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Is a sample mean a random variable?
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Apr 23, 2022 · The sample mean is simply the arithmetic average of the sample values: m = 1 n n ∑ i = 1xi. If we want to emphasize the dependence of the mean on the data, we write m(x) instead of just m. Note that m has the same physical units as the underlying variable. For example, if we have a sample of weights of cicadas, in grams, then m is in grams also.
The sample mean is a random variable, not a constant, since its calculated value will randomly differ depending on which members of the population are sampled, and consequently it will have its own distribution. For a random sample of n independent observations, the expected value of the sample mean is
The mean of the sample means remains approximately the same. The spread of the sample means (the standard deviation of the sample means) gets smaller.
- Adapted by John Morgan Russell, from Barbara Illowsky, Susan Dean, David Diez, Mine Cetinkaya-Rundel...
- 2020
The sample mean ˉx is a random variable: it varies from sample to sample in a way that cannot be predicted with certainty. We will write ˉX when the sample mean is thought of as a random variable, and write ˉx for the values that it takes. The random variable ˉX has a mean, denoted μˉX, and a standard deviation, denoted σˉX.
Starting with the definition of the sample mean, we have: E ( X ¯) = E ( X 1 + X 2 + ⋯ + X n n) Then, using the linear operator property of expectation, we get: E ( X ¯) = 1 n [ E ( X 1) + E ( X 2) + ⋯ + E ( X n)] Now, the X i are identically distributed, which means they have the same mean μ.
What is the sample mean? Solution. The sample mean is: x ¯ = 7 + 6 + 8 + 4 + 2 + 7 + 6 + 7 + 6 + 5 10 = 5.8. Sample Variance. The sample variance, denoted s 2 and read "s-squared," summarizes the "spread" or "variation" of the data: s 2 = ( x 1 − x ¯) 2 + ( x 2 − x ¯) 2 + ⋯ + ( x n − x ¯) 2 n − 1 = 1 n − 1 ∑ i = 1 n ( x i − x ¯) 2.