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🎓 Lecture 5 - Sampling distributionsSource
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🔔Lecture 5 - Sampling distributions

🚦 Status🟠 Studying
🧠 Mastery🐥 Apprentice
📅 Last Review1 Jun 2025

🎯KEY TAKEAWAYS

  1. A statistic from a sample has its own distribution: the one you would see if you repeated the sampling many times.
  2. The 🔤 Standard error is the spread of that distribution. Standard deviation describes packets. Standard error describes means of trays.
  3. It shrinks with the square root of the sample: four times the packets, half the wobble.
  4. Second attempt, 1 June: the simulation in problem set 2 is what did it. I had to watch the pile form.

Goes with

⚡QUICK JOTS

  • today's idea: the sample mean is itself a random thing. take another tray, get another mean
  • imagine ALL the trays you could have taken. their means make a pile
  • the pile is narrower than the packets. much narrower
  • width of the pile = 🔤 Standard error. NOT standard deviation (I wrote SD four times and crossed it out four times)
  • SE = s / √n
  • 20:25 central limit something. the pile is bell-shaped even when the packets are not?? lost it here
  • 20:50 nodding. not following

☑️HOMEWORK

  • Do 📌 Statistics I - Problem set 2 - Sampling distributions by simulation properly, not by pattern-matching
  • Write 🔤 Standard error and stop calling it standard deviation
  • Work 📐 Standard error of a proportion by hand once
  • Second attempt at this whole lecture before the midterm

📝LECTURE NOTES