What is the relationship between the population standard deviation and the standard deviation of the sampling distribution?

Distribution of Normal Means with Different Sample Sizes

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Samples of a given size were taken from a normal distribution with mean 52 and standard deviation 14. The distribution of sample means for samples of size 16 (in blue) does not change but acts as a reference to show how the other curve (in red) changes as you move the slider to change the sample size. Distributions of sample means from a normal distribution change with the sample size. This Demonstration lets you see how the distribution of the means changes as the sample size increases or decreases.

Snapshots

Details

The population mean of the distribution of sample means is the same as the population mean of the distribution being sampled from. Thus the mean of the distribution of the means never changes. The standard deviation of the sample means, however, is the population standard deviation from the original distribution divided by the square root of the sample size. Thus as the sample size increases, the standard deviation of the means decreases; and as the sample size decreases, the standard deviation of the sample means increases.

Reference:

Michael Sullivan, Fundamentals of Statistics, Upper Saddle River, NJ: Pearson Education, Inc., 2008 pp. 382–383.

Introduction

The standard deviation is a measure of the spread of scores within a set of data. Usually, we are interested in the standard deviation of a population. However, as we are often presented with data from a sample only, we can estimate the population standard deviation from a sample standard deviation. These two standard deviations - sample and population standard deviations - are calculated differently. In statistics, we are usually presented with having to calculate sample standard deviations, and so this is what this article will focus on, although the formula for a population standard deviation will also be shown.

When to use the sample or population standard deviation

We are normally interested in knowing the population standard deviation because our population contains all the values we are interested in. Therefore, you would normally calculate the population standard deviation if: (1) you have the entire population or (2) you have a sample of a larger population, but you are only interested in this sample and do not wish to generalize your findings to the population. However, in statistics, we are usually presented with a sample from which we wish to estimate (generalize to) a population, and the standard deviation is no exception to this. Therefore, if all you have is a sample, but you wish to make a statement about the population standard deviation from which the sample is drawn, you need to use the sample standard deviation. Confusion can often arise as to which standard deviation to use due to the name "sample" standard deviation incorrectly being interpreted as meaning the standard deviation of the sample itself and not the estimate of the population standard deviation based on the sample.

What type of data should you use when you calculate a standard deviation?

The standard deviation is used in conjunction with the mean to summarise continuous data, not categorical data. In addition, the standard deviation, like the mean, is normally only appropriate when the continuous data is not significantly skewed or has outliers.

Examples of when to use the sample or population standard deviation

Q. A teacher sets an exam for their pupils. The teacher wants to summarize the results the pupils attained as a mean and standard deviation. Which standard deviation should be used?

A. Population standard deviation. Why? Because the teacher is only interested in this class of pupils' scores and nobody else.

Q. A researcher has recruited males aged 45 to 65 years old for an exercise training study to investigate risk markers for heart disease (e.g., cholesterol). Which standard deviation would most likely be used?

A. Sample standard deviation. Although not explicitly stated, a researcher investigating health related issues will not simply be concerned with just the participants of their study; they will want to show how their sample results can be generalised to the whole population (in this case, males aged 45 to 65 years old). Hence, the use of the sample standard deviation.

Q. One of the questions on a national consensus survey asks for respondents' age. Which standard deviation would be used to describe the variation in all ages received from the consensus?

A. Population standard deviation. A national consensus is used to find out information about the nation's citizens. By definition, it includes the whole population. Therefore, a population standard deviation would be used.

What are the formulas for the standard deviation?

The sample standard deviation formula is:

where,

s = sample standard deviation

The population standard deviation formula is:

where,

Is there an easy way to calculate the standard deviation?

Yes, we have a sample and population standard deviation calculator that shows you all the working as well! Currently, our calculator is under maintenance, but if you would like us to let you know when it becomes available again, please contact us

What is the relationship between the population standard deviation and the standard deviation of the distribution of sample means for a specific sample size where n 1 )?

What is the difference between population standard deviation and sample standard deviation?

What is the relation between population sampling and sampling distributions?

Is there a relationship between the sample size and the standard deviation of the sample mean?