October 15, 2026

Objectives

(1) Sampling Error

  • Sampling key ideas
  • Sampling Bias vs Random Sampling Error
  • Random Sampling
  • Random Sampling and Severity

Example


What are your feelings about your employment prospects after graduating?


How can we know whether unemployment is higher for young adults?

Unemployment rates

“What proportion of Canadians who are in the labour force are unable to find a job?”


We can’t interview all Canadians. Can’t interview all Canadians ages 20-24

Unemployment rates

Unemployment rates

Survey ~ 65,000 households across Canada:

  • selected via stratified random sampling

Surveyed household member reports employment information on all household members

Interviews conducted via: in person, telephone, or online survey

Unemployment rates

How might this procedure go wrong?

  • Specifically for people your age?

Sampling and Sampling Error

Sampling

Sometimes we cannot answer descriptive claims directly

We would have to observe too many cases.

Can we say something about all cases based on a few cases?

Sampling

Key terms:

population: full set of cases (countries, individuals, etc.) we’re interested in describing

sample: a subset of the population that actually we observe and measure

inference: description of the (unmeasured) population we make based on the (measured) sample

and there is uncertainty about what is true about the population, because we only measure a sample

PM Approval

“What proportion of Canadians approve of Mark Carney’s performance as PM?”


We can’t interview all Canadians…

PM Approval

Survey of \(1538\) Canadian adults (September 5-7 2026)

The population:

All Canadian adults (18 years of age or older)

The sample:

\(1538\) Canadians interviewed online. Randomly chosen from online panel recruited for online surveys by random invitation. Weighted by to age, gender, education, mother tongue, children in the household, and region, as per 2021 Census.

The inference:

57% (\(\pm 2.5\%\), 19 times out of 20) of Canadians say they approve of the job Mark Carney has done as PM. 36% disapprove. 7% don’t know.

Sampling error

The difference between the value of the measure for the sample and the true value of the measure for the population

\[\mathrm{Value}_{sample} - \mathrm{Value}_{population} \neq 0 \xrightarrow{then} \mathrm{sampling \ error}\]

  • With surveys, it is the answer we got in the sample vs. answer if we could survey EVERYONE
  • Sampling error is a measurement error where we draw incorrect inferences about a population from a sample
  • Just like measurement error, there are two types: one that is bias and one that is random

Sampling error

\(1\). sampling bias: cases in the sample are not representative of the population

  • not every member of population has equal chance of being in sample.
  • as results, error is consistently in the same direction.

Sampling error

\(2\). random sampling error: in choosing cases for a sample, by chance, we get samples where the average is too high or too low compared to the population average

  • sampling errors due to a known random process
  • but these errors would cancel out (if we repeated the sampling procedure).
  • this produces the uncertainty of sampling (e.g., margin of error).

What might drive sampling bias here? random sampling error?

The sample:

\(1538\) Canadians interviewed online. Randomly chosen from online panel recruited for online surveys by random invitation. Weighted by to age, gender, education, mother tongue, children in the household, and region, as per 2021 Census.

The inference:

57% (\(\pm 2.5\%\), 19 times out of 20) of Canadians say they approve of the job Mark Carney has done as PM. 36% disapprove. 7% don’t know.

Sampling error

To understand random sampling error and sampling bias, need to understand…

the sampling distribution:

  • the results (e.g., sample average) from all possible samples we could have gotten, using a given sampling procedure.
  • we only ever get the result from the one sample we draw, but can imagine the results could have been different (counterfactually)
  • it is not something we actually know, except in simulations

Sampling error

We can visualize a sampling distribution using a histogram to illustrate:

  • what generates sampling bias
  • what influences the random sampling error

Random Sampling

random sampling: sampling cases from the population in a manner that gives all cases an equal probability of being chosen.

This procedure creates samples that:

  • on average, give unbiased inferences about the population (regardless of sample size) (no sampling bias)
    • unbiased in that, across all possible samples, on average the sample averages are the same as the population average
  • come from knowable sampling distribution: produces known uncertainty (described by the field of statistics)

(board: intuitions as to why)

Example: Employment

Let’s say we want to understand employment among students in this course.

The population is students registered in this course

Students in lecture hall, responding to poll are the sample

Example: Employment

When we take the average hours worked for the sample (people taking poll in class today)…


and use it as our estimate of the average hours worked of the population (all students registered in this course)…


we are making an inference.

