Sampling distribution
generated by:
Sampling distribution of the mean
mean is equal to the mean of the raw-score population
standard deviation is equal to
(the sd of the raw-score population) divided by
(the square root of N)
Standard error of the mean
Measures the standard amount of difference (measurement error) between X̄ and μ that we should expect by chance
as N increases, standard error of the mean decreases
Standard error of estimate
tells us how much error we should expect by chance (regression line)
Law of large numbers
the larger the sample size, the smaller the standard error of the mean
Central limit theorem
Sampling distribution of the mean approaches a normal distribution as sample size N increases
Raw-score vs sampling distributions