Standard Article

Sampling Distributions

  1. Melissa D. Begg

Published Online: 15 JUL 2005

DOI: 10.1002/0470011815.b2a15139

Encyclopedia of Biostatistics

Encyclopedia of Biostatistics

How to Cite

Begg, M. D. 2005. Sampling Distributions. Encyclopedia of Biostatistics. 7.

Author Information

  1. Columbia University, New York, NY, USA

Publication History

  1. Published Online: 15 JUL 2005

Abstract

In frequentist inference, the effect of random variability on a calculated statistic is assessed by assuming that the data were drawn randomly from a hypothetical population defined by parameters, and statistical theory shows the extent to which the statistic would vary in repeated random samples from such a distribution. The sampling distribution of the sample mean tends to be nearly normally distributed in large samples, and so significance tests and confidence intervals for the mean make much use of the normal distribution, the standard deviation of which (the “standard error of the mean”) is the population standard deviation divided by the square root of the sample size.

Keywords:

  • frequentist;
  • random sample;
  • central limit;
  • standard error;
  • significance;
  • confidence