UNIT 1 INTRODUCTION TO SAMPLING

DISTRIBUTION
Structure
1.1 Introduction
Objectives
1.2 Basic Terminology
1.3 Introduction to Sampling Distribution
1.4 Standard Error
1.5 Central Limit Theorem
1.6 Law of Large Numbers
1.7 Summary
1.8 Solutions /Answers

1.1 INTRODUCTION
In many situations, if we extract some information from all the elements or
items of a large population in general, it may be time consuming and
expensive. Also, if the elements or items of population are destroyed under
investigation then the information gathering from all the elements is not
making a sense because all the elements will be destroyed. Therefore, in most
of the cases in daily life, business and industry the information is gathered by
means of sampling. The results of a properly taken sample enable the
investigator to arrive at generalisations that are valid for entire population. The
process of generalising sample results to the population is called Statistical
Inference.
For drawing inference about the population parameters, we draw all possible
samples of same size and determine a function of sample values, which is
called statistic, for each sample. The values of statistic are generally varied
from one sample to another sample. Therefore, the sample statistic is a random
variable and follows a distribution. The distribution of the statistic is called
sampling distribution of the statistic.
This unit is divided into 8 sections. Section 1.1 is introductive in nature. In
Section 1.2, we defined the basic terminology used in statistical inference. The
introduction and needs of sampling distributions are described in the Section
1.3. In Section 1.4, we explored the concept of standard error. The most
important theorem of Statistics “Central Limit Theorem” is described in
Section 1.5. In Section 1.6, we explored the concept of law of large numbers.
Unit ends by providing summary of what we have discussed in this unit in
Section 1.7 and solution of exercises in Section 1.8.
Objectives
After studying this unit, you should be able to:
 define statistical inference;
 define the basic terms as population, sample, parameter, statistic, estimator,
estimate, etc. used in statistical inference;
 explain the concept of sampling distribution;
 explore the importance and needs of sampling distribution;
7
Sampling Distributions  explain the concept of standard error;
 describe the most important theorem of Statistics “Central Limit Theorem”;
 explain the concept of law of large numbers; and
 determine adequate sample size required for sample survey.

