ESS210B
Prof. Jin-Yi Yu
Small
Sampling Theory
qWhen the sample size is smaller than about 30 (N<30), we can not use the normal distribution
to describe the variability in the sample means.
qWith small sample sizes, we cannot assume that the sample-estimated standard deviation
(s) is a good approximation to the true standard
deviation of the population (s).
qThe quantity no
longer follows the standard normal distribution.
qIn stead, the probability distribution of the small sample means follows the “Student’s t distribution”.
