PSYCH 240 Lecture Notes - Lecture 6: Central Limit Theorem, Confidence Interval, Statistic
1 Nov 2016
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Document Summary
Sampling distribution - probability distribution of the sample mean. Sample statistic - mean, median, variance, etc. of a sample. Theme of the distribution of sample means is always near the population mean. Distribution of sample means is less spread out than population distribution. Smaller sample = distribution is more spread out. The mean of the sampling distribution of the sample mean is also . The sd of the sampling distribution of the sample mean is / n. For any variable that is normally distributed in the population: Standard error (se) - standard deviation of a sample statistic. Central limit theorem - even when the distribution of the population is not normal, the distribution of sample means will be normally distributed. When the sample size is larger, the distribution will be more normal. How large the sample has to be for the sampling distribution to be normal depends on the population distribution.