1.2 BASIC TERMINOLOGY

Before discussing the sampling distribution of a statistic, we shall be discussing
basic definitions of some of the important terms which are very helpful to
understand the fundamentals of statistical inference.
Population
In general sense “population” means a large group of people who live in a
particular geographical area. For example, the group of people who live in New
Delhi, the group of people working in IGNOU, students enrolled in PGDAST
programme in IGNOU, etc.
In Statistics, population has a much broader meaning. It does not only refer to
The group of individuals / people but also the group of elements or units under consideration by the
items / units/ observations analyst. Thus, population is the collection or group of individuals /items /units/
under study is known as
observations under study. For example, the collection of books in a library, the
population.
particles in a salt bag, the rivers in India, the students in a classroom, etc. are
considered as populations in Statistics.
The total number of elements / items / units / observations in a population is
known as population size and denoted by N. The characteristic under study
may be denoted by X or Y.
We may classify the population into two types as:
(1) Finite and Infinite Population
Population If a population contains finite number of units or observations, it is called a
finite population. For example, the population of students in a class, the
Based Based
on on population of bolts produced in a factory in a day, the population of electric
number subject bulbs in a lot, the population of books in a library, etc. are the finite
populations because in these examples the number of units in the population is
Finite Infinite Real Hypothetical finite in numbers therefore these are all the examples of finite population.
If a population contains an infinite (uncountable) number of units or
observations, it is called an infinite population. For example, the population of
particles in a salt bag, the population of stars in the sky, the population of hairs
on human body, etc. are infinite populations because in these examples the
number of units in the population is not finite therefore these are all the
examples of infinite population.
But theoretically sometimes, populations of too large in size are assumed
infinite.
(2) Real and Hypothetical Population
The population can also be classified as real and hypothetical. A population
comprising the items or units which are all physically present is known as real
population. All of the examples given above are examples of a real population.
If a population consists the items or units which are not physically present but
the existence of them can only be imagined or conceptualised then it is known
8
as hypothetical population. For example, the population of heads or tails in Introduction to Sampling
successive tosses of a coin a large number of times is considered as Distribution
hypothetical population.
Sample
To extract the information from all the elements or units or items of a large
population may be, in general, time consuming, expensive and difficult. And
also if the elements or units of population are destroyed under investigation
then gathering the information from all the units is not make a sense. For
example, to test the strength of the chalk, to test the quality of crackers, etc. the
chalks and crackers are destroyed under testing procedure. In such situations, a
small part of population is selected from the population which is called a
sample. Thus, the sample can be defined as below:
“A sample is a part / fraction / subset of the population.”
The procedure of drawing a sample from the population is called sampling.
You will learn about sampling in detail in Block 1 of course MST-005. The
number of units selected in the sample is known as sample size and it is
denoted by n.
Complete Survey and Sample Survey
Statistical data may be collected by two methods:
(1) Complete Survey or Complete Enumeration or Census
(2) Sample Survey or Sample Enumeration
(1) Complete Survey or Complete Enumeration or Census
When each and every element or unit of the population is investigated or
studied for the characteristics under study then we call it complete survey or
census. For example, suppose we want to find out the average height of the
students of a study centre then if we measure the height of each and every
student of this study centre to find the average height of the students then such
type of survey is called complete survey.
(2) Sample Survey or Sample Enumeration
When only a part or a small number of elements or units (i.e. sample) of
population are investigated or studied for the characteristics under study then
we call it sample survey or sample enumeration. In the above example, if we
select some students of this study centre and measure the height to find average
height of the students then such type of survey is called sample survey.
Simple Random Sampling or Random Sampling
The simplest and most common method of sampling is simple random
sampling. In simple random sampling, the sample is drawn in such a way that
each element or unit of the population has an equal and independent chance of
being included in the sample. If a sample is drawn by this method then it is
known as a simple random sample or random sample. The random sample
of size n is denoted by X1 ,X2 , ...,Xn or Y1 , Y2 , ..., Yn and the observed value of
this sample is denoted by x1 , x 2 , ..., x n or y1 , y2 , ..., yn . Some author use
x1 , x 2 , ...,x n to represent the random sample instead of X1 ,X2 , ...,Xn . But
throughout the course, we use capital letters to represent the random sample,
that is, X1 , X2 , ...,Xn and X1 , X2 , ...,X n simply be assumed that these are the
independent identically distributed(iid) random variables.
9
Sampling Distributions In simple random sampling elements or units are selected or drawn one by one
therefore it may be classified into two types as:
(1) Simple Random Sampling without Replacement (SRSWOR)
In simple random sampling, if the elements or units are selected or drawn one
by one in such a way that an element or unit drawn at a time is not replaced
back to the population before the subsequent draws is called SRSWOR. If we
draw a sample of size n from a population of size N without replacement then
total number of possible samples is N C n . For example, consider a population
that consists of three elements, A, B and C. Suppose we wish to draw a random
sample of two elements then N = 3 and n = 2. The total number of possible
random samples without replacement is N Cn  3 C2  3 as (A, B), (A, C) and
(B, C).
(2) Simple Random Sampling with Replacement (SRSWR)
In simple random sampling, if the elements or units are selected or drawn one
In SRSWR each of the by one in such a way that a unit drawn at a time is replaced back to the
1st, 2nd, .., nth draw the
elements are remain population before the subsequent draw is called SRSWR. In this method, the
same N due to same element or unit can appear more than once in the sample and the
replacement so by rule probability of selection of a unit at each draw remains same i.e. 1/N. In this
of multiplication total method, total number of possible samples is Nn. In above example, the total
number of possible
samples is
number of possible random samples with replacement is N n  32  9 as (A, A),
N  N  ...n times  N n .
(A, B), (A, C), (B, A), (B, B), (B, C), (C, A), (C, B) and (C, C).
Note1: The statistical inference is based on the theoretical distribution so in
whole statistical inference, we assume that the random sample is selected from
the infinite population or from a finite population with replacement so that
removal of the sample unit has no appreciable effect on the composition of the
population. That is, we draw the random sample such that:
(a) The n successive sample observations are independent and
(b) The population composition remains constant from draw to draw.
For example, if we draw a random sample X1 , X2 , ..., Xn from normal
population with mean µ and variance σ2 then Xi’s are independent and follow
same normal distribution.
Parameter
A group of elements or units under study can be regarded as a population and
A parameter is a the characteristics of population can be described with some measures such as
function of total numbers of items, average, variance, etc. These measures are known as
population values
which is used to
parameters of the population. Thus, we can define parameter as:
represent the certain A parameter is a function of population values which is used to represent the
characteristic of the
certain characteristic of the population. For example, population mean,
population.
population variance, population coefficient of variation, population correlation
coefficient, etc. are all parameters. Population parameter mean usually denoted
by µ and population variance denoted by σ2.
We know that the population can be described with the help of distribution and
the distribution is fully determined with the help of its constants such as, in
case of normal distribution, we need to know µ and σ2 to determine the normal
distribution, in case of Poisson distribution, we need to know λ, etc. These
constants are known as parameter.

