AI engineering glossary · Statistics inference
What is sampling distribution?
Sampling distribution: The pattern of values a statistic would take if you repeated the same sampling process many times. Its spread tells you how much the statistic wobbles from sample to sample, which is the basis for standard errors, intervals and tests.
Sampling distribution: an example
Drawing 1,000 samples of 100 customers and recording each sample's average spend gives 1,000 values; their histogram is the sampling distribution of the average.
Related terms
More Statistics inference terms
- Sequential testing
- Significance level
- Spearman rank correlation
- Standard error of the mean
- Statistic
- Statistical power
- Student's t-test
- t-distribution
Where you learn it
Sampling distribution is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.