Okuzeka
Statistics vocabulary · Estimation and Inference

Sampling distribution

Meaning in statistics, with examples

nounCommon term

In statistics, sampling distribution means: The distribution of a statistic, such as the sample mean, that you would get if you took many samples of the same size from the same population.

In Turkish: örnekleme dağılımı

How it is used

A theoretical idea at the heart of inference: standard errors, confidence intervals and p-values are all based on it. Students often confuse it with the distribution of the data in a single sample; teachers use simulations to show the difference.

Example sentences

  1. The standard error is the standard deviation of the sampling distribution of the mean.

  2. Let's simulate 10,000 samples and plot the sampling distribution.

Common collocations

  • sampling distribution of the mean
  • approximate sampling distribution
  • simulate the sampling distribution
  • shape of the sampling distribution
  • central limit theoremThe result that the distribution of sample means gets closer to a normal distribution as the sample size grows, whatever the shape of the population distribution, as long as its variance is finite.
  • standard errorThe standard deviation of an estimate, such as a sample mean, across repeated samples; it shows how precise the estimate is likely to be.
  • sampling errorThe natural difference between a value calculated from a sample and the true population value, which arises simply because only part of the population was studied.
  • confidence intervalA range of values, calculated from sample data, that is likely to contain the true population value; a 95% interval comes from a method that captures the true value in 95% of repeated samples.

More terms: Estimation and Inference

Practise with graded reading

Reading at the right level is the fastest way to make new words stick. Pick free English books by level: