Sampling Distribution

Marjorie E. Bond

The sampling distribution of a statistic, S , gives the values of S and how often those values occur. The sampling distribution is a theoretical device that is the basis of statistical inference. One use is to determine if an observed S is rare or common. Recall that a statistic describes the sample and a parameter describes the population. First, one has the population. Then, one takes a random sample of size n from the population and finds the value of S . This value is the first value of the sampling distribution of the statistic. Take another random sample of size n from the population find the value of S . This value is the second value of the sampling distribution. This is repeated. The resulting collection of S s is the sampling distribution of S . Figure 1 gives a visual representation of the process of creating S ...

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