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.