Error distribution
When a sample statistic (such as or p ) is used
to estimate a population parameter, (µ or π)
there is an error,
error = (estimate - parameter )
Since the error depends on random sample data, it is a random quantity and has a distribution,
Although we cannot determine the actual error when there is only a single sample, it is often possible to find properties of its distribution.
For many types of estimate, we can find the error distribution or an approximation to it.