 0.79
4. The population of wait times is strongly skewed right. What about the shapes of the two distributions of sample means?
- Both are skewed right, since the population is skewed right
- n = 5: still skewed right; n = 40: close to symmetric
- Both are exactly normal, since they are made of means
- The n = 5 means are symmetric and the n = 40 means are skewed
Show the answer
With n = 5 the sample means are still skewed right, with high outliers. With n = 40 they are close to symmetric: by the Central Limit Theorem, the sampling distribution of is approximately normal when n is large.
- Both are skewed right, since the population is skewed right: The skew fades as n grows; with n = 40 the means are close to symmetric.
- Correct: n = 5: still skewed right; n = 40: close to symmetric: Right: the Central Limit Theorem at work as n grows.
- Both are exactly normal, since they are made of means: Means of small samples from a skewed population keep some skew.
- The n = 5 means are symmetric and the n = 40 means are skewed: It is the other way around: more averaging means less skew.
5. What is the sampling distribution of a statistic?
- The distribution of the data values in one random sample
- The distribution of the values in the whole population
- The list of sampling methods, such as stratified or cluster, a study could use
- The distribution of its values in all possible random samples of the same size
Show the answer
The sampling distribution is the distribution of the values a statistic takes in all possible random samples of the same size from the same population.
- The distribution of the data values in one random sample: That is the distribution of a sample, not of a statistic.
- The distribution of the values in the whole population: That is the population distribution.
- The list of sampling methods, such as stratified or cluster, a study could use: Sampling methods are a design choice, not a distribution.
- Correct: The distribution of its values in all possible random samples of the same size: Right: it shows how the statistic varies from sample to sample.
6. Which statement is the Central Limit Theorem?
- For large n, has an approximately normal sampling distribution
- When n is large, the data values in one sample are approximately normal in shape
- When n is large, the population becomes approximately normal
- When n is large, the sample mean equals the population mean
Show the answer
The CLT is about sample means: when n is large, the sampling distribution of is approximately normal, whatever the shape of the population. A common guide is n of 30 or more.
- Correct: For large n, has an approximately normal sampling distribution: Right: the shape of , not of the data.
- When n is large, the data values in one sample are approximately normal in shape: A sample from a skewed population stays skewed, however large.
- When n is large, the population becomes approximately normal: Sampling does not change the population.
- When n is large, the sample mean equals the population mean: The sample mean still varies; it just varies less.
Part 9 · Summary
Summary
Part 10 · Up next
What comes next
Part 11 · Connections