10
 Sample Mean and Sample Variance Introduction to Sampling
Distribution
If X1 ,X2 , ..., Xn is a random sample of size n taken from a population whose
probability density(mass) function f(x, θ) then sample mean is defined as
n
X 1  X 2  ...  X n 1
X
n

n
X
i 1
i

And sample variance is defined as

1 n 2
S2  
n  1 i 1
 Xi  X

n
2
Here, we divide X
i 1
i  X  by (n – 1) rather than n as our definition of the

variance described in Unit 2 of MST-002. The reason for taking (n – 1) in place

of n will become clear in the Section 5.4 of Unit 5 of this course.
Statistic
Any quantity calculated from sample values and does not contain any unknown
parameter is known as statistic. For example, if X1 ,X2 , ..., Xn is a random
sample of size n taken from a population with mean µ and variance σ2 (both are
ple
not 1 n
unknown) then sample mean X   X i is a statistic whereas
n i 1
tion
X   and X /  are not statistics because both are function of unknown
parameters.
Estimator and Estimate
Generally, population parameters are unknown and the whole population is too
large to find out the parameters. Since the sample drawn from a population
always contains some or more information about the population, therefore in
Any statistic used to
such situations, we guess or estimate the value of the parameter under study estimate an unknown
based on a random sample drawn from that population. population parameter is
So if a statistic is used to estimate an unknown population parameter then it is known as estimator
and the particular value
known as estimator and the value of the estimator based on observed value of of the estimator is
the sample is known as estimate of parameter. For example, suppose the known as estimate of
parameter λ of the Poisson population f(x, λ) is unknown so we draw a random parameter. The
sample X1 ,X2 , ..., Xn of size n from this Poisson population to estimate λ. If estimated value of
sample mean and
1 n sample variance are
we use sample mean X   X i to estimate λ then X is called estimator and
n i 1 denoted by x and s2
respectively.
any particular value of this estimator, say, x is called estimate of unknown
parameter λ. Consider another example, if we want to estimate the average
height () of students in a college with the help of sample mean X then X is
the estimator and its particular value, say, 165 cm is the estimate of the
population average height () .
In this course, we use capital letters for estimator and small letters for
estimated value. In general, the estimator is denoted by Tn = t(X1, X2, …, Xn)
where ‘n’ denotes the sample size and the estimator T is a function of the
random sample X1, X2, …, Xn.
Now, it is right place to do some examples.
11
Sampling Distributions Example 1: Categories the following populations as finite and infinite:
(i) Population of newly born babies during a year in a particular hospital.
(ii) Population of real numbers between 1 and 2.
(iii) Population of number of words on this page.
Solution: (i) and (iii) are the finite populations because the number of elements
(babies or words) in both are finite whereas (ii) is infinite because there are
infinite real numbers are possible between 1 and 2.
Example 2: If population size is 6 then how many samples of size of 4 are
possible with replacement?
Solution: Here, we are given that
Population size = N = 6,
Sample size = n = 4
Since we know that all possible samples of size n taken from a population of
size N with replacement are Nn so in our case Nn = 64 = 1296.
Now, you check your understanding of above discussion by answering the
following exercises.
E1) In which situation we use only sample survey:
(i) Blood testing.
(ii) To know the average income of the people living in a colony.
(iii) To know the number of students enrolled in IGNOU.
(iv) To know the average life of electric bulbs.
E2) If X1 , X2 , ..., Xn is a random sample of size n taken from normal
population with mean µ and variance σ2 both are unknown then find the
statistic in the following:
1 n n
(i)  Xi  
n i 1
(ii) X
i 1
i

n n
2
(iii)  Xi / 
i 1
(iv) X
i 1
i

E3) The weights (in kg.) of 5 workers in a factory are 56, 62, 74, 45 and 50.
How many samples of size of 2 are possible with replacement? Also
write all possible samples of size 2.

1.3 INTRODUCTION TO SAMPLING

DISTRIBUTION
As we have discussed in Section 1.1 that if the population is too large or the
units or items of the population are destructive in nature or there is a limited
resources such as men power, money, etc., then it is not possible practically to
examine each and every unit of the population to obtain the necessary
information about the population. For example, Suppose we want to know the
average life of electric bulbs of a certain brand which are manufactured by a
company. The company manufactures a lot of bulbs say 5,000 per day. Then
gathering information about average life of all the bulbs is not making a sense
12
because the bulbs are destroyed under investigation. In another example, if we Introduction to Sampling
want to know the average income of the persons living in a big city then Distribution
collecting the information from each and every person is very much time and
manpower consuming. In such situations, one can draw sample from the
population under study and utilize sample observations to extract the necessary
information about the population. The results obtained from the sample are
projected in such a way that they are valid for the entire population. Therefore,
the sample works like a “Vehicle” to reach (drawing) at valid conclusions
about the population. Thus, statistical inference can be defined as:
“The process of projecting the sample results for the whole population is
known as statistical inference.”
For drawing the inference about the population, we analyse the sample data,
that is, we calculate the sample statistic as sample mean, sample proportion,
sample variance, etc. Generally, if we want to draw the inference about the
population mean we use sample mean, about population variance we use
sample variance, etc.
For example, suppose we want to study the average life of electric bulbs
produced by the company discussed in above example and we decide to
estimate the average life of electric bulbs on the basis of a sample. So we take a
sample, say, 10 bulbs and measure the life of each bulb selected in the sample.
The observed values of life of bulbs are given in column 2 of the Table 1.1
given below:
Table 1.1: Life Times of 10 Bulbs in Sample-I and Sample-II
S.No. Life of Bulbs (in hours)
Sample-I Sample-II
1 2000 400
2 500 0
3 1000 1400
4 1500 1200
5 1200 800
6 200 700
7 700 1200
8 1400 800
9 800 600
10 1100 1500
Total 10400 8600
X 1040 860

