I have a short notebook here that originated a number of years ago. During a forceful presentation of the importance of the sampling distribution in a stats class, I discovered that I’d been lazily glossing over the definition and I wasn’t fully grasping its importance. After playing about with some code, I think the idea becomes sharper in the mind than by just reading words on a page. I hope the notebook sheds some light on the idea.

In the future, I’ll try to expand on the ideas in this notebook by considering how we think of the coefficients of a regression as a sample statistic and why the sampling distribution is critical to testing hypotheses when we’re modelling. That’s for another day, however…

I’ll acknowledge on this George Lentzas, for his persistence in covering a topic that is often quickly stated and then invoked without a proper explanation of the underlying idea.

As usual, please reach out with corrections or comments to feedback@finlaymcalpine.com