Sampling error

Sampling error is the ordinary sample-to-sample variation between a statistic and the parameter it estimates. It is not a mistake anyone made.

Sampling error is not an error in the everyday sense, and the name is what trips students up. Even a flawless simple random sample produces a statistic that misses the parameter, purely because a different random sample would have landed somewhere else. If the true population proportion is p=0.50p = 0.50 and one random sample of 100 gives p^=0.46\hat{p} = 0.46 (p-hat, the sample proportion), the sampling error for that sample is 0.460.50=0.040.46 - 0.50 = -0.04. Sampling error shrinks as nn grows, but errors from bad methods, such as undercoverage or nonresponse, are non-sampling errors and a bigger sample will not touch them.

Where this comes up

More sampling distributions terms, or browse the full statistics glossary.