From the above table, the average (mean) life of these selected bulbs is 1040
hours. Now, if we are using this sample to make inference about the population
average life then we say that, the sample mean is 1040 hours give an estimate
of the average life of electric bulbs for the whole population. But if we take
another sample of same size 10 from the population and calculate the sample
mean as shown in the above table. The average life of bulbs selected in sample-
II is 860 hours. This is different from the mean of sample-I. Thus, if we are
using this sample mean to estimate the population mean then we gets a
different estimate of the average life of bulbs for the whole population.
Similarly, we can take many samples of same size 10 and for each sample we
get sample mean which may or may not be distinct. From all of the sample
means, we try to estimate the average life of bulbs of the whole population.
13
Sampling Distributions For better understanding of the process of generalising these sample results to
the whole population, we consider the example in which size of the population
is very small.
Consider a population comprising four typists who type the sample page of a
manuscript. The number of errors made by each typist is shown in Table 1.2
given below:
Table 1.2: Number of Error per Typist
Typist Number of Errors
A 4
B 2
C 3
D 1

The population mean (average number of errors) can be obtained as

4  2  3 1
µ  2.5
4
Now, let us assume that we do not know the average number of errors made by
typists. So we decide to estimate the population mean on the basis of sample of
size n = 2. There are Nn = 42 = 16 possible simple random samples with
replacement of size 2. All possible samples of size n = 2 are given below and
for each sample the sample mean is calculated as shown in Table 1.3 given
below:
Table 1.3: Calculation of Sample Mean
Sample Sample in Term of Sample Sample Mean
Number Typist Observation (X)
1 (A, A) (4, 4) 4.0
2 (A, B) (4, 2) 3.0
3 (A, C) (4, 3) 3.5
4 (A, D) (4, 1) 2.5
5 (B, A) (2, 4) 3.0
6 (B, B) (2, 2) 2.0
7 (B, C) (2, 3) 2.5
8 (B, D) (2, 1) 1.5
9 (C, A) (3, 4) 3.5
10 (C, B) (3, 2) 2.5
11 (C, C) (3, 3) 3.0
12 (C, D) (3, 1) 2.0
13 (D, A) (1, 4) 2.5
14 (D, B) (1, 2) 1.5
15 (D, C) (1, 3) 2.0
16 (D, D) (1, 1) 1.0

From the above table, we can see that the value of the sample statistic (sample
mean) is varying from sample to sample and out of 16 samples only 4
samples(4,7,10 and 13) have their means equal to population mean whereas
other 12 samples result in some error in the estimation process. The error is the
difference between the population mean and the sample mean used for
estimate.
14
Now, consider all possible values of sample mean and calculate their Introduction to Sampling
probabilities (using relative frequency approach of probability described in Distribution
Unit 2 of MST-003) of occurrence. Then we arrange every possible value of
sample mean with their respective probabilities in the following Table 1.4
given below:

Table 1.4: Sampling Distribution of Sample Means

S. No. X Frequency(f) Probability(p)

1 1.0 1 1/16 = 0.0625

2 1.5 2 2/16 = 0.1250
3 2.0 3 3/16 = 0.1875
4 2.5 4 4/16 = 0.2500
5 3.0 3 3/16 = 0.1875
6 3.5 2 2/16 = 0.1250
7 4.0 1 1/16 = 0.0625

So the arrangement of all possible values of sample mean with their

corresponding probabilities is called the sampling distribution of mean. Thus,
we can define the sampling distribution of a statistic as:
“The probability distribution of all possible values of a sample statistic that
would be obtained by drawing all possible samples of the same size from the
population is called sampling distribution of that statistic.”
The sampling distribution of sample means itself has mean, variance, etc.
Therefore, the mean of sample means can be obtained by the formula
1 k k
Mean of sample means  X   ii
K i 1
X f where, K  
i 1
fi

1
 1.0  1  1.5  2  ...  4.0  1  2.5  
16
The mean of sample means can also be calculated as
k
1 2 1
E(X)  X   X i pi  1.0   1.5   ...  4.0   2.5
i 1 16 16 16
Thus, we have seen for this population that mean of sample means is equal to
the population mean, that is, X    2.5. The fact that these two means are
equal is not a chance as it can be shown that X equals to population mean for
any population and any given sample size.
But if the population is large say having 1,000 elements and we want to draw
all samples of size 2 then there are (1000)2  1000000 possible simple random
samples with replacement. Then the listing of all such samples and finding the
sampling distribution would be a difficult task empirically. Therefore, we may
consider a theoretical experiment in which we draw all possible sample of a
fixed size and obtain a sampling distribution.
Although in practice only a random sample is actually selected and the concept
of sampling distribution is used to draw the inference about the population
parameters.
15
Sampling Distributions It is now time for you to try the following exercise to make sure that you
understand about sampling distribution.
E4) If lives of 3 Televisions of certain company are 8, 6 and 10 years then
construct the sampling distribution of average life of Televisions by
taking all samples of size 2.

