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Inference is about using facts one knows to learn about facts one does not know. Statistical inference is about examining a small piece of the world to learn about the entire world, along with evaluating the quality of the inference one reaches. Researchers call the “small part” a sample and the “world” a population.

People confront statistical inferences almost daily. When they open a newspaper, for example, they may find the results of a survey showing that 70 percent (95% CI ± 5) of American voters have confidence in the U.S. president. Or they may read about a scientific study indicating that a daily dose of aspirin helps 60 percent (95% CI ± 3) of Americans with heart disease (95% CI ± is explained below).

In neither of these instances, of course, did all Americans participate. The pollsters did not survey every voter, and the scientists did not study every person with heart problems. They rather made an inference about all voters and all those stricken with heart disease by drawing a sample of voters and of ill people.

Samples and Sampling

Why analysts draw samples is easy to understand: it may be too costly, time-consuming, or even inefficient to study all the people in the target population—all voters or all people with heart disease. More difficult to understand is how researchers make a statistical inference (for example, 70 percent of all American voters have confidence in the president) and assess its quality (that is, indicate how uncertain they are about the 70 percent figure, as indicated by the ± 5%). It is one thing, in other words, to say that 70 percent of the voters in the sample have confidence in the president; but it is quite another to say that 70 percent of all voters have confidence.

To support the first claim, all the analysts need to do is tally the responses to their survey. To support (and evaluate) the second, they must (1) draw a random probability sample of the population of interest and (2) determine how certain (or uncertain) they are that the value they observe from their sample of voters (70 percent), the sample statistic, reflects the population of voters, the population parameter.

A random probability sample involves identifying the population of interest (all American voters) and selecting a subset (the sample) according to known probabilistic rules. To do this, a researcher must assign each member of the population a selection probability and select each person into the observed sample according to these probabilities. (Collecting all the observations is a special case of random selection with a selection probability of 1.0 for every element in the population.) Several different forms of random probability sampling exist, but the important point is that random selection is the only selection mechanism (in large-n studies, where n = number of participants) that automatically guarantees the absence of bias in the sample; that is, it guarantees that the sample is representative of the population. This is crucial because if a sample is biased (for instance, if Democrats had a better chance of being in the pollsters' sample than Republicans), researchers cannot draw accurate conclusions.

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