XVIL.—SIMPLER CASES OF SAMPLING FOR VARIABLES. 337
in a very large sample,” the phrases “the standard-deviation of
X in the original record,” “the form of the frequency-distribution
in the original record”: but in very many, perhaps the majority
of, practical cases the very question at issue is the nature of the
relation between the distribution of the sample and the distribu-
tion of the record from which it is drawn. As has already been
emphasised in the passages to which reference is made above, no
examination of samples drawn under the same conditions can
give any evidence on this head.
3. Standard Error of a Percentile.—Let us consider first the
fluctuations of sampling for a given percentile, as the problem is
intimately related to that of Chaps. XIII.-XIV,
Let X, be a value of X such that pN of the values of X in
an indefinitely large sample drawn under the same conditions lie
above it and ¢V below it.
If we note the proportions of observations above X, in samples
of » drawn from the record, we know that these observed values
will tend to centre round p as mean, with a standard-deviation
Vpg/n. If now at each drawing, as well as observing the pro-
portion of X's above X,, say p +9, for the sample, we also proceed
to note the adjustment e required in X, to make the proportion
of observations above X,+e¢ in the sample p, the standard-
deviation of e€ will bear to the standard-deviation of 8 the same
ratio that e on an average bears to 4. But this ratio is quite
simply determinable if the number of observations in the sample
is sufficiently large to justify us in assuming that § is small—so
small that we may regard the element of the frequency curve
(for a very large sample) over which X, + e ranges as approximately
a rectangle. If this assumption be made, and we denote the
standard-deviation of X in a very large sample by o, and the
ordinate of the frequency curve at X, when drawn with unit area
and unit standard-deviation by z,,
e=".3
2,
Therefore for the standard-deviation of e or of the percentile
corresponding to a proportion p we have
A
Iz, = > n a (1)
4. If the frequency-distribution for the very large sample be a
normal curve, the values of y, for the principal percentiles may be
taken from the published tables. A table calculated by Mr
Sheppard (Table IIL, p. 9, in Zables for Statisticians and Biomet-
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