This question has confused me a lot in statistics. I think in Statistics, a sample is a pool of data points from the PDF, rather than a single data point, am I correct? In everyday language if you sample something, for example taking a sample from a candy jar, it means just taking a single candy. But in Statistics, it seems that a sample is always like repeating the action of taking the candy 20 times (meaning a sample of size 20). Am I correct?

Also, how do I interpret that sampling in random variable context? Going to that candy jar example, are the candies that I take by repeating the event of taking a candy, each an independent random variable?

  • $\begingroup$ Welcome to CV. Since you’re new here, you may want to take our tour, which has information for new users. If we can have a sample of size 20, why can't we have a sample of size 1? In fact, there is an interesting question on CV, here: What can we say about population mean from a sample size of 1?. $\endgroup$ – T.E.G. Feb 4 at 18:50
  • $\begingroup$ Thanks for suggestions. $\endgroup$ – James Haley Feb 4 at 19:05
  • $\begingroup$ In statistics, the term "observation" is often used to describe the single candy being taken from the jar. We can repeatedly sample one candy at a time from a jar (the population) to compile a sample. $\endgroup$ – jros Jul 8 at 17:50

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