1.4 STANDARD ERROR

As we have seen in the previous section that the values of sample statistic may
vary from sample to sample and all the sample values are not equal to the
population parameter. Now, one can be interested to measure how much the
values of sample statistic vary from the population parameter on average. As
we have already studied in Unit 2 of MST-002 that the standard deviation is
used as a measure of variation.
Thus, for measuring the variation in the values of sample statistic around the
population parameter we calculate the standard deviation of the sampling
distribution. This is known as standard error of that statistic. Thus, standard
Standard deviation of
error of a statistic can be defined as:
sampling distribution “The standard deviation of a sampling distribution of a statistic is known as
of a statistic is called standard error and it is denoted by SE.”
standard error.
Therefore, the standard error of sample mean is given by
k
1 k 2
SE(X)   f i  x i    where, K   f i
K i 1 i 1

In the previous example, we can calculate the standard error of sample mean as
1  2 2 2
SE  X   1  1.0  2.5   2  1.5  2.5   ...  1   4.0  2.5  
16  

1 10
  2.25  2  ...  2.25    0.791
16 16
The computation of the standard error is a tedious process. There is an
alternative method to compute standard error of the mean from a single sample
as:
If X1 ,X2 , ..., Xn is a random sample of size n taken from a population with
mean µ and variance σ2 then the standard errors of sample mean ( X ) is given
by

SE  X  
n
The standard error is used to express the accuracy or precision of the estimate
of population parameter because the reciprocal of the standard error is the
measure of reliability or precision of the statistic. Standard error also
determines the probable limits or confidence limits (described in Units 7 & 8 of
this course) within which the population parameter may be expected to lie with
certain level of confidence. Standard error is also applicable in testing of
hypothesis (described in Block 3 of this course).
16
The standard errors of some other well known statistics are given below: Introduction to Sampling
Distribution
1. The standard error of sample proportion (p) is given by
PQ
SE(p) =
n
where, P is population proportion and Q = 1-P.
 ) is given by
2. The standard error of sample median ( X

)= π σ
SE( X = 1.25331 SE ( X )
2 n
3. The standard error of difference of two sample means is given by

σ12 σ 22
SE  X  Y = 
n1 n 2

where, σ12 and σ 22 are the population variances and n1 and n2 are the sample
sizes of two independent samples.
4. The standard error of difference between two sample proportions is given
by

P1Q1 PQ
SE( p1  p 2 ) =  2 2
n1 n2

where, P1 and P2 are population proportions of two different populations

and Q1= 1-P1 & Q2 = 1-P2.
From all the above formulae, we can understand that standard error is inversely
proportional to the sample size. Therefore, as sample size increases the
standard error decreases.
Note 2: These standard errors discussed above were calculated under the
assumption that sampling is done either from an infinite population or from a
finite population with replacement. But, in real life sampling problems, most
sampling plans do not permit an element to be selected twice in a given sample
(i.e. sampling with replacement). Consequently, if the population is not large in
relation to the size of the sample and sampling is done without replacement
Nn
then we multiply the above standard errors by the correction factor .
N 1
where, N is the population size. This correction factor is known as finite
population correction factor.
Therefore, in this case, the standard error of the sample mean is given by
 Nn
SE  X  =
n N 1
Similarly,
N  n PQ
SE(p) =
N 1 n
In practice, if the sample size n is less than or equal to 10% of the population
size N, this correction factor may be ignored for all practical purposes.
17
Sampling Distributions Let us do one example relating to standard error.
Example 3: Diameter of a steel ball bearing produced by a semi-automatic
machine is known to be distributed normally with mean 12 cm and standard
deviation 0.1 cm. If we take a random sample of size 10 with replacement then
find standard error of sample mean for estimating the population mean of
diameter of steel ball bearing for whole population.
Solution: Here, we are given that
 = 12, σ = 0.1, n = 10
Since the sampling is done with replacement therefore the standard error of
sample mean for estimating population mean is given by
 0.1
SE  x     0.03
n 10
In the same way, you can try the following exercise.
E5) The average weight of certain type of tyres is 200 pounds and standard
deviation is 4 pounds. A sample of 50 tyres is selected. Obtain the
standard error of sample mean.

E6) A machine produces a large number of items of which 15% are found to
be defective. If a random sample of 200 items is taken from the
population, then find the standard error of sampling distribution of
proportion.

