13.2 Simple random samples and statistics

Simple random samples and statistics

We formulate the notion of a (simple) random sample , which is basic to much of classical statistics. Once formulated, we may apply probability theory to exhibitseveral basic ideas of statistical analysis.

We begin with the notion of a population distribution . A population may be most any collection of individuals or entities. Associated with each member is aquantity or a feature that can be assigned a number. The quantity varies throughout the population. The population distribution is the distribution of that quantityamong the members of the population.

If each member could be observed, the population distribution could be determined completely. However, that is not always feasible. In order to obtain informationabout the population distribution, we select “at random” a subset of the population and observe how the quantity varies over the sample. Hopefully, thesample distribution will give a useful approximation to the population distribution.

The sampling process

We take a sample of size n , which means we select n members of the population and observe the quantity associated with each. The selection is done in such a manner thaton any trial each member is equally likely to be selected. Also, the sampling is done in such a way that the result of any one selection does not affect, and is not affected by,the others. It appears that we are describing a composite trial. We model the sampling process as follows:

• Let X _i , $1\le i\le n$ be the random variable for the i th component trial. Then the class $\{X_i:1\le i\le n\}$ is iid, with each member having the population distribution.

This provides a model for sampling either from a very large population (often referred to as an infinite population) or sampling with replacement from a small population.

The goal is to determine as much as possible about the character of the population. Two important parameters are the mean and the variance. We want the population mean and thepopulation variance. If the sample is representative of the population, then the sample mean and the sample variance should approximate the population quantities.