Sampling Distributions

Take a sample, compute a statistic, and do it again and again. The pile of results is the statistic's sampling distribution.

Draw samples
 

1. Population

Click and drag on the chart to draw your own shape.

mean median ±1 standard deviation

2. One sample

population mean this sample's statistic
Things to try
  1. Population Normal, statistic Mean. Switch on panel B (section 4), set it to N = 25, and draw 10,000. Hover over the bars to read exact values. How do the two spreads differ? Check the standard error against σ/√N.
  2. Population Skewed right, N = 2 versus N = 25, statistic Mean. What happens to the shape? Turn on the CLT curve.
  3. Compare Variance (÷N) with Variance (÷N−1) at N = 5. Which one's average lands on the population value?
  4. Draw a strange population of your own, then see whether the sample mean still looks normal.