1.5 CENTRAL LIMIT THEOREM

The central limit theorem is the most important theorem of Statistics. It was
first introduced by De Movers in the early eighteenth century.
According to the
central limit theorem, According to the central limit theorem, if X1 ,X2 , ..., Xn is a random sample of
the sampling size n taken from a population with mean µ and variance σ2 then the sampling
distribution of the
sample means tends to
distribution of the sample mean tends to normal distribution with mean µ and
normal distribution as variance σ2/n as sample size tends to large (n  30) whatever the form of
sample size tends to parent population, that is,
large ( n  30 ).
 2 
X ~ N  , 
 n 

and the variate

X 
Z ~ N  0,1
/ n
follows the normal distribution with mean 0 and variance unity, that is, the
variate Z follows standard normal distribution.
We do not intend to prove this theorem here, but merely show graphical
evidence of its validity in Fig. 1.1. Here, we will also try to show that how
large must the sample size be for which we can assume that the central limit
theorem applies?

18
 Introduction to Sampling
Distribution

Fig. 1.1: Sampling distribution of sample means for various populations when n = 2,
n = 5 and n = 30
Sampling Distributions In this figure, we are trying to understand the sampling distribution of sample
mean X for different populations and for varying sample sizes. We divide this
figure into four parts A, B, C and D. The part ‘A’ of this figure shows four
different populations as normal, uniform, binomial and exponential. The rest
parts B, C and D represent the shape of sampling distribution of mean of sizes
n = 2, n = 5 and n = 30 respectively drawn from the populations shown in first
row (Part-A). From the first column of this figure, we observed that when the
parent population is normal then all the sampling distributions for varying
sample sizes are also normal, having same mean but their variances decrease as
n increases.
The second column of this figure represents the uniform population. Here, we
observe that the sampling distribution of X is symmetrical when n = 2 and
tends to normal when n = 30.
However, the third column of this figure represents the binomial population
(discrete). Again when n = 2, the sampling distribution of X is symmetrical
and for n = 5 it is quite bell shaped and tends to normal when n = 30. The last
column of this figure represents the exponential population which is highly
skewed. Here, we observe that for n =30, the distribution of X is symmetrical
bell shaped normal.
Here, we conclude that if we draw a random sample of large size n > 30 from
the population then the sampling distribution of X can be approximated by a
normal probability distribution, whatever the form of parent population.
Note 3: The central limit theorem can also be applicable in the same way for
the sampling distribution of sample proportion, sample standard deviation,
difference of two sample means, difference of two sample proportions, etc. that
is, if we take a random sample of large size  n  36  30 from the population
then the sampling distribution of sample proportion, sample standard deviation,
difference of two sample means, difference of two sample proportions, etc.
approximated by a normal probability distribution, whatever the form of parent
population. The mean and variance of these sampling distributions shall be
discussed in the next unit.
Let us do one example based on central limit theorem.
Example 4: Suppose in IGNOU, the average (mean) weight of all male
students is 60 kg and standard deviation is 25 kg. If a sample of 36 male
students is selected at random, find the probability that the male students
having average weight
(i) more than 70 kg
(ii) less than 55 kg
(iii) between 50 kg and 65 kg
Solution: Here, we are given that
 = 60 kg, σ = 25 kg, n = 36
Since, we draw a large sample (n > 30), therefore by central limit theorem the
sampling distribution of the sample means will also follow a normal
distribution with mean
E  X    60
and variance

20
 2 (25)2 Introduction to Sampling
Var  X     17.36 Distribution
n 36
(i) The probability that the male students having average weight more than
70 kg is given by
P X  70 SeeFig. 1.2
To get the value of this probability, we convert the variate X into a
standard normal variate Z by the transformation
X  E(X) X  60 X  60
Z  
Var(X) 17.36 4.17

Therefore, subtract 60 from each term and then divide each term by 4.17
in the above inequality. Thus, the probability becomes
 X  60 70  60 
P   P  Z  2.40
 4.17 4.17 
 0.5  P  0  Z  2.40

 0.5  0.4918  Using table area 

 under normal curve 
 0.0082

X  60 X  70
Z0 Z  2.40
Fig. 1.2
(ii) The probability that the male students having average weight less than 55
kg is given by
 X  60 55  60 
P X  55  P  
 4.17 4.17 

 P  Z  1.20 See Fig. 1.3

 PZ  1.20  normal curve is symmetrical 
 about the line Z  0. 
 0.5  P  0  Z  1.20

 0.5  0.3849  Using table area under 

 normal curve 
 0.1151
Sampling Distributions

X  55 X  60
Z  1.20 Z0
Fig. 1.3
(iii) The probability that the male students having average weight between 50
kg and 65 kg is given by

 50  60 X  60 65  60 
P 50  X  65  P   
 4.17 4.17 4.17 

 P  2.40  Z  1.20 See Fig.1.4

 P 2.40  Z  0  P0  Z  1.20

 P0  Z  2.40  P0  Z  1.20

 0 .4918  0 .3849  Using table area 

 under normal curve 
 0.8767

X  50 X  60 X  65
Z  2.40 Z0 Z  1.20
Fig. 1.4
Now, you can try the following exercise which will make you more user
friendly with the use of central limit theorem.
E7) Average height of the students of science group in a college is 65 inches
with a standard deviation of 2.2 inches. If a sample of 40 students is
selected at random, what is the probability that the average height of
these 40 students lies between 64 and 65.5 inches?
 Introduction to Sampling
1.6 LAW OF LARGE NUMBERS Distribution

