A brief note on Sampling Variability and Sample Size . Read it before a test. Try each question at the end before you open its answer.
Words Parameter: a number for the whole population, such as μ \mu μ or p p p . Fixed, usually unknown. Statistic: a number from one sample, such as x ˉ \bar x x ˉ or p ^ \hat p p ^ . Known, but it changes from sample to sample. Sampling variability: the change of a statistic from sample to sample, by chance. Sampling distribution: the pattern of a statistic over all possible samples of one size. Rules Centre: the sampling distribution of x ˉ \bar x x ˉ is centred at μ \mu μ , and that of p ^ \hat p p ^ at p p p . Standard error of a mean: σ n \dfrac{\sigma}{\sqrt{n}} n σ . Standard error of a share: p ( 1 − p ) n \sqrt{\dfrac{p(1 - p)}{n}} n p ( 1 − p ) . Square root rule: four times the sample halves the standard error. Shape: for samples of about 30 30 30 or more, x ˉ \bar x x ˉ is close to normal (the central limit theorem). Population size: hardly matters, unless the sample is more than about a tenth of the population. A worked example Seeds from a made-up packet sprout with true share 0.8 0.8 0.8 . Samples of 64 64 64 seeds are planted.
Centre. The sample shares are centred at 0.8 0.8 0.8 . Standard error. 0.8 × 0.2 64 = 0.0025 = 0.05 \sqrt{\dfrac{0.8 \times 0.2}{64}} = \sqrt{0.0025} = 0.05 64 0.8 × 0.2 = 0.0025 = 0.05 . A larger sample. With 256 256 256 seeds, four times as many, it halves to 0.025 0.025 0.025 . Practice with new numbers
A program to try The program works out the three answers of the worked example.
Run it. Which line shows the square root rule?
1. Change p = 0.8 to p = 0.5. Is the standard error larger or smaller?
Mistakes to avoid Mixing up σ \sigma σ and the standard error. One is the spread of single values, the other the spread of sample means. Dividing by n n n in place of n \sqrt n n . Doubling the sample to halve the error. It takes four times the sample. Thinking size fixes bias. A large biased sample is still biased. Check yourself A sample of 50 50 50 students has a mean height of 152 152 152 cm. Is 152 152 152 cm a parameter or a statistic? Stuck? Show a hint Show the answerSingle values have standard deviation 20 20 20 cm. Find the standard error of the mean of 25 25 25 values. Stuck? Show a hint Show the answerThe true share is 0.1 0.1 0.1 . Find the standard error of p ^ \hat p p ^ for samples of 100 100 100 . Stuck? Show a hint Show the answerBy what factor must you multiply a sample size to divide the standard error by 4 4 4 ? Stuck? Show a hint Show the answerA population is skewed. Is the sampling distribution of the mean for samples of 3 3 3 close to normal? Stuck? Show a hint Show the answerSources OpenStax, Introductory Statistics , Chapter 7, the central limit theorem for sample means and for proportions.