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Understand sampling distributions and the variability of sample statistics.
Learn step-by-step with practice exercises built right in.
A sampling distribution is the probability distribution of a sample statistic (like or ) calculated from all possible samples of the same size drawn from a population.
Key Insight: If you repeatedly take samples of size n and calculate the statistic each time, the results vary. That variation follows a sampling distribution.
What is the mean of the sampling distribution of the sample mean?
The mean of the sampling distribution of the sample mean equals the population mean . This is true regardless of sample size, making the sample mean an unbiased estimator of the population parameter. If the population mean is 50, then all sample means taken from this population will have an expected value of 50.
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For a sample proportion :
Mean of the sampling distribution:
The sample proportion centers on the true population proportion.
Standard Error (SE) of :
Conditions for approximation by normal distribution:
For a sample mean :
Mean of the sampling distribution:
The sample mean centers on the true population mean.
Standard Error (SE) of :
where σ is the population standard deviation.
Conditions for approximation by normal distribution:
Suppose 40% of customers prefer Brand A. You take a random sample of 100 customers.
For :
The sampling distribution of is approximately .
Sampling distribution questions require you to identify whether you're working with or , then apply correct formula. Know the SE formulas and always check conditions. If conditions fail, state the issue rather than proceeding with the normal approximation.
A population has standard deviation . How does the standard error change when sample size increases from to ?
The standard error is . At : . At : . The standard error decreases by half when quadruples. Larger samples produce less variability in sample means, making the sampling distribution more concentrated around the population mean.
Two researchers sample from the same population of test scores (, ). Researcher A uses while Researcher B uses . Which sampling distribution has the smaller spread? Explain why this matters for inference.
Researcher B's sampling distribution has smaller spread because standard error decreases as increases. For A: . For B: . Smaller spread means Researcher B's sample means vary less around , producing more precise estimates. This is why larger samples are preferred—they reduce sampling variability and make confidence intervals narrower.