Treat the sample mean as a random variable
Distinguish a realised average from repeated-sample averages and use mean and variance under independence.
Section 6.4 · Sampling and estimation
Exam scope and assessment notes
Probability & Statistics 2 (Paper 6, A Level) · Mathematics 9709, 2026–2027, section 6.4. Paper 6 builds on Paper 5 and assumes Paper 3 calculus. Distinguish population parameters, sample statistics and repeated-sample random variables. Random selection needs a relevant frame and does not automatically remove undercoverage or non-response. Particular named sampling methods are not required. Sample-mean formulae here assume independent observations from one population with finite variance: E(X̄) = μ, Var(X̄) = σ²/n and SE = σ/√n. A mean of independent normal observations is normal; the CLT gives an approximate normal mean for an adequate large independent sample, not normal individual data. No universal sample-size cutoff guarantees that approximation. Unbiased sample variance uses n − 1, with n > 1. Mean intervals use the normal model with known variance or a large-sample approximation; a small sample with unknown variance does not justify the z method taught here. Proportion intervals use the large-sample normal approximation with adequate success and failure counts; extreme or sparse counts may invalidate it. Quoted two-sided critical values are 1.645 for 90%, 1.960 for 95% and 2.576 for 99%; retain other working unrounded. Confidence describes repeated-sampling coverage, not posterior probability for a fixed realised interval, individual observations or a guarantee. A narrower interval does not repair a biased sample. Hypothesis testing belongs to section 6.5. Written practice is self-checked; cumulative assessment and human subject-teacher review remain pending.
Before you begin
- Use independent linear-combination moments.
- Distinguish a statistic from its realised value.
Work on paper. Try each question before revealing help, and explain why your method works.
Quick readiness check
What is a sample mean before the random sample is drawn?
What you will learn
- Use E(X̄) = μ and Var(X̄) = σ²/n.
- Separate standard error from population SD.
Repeated samples produce different averages
A population takes values two and six with equal probability. It has mean four and variance four. Two independent observations give ordered pairs (2,2),(2,6),(6,2),(6,6), each with probability one quarter. Their sample means are 2,4,4,6, with mean four and variance two.
The sample mean is random before the sample is observed; its realised value x̄ is a statistic after observation. Independent sampling from one finite-variance population gives E(X̄) = μ and Var(X̄) = σ²/n.
Spread belongs to the mean, not each person
If population variance is 36 and n = 9, sample-mean variance is four and its SD, called standard error, is two. The individual population SD remains six. Increasing n reduces the spread of averages, not the spread of original observations.
Independence matters. Repeating one observation nine times gives the same average as that observation and variance 36, not four. A substantial sample without replacement from a finite population is dependent; the independent formula needs justification or an appropriate alternative, not automatic application.
Pause and explain
If population variance is 36 and n = 9 independently, what is SE?
Worked example
For population variance 36 and nine independent observations, find sample-mean variance and SE.
Show the worked solution
- Divide variance by nine: 36/9 = 4.
- Take its square root: SE = 2.
- Population SD remains six.
Answer Variance 4; SE 2.
Try a topic test
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Test this topic →From guided practice to a new situation
Write your answer and reasoning first. Use a hint only if you are stuck. The model solution is for self-checking; your written work is not automatically marked.
For equally likely population values two and six, list the mean outcomes for two independent observations and their variance.
Give me a hint
Enumerate ordered pairs with equal weights.
Compare my reasoning
- Means are 2,4,4,6, each pair weighted by 1/4.
- Expected mean is four.
- Weighted squared deviations give variance two.
Mean outcomes 2,4,4,6; expectation 4; variance 2.
Look for these in your work
- Keep repeated outcomes with their weights.
- Distinguish the two variance levels.
Population mean is 20, variance 36 and n = 9 independently. Find moments and SE of X̄.
Give me a hint
Use the independent sample-mean formulae.
Compare my reasoning
- E(X̄) = 20.
- Var(X̄) = 36/9 = 4.
- SE = √4 = 2.
Mean 20; variance 4; SE 2.
Look for these in your work
- Keep the same population centre.
- Scale spread correctly.
One observation is repeated nine times in a record. Does its average have variance 36/9?
Give me a hint
Simplify the actual average before assuming independence.
Compare my reasoning
- Every recorded value equals the same X.
- The average is 9X/9 = X.
- Its variance remains 36.
No; variance remains 36 because the records repeat one observation.
Look for these in your work
- Check dependence.
- Use the actual mechanism.
Common mistakes
- Divide variance by n, not n squared.
- Divide population SD by √n.
- Repeated copies of one observation are not independent data.
What can you explain now?
Does n reduce population SD?
Compare with the explanation
No; it reduces the SD of sample means.
The measurement distribution itself is unchanged.
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Make it stick
Averages fluctuate around μ with SE σ/√n only under the stated sampling assumptions.
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