#theory #math #statistics #distributions #sampling #normaldistribution
- It is the distribution of sample statistic like mean for example
- Sample 5 numbers from data and calculate the mean is an example of sample statistic
- Sample 20 numbers from data and calculate the mean is another example
- Make it multiple times and, you have the sampling distribution
- It is bell-shaped
- This phenomenon is called [[lh9b-central-limit-theorem]]
- Variability error on the sampling distribution: SE=$\frac{S}{\sqrt{n}}$
- To compute SE can be expensive, for that, we use [[s6vc-bootstrapping]]#
- Bigger samples give less SE
- It is different from
standard deviation
- To compute SE can be expensive, for that, we use [[s6vc-bootstrapping]]#
- Bruce, 2017, p57-61