Chapter 8. Fundamental Sampling Distributions and
Data Descriptions
8.1 Random Sampling
▪
A
population
consists of the totality of the observations with
which we are concerned.
▪
A
sample
is a subset of a population.
▪
Let
1
2
,
,
,
n
X
X
X
…
be
n
independent random variables, each
giving the same probability distribution
( )
f x
. We then define
1
2
,
,
,
n
X
X
X
…
to be a
random sample
of size of
n
from the
population
( )
f x
and write its joint probability distribution as
1
2
1
2
(
,
,
,
)
(
)
(
)
(
)
n
n
f x
x
x
f x
f x
f x
=
…
"

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