We have already discussed in Section 1.2 of this unit that the population
parameters are generally unknown and for estimating parameters, we draw all
possible random samples of same size from the population and calculate the
values of sample statistic such as sample mean, sample proportion, sample
variance, etc. for all samples and with the help of these values we form
sampling distribution of that statistic. Then we draw inference about the
population parameters.
But in real-world the sampling distributions are never really observed. The
process of finding sampling distribution would be very tedious because it
would involve very large number of samples. So in real-world problems, we
draw a random sample from the population to draw inference about the
population parameters. A very crucial question then arises: “Using a random
sample of finite size say n, can we make a reliable inference about population
parameter?” The answer is “yes”, reliable inference about population parameter
can be made by using only a finite sample and we shall demonstrate this by
“law of large numbers”. This law of large numbers can be stated in words as:
“A positive integer can be determined such that if a random sample of size n or
lager is taken from a population with parameter, say, population mean (), the
probability that the sample mean X will deviate from population mean µ can
be made to be as close to 1 as desired.”
This law states that for any two arbitrary small numbers ε and η where ε  0
and 0  η  1 , there exists an integer n such that if a random sample of size n or
larger is drawn from the population and calculate the sample mean X for this
sample, then the probability that X deviates from  by less than  is greater
than 1 η (as close to 1 as desired) , that is, X arbitrarily close to .
Symbolically this can be written as
2
For any ε  0 and 0  η  1 there exists an integer n such that n  , where
2 
σ2 is the finite variance of population then

P  X      1  

or P    X       1    X  a   a  X  a 

The proof of “law of large numbers” is beyond the scope of this course.
Here, with an example we have to try to understand the law of large numbers in
action, as we take more observations the sample mean approaches to the
population mean.
Suppose that the distribution of the weight of all the young men living in a city
is close to normal distribution with mean 65 kg and standard deviation 25 kg.
To understand the law of large numbers, we calculate the sample mean weight
( X ) for varying sample size n = 1, 2, 3, …. Fig. 1.5 shows the behaviour of the
sample mean weight X of men chosen at random from this city. The graph
plots the values of X (along vertical axis and sample size along horizontal axis)
as sample size varying from n =1, 2, 3…

23
Sampling Distributions First we start a sample of size n = 1, that is, we select a man randomly from the
city. Suppose selected man had weight 70 kg, therefore, the line of the graph
starts from this point. Now, select second man randomly and suppose his
weight is 55 kg. So for n = 2 the sample mean is
70  55
X  62.5 kg
2
This is the second point on the graph. Now, select third man randomly from the
city and suppose his weight is 83 kg. Therefore, for n = 3 the sample mean is
70  55  83
X  69.3 kg
3
This is the third point on the graph.

Fig. 1.5
This process will continue. From the graph we can see that the mean of the
sample changes as we make more observations, eventually, however, the mean
of the observations get close and close to the population mean 65 kg as the
sample size increases.
Note 4: The law of large numbers can also be applied for the sample
proportion, sample standard deviation, difference of two sample means,
difference of two sample proportions, etc.
Example 5: A pathologist wants to estimate the mean time required to
complete a certain analysis on the basis of sample study so that he may be 99%
confident that the mean time may remain with  2 days of the mean. As per the
available records, the population variance is 5 days2. What must be the size of
the sample for this study?
Solution: Here, we are given
1    0.99    0.01 ,   2 , σ 2  5
By the law of large numbers, we have
σ2
n
ε 2η
 5 Introduction to Sampling
 2
 125 Distribution
2  0.01
That is, n  125
Hence, at least 125 units must be drawn in a sample.
Example 6: An investigator wishes to estimate the mean of a population using
a sample large enough that the probability will be 0.95 that the sample mean
will not differ from the population mean by more than 25 percent of the
standard deviation. How large a sample should be taken?
Solution: We have
1    0.95    0.05,   0.25
By the law of large numbers, we have
2
n
 2
2
 2  320
 0.25  0.05
That is, n  320
Therefore, at least 320 units must be taken in the sample so that the required
probability will be 0.95.
Now, try the following exercise for your practice.

E8) The mean of a population is unknown and having a variance equal to 2.

Find out that how large a sample must be taken, so that the probability
will be at least 0.95 that the sample mean will lie within the range of 0.5
of the population mean?
We now end this unit by giving a summary of what we have covered in it.