Example: Employment

Was this sample a random sample of the students in the course?


Can you think of any reasons this sample (students in lecture) would suffer from sampling bias?

Example: Employment

When samples are not random they may suffer from sampling bias and the random sampling errors are of unknown size

  • students attending lecture in person may differ in their hours worked from those who do not (e.g., the latter may miss class due to work)
  • we don’t know the random element in sampling process \(\to\) unknown sampling distribution

Random Sampling

Let’s now imagine that the population is students in class today who completed the survey…

To illustrate random sampling error: We can simulate taking random samples of students in class and plot the sampling distribution

See here

Random Sampling

Takeaways:

  1. With random sampling, random sampling errors balance out, sampling procedure returns true population values on average \(\to\) no sampling bias!
  2. If sampling is not random \(\to\) sampling bias
  3. Random sampling errors get smaller as the sample size increases \(\to\) known uncertainty
  4. Sampling distributions are often “bell curves” (normal distribution, due to CLT) \(\to\) known uncertainty/can estimate sampling distribution

Random Sampling Error and Severity

Random sampling always involves random sampling error \(\to\) uncertainty

How might interpretation of evidence for claims be changed due to this random sampling error?

  • We want to know whether we find evidence in support of some claim, EVEN IF THAT CLAIM WERE FALSE, due to random sampling error (by chance).
  • We want to know “how severe” is this evidence? How likely could it lead us to wrong conclusions, due to chance?

(board, contrast w/ bias)

Random Sampling Error and Severity

How might our conclusions be changed due to this random sampling error?

  • We want to know: what fraction of Canadian adults approve of Carney as PM?
  • We observe 57% approval in the sample.
  • Based on this sample and known random sampling errors: what range of values are likely to contain the true approval rate for the population?
  • Margin of error/Confidence Interval: range of values that have some advertised probability of being an error.

inference: 57% (\(\pm 2.5\%\), 19 times out of 20) approve of Carney as PM.

This implies that true approval of Carney in the population is:

  • within the range between 54.5% and 59.5%
  • the advertised probability that this is correct 95%;
  • 5% chance that this is in error (truth is outside this range)


  • severity focuses on error probabilities

Random Sampling Error and Severity

How might our conclusions be changed due to this random sampling error?

  • We want to test claim: “Unemployment among Canadian young adults greater now than it was for millenials.”
  • We observe 11.2% unemployment now vs 8.3% for young adults in 2005.
  • Based on this sample and known random sampling errors: what is the probability of observing this difference if the true unemployment rate for young adults today were the same or less than it was in 2005?

Random Sampling Error and Severity

hypothesis tests: compare an “alternative” (claim is correct) versus a “null” hypothesis (claim is not correct). Tell us probability of observing data for a claim by chance, if the claim were false. (error probability)

alternative hypothesis (claim is correct): young adult unemployment in 2025 \(>\) young adult unemployment in 2005

null hypothesis (claim is incorrect): young adult unemployment in 2025 \(\leq\) young adult unemployment in 2005

Random Sampling Error and Severity

hypothesis tests: compare an “alternative” (claim is correct) versus a “null” hypothesis (claim is not correct). Tell us probability of observing data for a claim by chance, if the claim were false. (error probability)

  • Asks: what is the probability of observing, e.g. 2.9% higher unemployment in 2025 vs 2005, in survey samples, assuming null hypothesis were true.
  • this probability is the \(p\)-value: probability of accepting claim due to chance, if it were false

Random Sampling Error and Severity

confidence intervals/margins of error; \(p\) values/hypothesis tests only work as advertised if assumptions are correct.

  • what is the random sampling procedure?
  • was this random sampling actually followed?
  • is there non-response/missingness? (see here for US election polls) >- they totally ignore sampling bias

Random Sampling Error?

Surveys said voters preferred Biden to Trump by \(8.4\) percent. Biden actually won by only \(4.5\) points. Sampling Error? Random error or Bias?

Random Sampling Error?

Random Sampling Error?

  • These examples point to sampling bias

Conclusion

Conclusion:

  • Sample, Population, Inference
  • Recognize Sampling Bias vs Random Sampling Error
  • Random Sampling:
    • solves sampling bias
    • lets us quantify random uncertainty/error probabilities
  • Random Sampling and Severity
    • hypothesis tests/\(p\) values