The distribution of values of a statistic obtained from repeated samples of the same size from a given population is called the sampling distribution of that statistic.
Example 4.1 Consider a population consisting of six subjects (this small size is impractical, but we need something small enough to use as an illustration here). Table 4.1 gives the subject names (for identification) and values of a variable under investigation (e.g., 1 for a smoker and 0 for a nonsmoker). In this case the population mean m (also the population proportion p for this very special dichotomous variable) is 0.5 (= 3/6). We now consider all possible samples, without replacement, of size 3; none or some or all subjects in each sample have
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