1.7 SUMMARY
In this unit, we have covered the following points:
1. The statistical procedure which is used for drawing conclusions about the
population parameter on the basis of the sample data is called “statistical
inference”.
2. The group of units or items under study is known as “Population”
whereas a part or a fraction of population is known as “sample”.
3. A “parameter” is a function of population values which is used to
represent the certain characteristic of the population and any quantity
calculated from sample values and does not contain any unknown
population parameter is known as “statistic”.
4. Any statistic used to estimate an unknown population parameter is known
as “estimator” and the particular value of the estimator is known as
“estimate” of parameter.
5. The probability distribution of all possible values of a sample statistic that
would be obtained by drawing all possible samples of the same size from
the population is called “sampling distribution” of that statistic.
25
Sampling Distributions 6. The standard deviation of the sampling distribution of a statistic is known
as “standard error”.
7. The most important theorem of Statistics is “central limit theorem”
which state that the sampling distribution of the sample means tends to
normal distribution as sample size tends to large (n > 30).
8. According to law of large numbers, a positive integer can be determined
such that if a random sample of size n or larger is taken from a population
with parameter, say, population mean (µ), the probability that the sample
mean will be very closed to population mean, can be made as close to 1 as
desired.

1.8 SOLUTIONS / ANSWERS

E1) In (i) and (iv) we use only sample survey because the units (persons or
blubs) are destroyed under investigation and the information gathering
from all the elements is not making a sense whereas in (ii) and (iii) we
can use sample as well as complete survey.
E2) (ii) and (iv) are the statistics because both do not contain the unknown
parameters (i.e. µ and σ2) whereas (i) and (iii) are not statistics because
they contain unknown parameters.
E3) Here, we are given that
N = 5, n = 2
All possible samples (with replacement) are Nn = 52 = 25 which are
shown in the Table 1.5 given below:
Table 1.5: Possible samples
Sample Sample Sample Number Sample
Number Observation Observation
1 56, 56 14 74, 45
2 56, 62 15 74, 50
3 56, 74 16 45, 56
4 56, 45 17 45, 62
5 56, 50 18 45, 74
6 62, 56 19 45, 45
7 62, 62 20 45, 50
8 62, 74 21 50, 56
9 62, 45 22 50, 62
10 62, 50 23 50, 74
11 74, 56 24 50, 45
12 74, 62 25 50, 50
13 74, 74

E4) Here, we are given that

N = 3, n = 2
Since we have to estimate the average life of Televisions on the basis of
samples of size n = 2 therefore, all possible samples (with replacement)
are Nn = 32 = 9 and for each sample we calculate the sample mean as
shown in Table 1.6 given below:

26
 Table 1.6: Calculation of Sample Mean Introduction to Sampling
Distribution
Sample Sample Sample
Number Observation Mean ( X )
1 8, 8 8
2 8, 6 7
3 8,10 9
4 6, 8 7
5 6, 6 6
6 6, 10 8
7 10, 8 9
8 10, 6 8
9 10, 10 10

Since the arrangement of all possible values of sample mean with their
corresponding probabilities is called the sampling distribution of mean
thus, we arrange every possible value of sample mean with their
respective probabilities in the following Table 1.7 given below:
Table 1.7: Sampling distribution of sample means
S.No. Sample Mean Frequenc Probability
(X ) y
1 6 1 1/9
2 7 2 2/9
3 8 3 3/9
4 9 2 2/9
5 10 1 1/9

E5) Here, we are given that

 = 200, σ = 4, n = 50
Since the sampling is done with replacement therefore we know that the
standard error of sample mean for estimating population mean is given
by
 4
SE  X     0.57
n 50
E6) Here, we are given that
15
P= = 0.15, n = 200
100
Therefore, we know that the standard error of sample proportion is
given by

PQ 0.15  1  0.15 
SE  p     0.025
n 200
E7) Here, we are given that
 = 65, σ = 2.2, n = 40
Since we draw a large sample n = 40 > 30, therefore, by central limit
theorem, the sampling distribution of the sample mean will follow a
normal distribution with mean
E  X    65

27
Sampling Distributions and variance
2
2  2.2 
Var  X     0.12
n 40
Therefore, the probability that the average height of these 40 students
will lie between 64 and 65.5 inches is given by
P 64  X  65.5 See Fig.1.6
To get the value of this probability, we convert the normal variate X
into a standard normal variate Z by the transformation
X  E X X  65 X  65
Z  
Var  X  0.12 0.35

Therefore, subtract 65 from each term and then divide each term by
0.35 in the above inequality. Thus, the probability becomes
 64  65 X  65 65.5  65 
P    P 2.86  Z  1.43
 0.35 0.35 0.35 
 P 2.86  Z  0  P0  Z  1.43
 P0  Z  2.86  P0  Z  1.43
= 0.4979 + 0.4236 = 0.9215

X  64 X  65 X  65.5
Z  2.86 Z0 Z  1.43
Fig. 1.6
E8) Here, we are given that
2  2,   0.5, 1    0.95    0.05
By the law of large numbers, we have
2
n
2
2
 2
 160
0.5  0.05
That is, n  160
Therefore, at least 160 units must be taken in the sample so that the
probability will be at least 0.95 that the sample mean will lie within 0.5
of the population mean.