MAT 221 Lecture Notes - Lecture 9: Central Limit Theorem, Statistical Inference, Sampling Distribution
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5. 1: the sampling distribution of a sample mean. Statistical inference is the process of drawing conclusions about a population from data obtained from a sample. The population distribution of a variable is the distribution of values of this variable for all members of the population. Each time we take a random sample from a population, we are likely to get a different set of individuals and therefore a different statistic. If we repeat the study many times with the same sample size, the distribution of statistics from the many samples is called the sampling distribution. Again, a sampling distribution is the distribution of many statistics obtained when a study is repeated many times with samples of a fixed size. The larger the sample size, the lower the sampling variability. (if we use a large sample size and perform the study many times, then the sampling distribution will have a small spread. ) The better the data-collecting technique, the lower the bias.