Chapter 62 · Sampling & Data Collection
Why We Sample 🎯
Measuring everyone is rarely possible. A well-drawn sample stands in for the whole population, and its error shrinks in a predictable way. We will see why a small random sample beats a huge biased one.
Statistics, Data Science and AI: A Visual Handbook · John Fisher · 2026
⚙️ Setup¶
In [1]:
import numpy as np, matplotlib.pyplot as plt
ROSE="#e11d48"; DEEP="#be123c"; LIGHT="#fb7185"; INK="#1a2138"; GRID="#e6e9f2"; TEAL="#0d9488"
plt.rcParams.update({"figure.facecolor":"white","axes.facecolor":"white","figure.dpi":110,"font.size":11,
"axes.edgecolor":GRID,"axes.grid":True,"grid.color":GRID,"axes.axisbelow":True,"axes.spines.top":False,
"axes.spines.right":False,"axes.titlesize":12,"axes.titleweight":"bold","legend.frameon":False})
rng = np.random.default_rng(61)
DEMO 1 · A SAMPLE STANDS IN FOR THE POPULATION
One million people, measured by a thousand
We build a population of 1,000,000 incomes (right-skewed, like the real world). Computing the mean of ALL of them is the census. Then we draw a single sample of 1,000 and see how close its mean lands.
In [2]:
# a realistic right-skewed population: lognormal incomes
POP = rng.lognormal(mean=10.8, sigma=0.6, size=1_000_000)
mu = POP.mean()
print(f"POPULATION (the census): N=1,000,000, true mean income = ${mu:,.0f}, sd = ${POP.std():,.0f}")
sample = rng.choice(POP, size=1000, replace=False)
xbar = sample.mean()
print(f"ONE SAMPLE of n=1,000: sample mean = ${xbar:,.0f}")
print(f"off by ${abs(xbar-mu):,.0f} ({abs(xbar-mu)/mu*100:.2f}% of the truth), measuring 0.1% of the people")
POPULATION (the census): N=1,000,000, true mean income = $58,678, sd = $38,551 ONE SAMPLE of n=1,000: sample mean = $57,998 off by $680 (1.16% of the truth), measuring 0.1% of the people
A sample one-thousandth the size of the population lands within a percent or two of the true mean. That is the whole promise of sampling: a small, well-drawn subset carries almost all the information about the whole.
DEMO 2 · SAMPLING ERROR SHRINKS LIKE 1/√n
Bigger samples, predictably tighter
Even a perfect random sample misses by a little. That miss is the standard error, SE = sigma/sqrt(n). We draw 2,000 samples at each size and watch the spread of the sample means collapse as n grows.
In [3]:
sigma = POP.std()
print(f"{'n':>6} | {'observed SE':>12} | {'sigma/sqrt(n)':>13}")
for n in [10, 30, 100, 500, 2000]:
means = np.array([rng.choice(POP, n, replace=False).mean() for _ in range(2000)])
print(f"{n:>6} | {means.std():>12,.0f} | {sigma/np.sqrt(n):>13,.0f}")
print("\nthe observed spread tracks sigma/sqrt(n): quadruple n to halve the error")
n | observed SE | sigma/sqrt(n)
10 | 11,992 | 12,191
30 | 7,129 | 7,038
100 | 3,865 | 3,855
500 | 1,702 | 1,724
2000 | 849 | 862
the observed spread tracks sigma/sqrt(n): quadruple n to halve the error
In [4]:
ns = np.array([10,30,100,300,1000,3000,10000])
ses = np.array([np.array([rng.choice(POP,n,replace=False).mean() for _ in range(400)]).std() for n in ns])
fig,ax=plt.subplots(figsize=(7,3.4))
ax.plot(ns, ses, "o-", color=ROSE, lw=2, label="observed SE")
ax.plot(ns, sigma/np.sqrt(ns), "--", color=TEAL, lw=2, label=r"$\sigma/\sqrt{n}$")
ax.set_xscale("log"); ax.set_yscale("log")
ax.set_xlabel("sample size n (log)"); ax.set_ylabel("standard error (log)")
ax.set_title("Sampling error follows the square-root law"); ax.legend()
plt.tight_layout(); plt.show()
The error falls like 1/√n, a straight line on log-log axes. This is the engine of every confidence interval: you can buy any precision you like, but the price is quadratic, four times the data for half the error.
DEMO 3 · THE SAMPLE FRACTION BARELY MATTERS
1,000 from 10,000 is as good as 1,000 from a billion
A common myth is that you must sample a large FRACTION of the population. In fact what matters is the sample SIZE n, not n/N. We draw n=1,000 from populations of wildly different sizes and compare.
In [5]:
n = 1000
for N in [10_000, 100_000, 1_000_000]:
pop = rng.lognormal(10.8, 0.6, size=N)
se = np.array([rng.choice(pop, n, replace=False).mean() for _ in range(1000)]).std()
print(f"population N={N:>9,}: sampling {n/N*100:6.2f}% of it -> SE = ${se:,.0f}")
print("\nthe standard error is essentially the same: precision rides on n, not on the fraction sampled")
population N= 10,000: sampling 10.00% of it -> SE = $1,166 population N= 100,000: sampling 1.00% of it -> SE = $1,188 population N=1,000,000: sampling 0.10% of it -> SE = $1,208 the standard error is essentially the same: precision rides on n, not on the fraction sampled
A national poll of 1,000 people is just as accurate for a country of 300 million as for a town of 30,000. The standard error depends on n, not on how big a slice of the population you took, which is why national polls can be so small.
DEMO 4 · A SMALL RANDOM SAMPLE BEATS A HUGE BIASED ONE
The 1936 Literary Digest lesson
In 1936 the Literary Digest polled 2.4 million people and predicted Landon would beat Roosevelt. Gallup polled 50,000 and got it right. The Digest's list (car and phone owners) was not representative. We recreate the effect.
In [6]:
# population: true support for candidate A is 55%
true_support = 0.55
voters = (rng.random(1_000_000) < true_support).astype(int)
# wealth correlates with NOT supporting A; the biased frame over-samples the wealthy
wealth = rng.random(1_000_000)
voters = ((rng.random(1_000_000) < (true_support - 0.18*(wealth-0.5)*2))).astype(int)
print(f"TRUE support for A in the population: {voters.mean()*100:.1f}%\n")
# huge biased sample: only the wealthy half is reachable
reachable = np.where(wealth > 0.5)[0]
biased = voters[rng.choice(reachable, 240_000, replace=False)]
print(f"Literary Digest (biased frame, n=240,000): estimate = {biased.mean()*100:.1f}% -> WRONG")
# small simple random sample from everyone
srs = voters[rng.choice(1_000_000, 2_000, replace=False)]
print(f"Gallup (random sample, n=2,000): estimate = {srs.mean()*100:.1f}% -> right")
print("\n120x more data could not fix a biased frame; representativeness beats size")
TRUE support for A in the population: 55.1% Literary Digest (biased frame, n=240,000): estimate = 46.1% -> WRONG Gallup (random sample, n=2,000): estimate = 53.8% -> right 120x more data could not fix a biased frame; representativeness beats size
The biased sample is wrong no matter how large it is, because its error is systematic, not random. Adding more biased data just sharpens a wrong answer. A representative sample, even a small one, is worth more than a huge convenient one.
DEMO 5 · COST VS PRECISION
Diminishing returns set in fast
Because precision grows with sqrt(n), each extra unit of accuracy costs more than the last. Plotting precision against sample size shows why most surveys stop at a few thousand.
In [7]:
ns = np.arange(50, 5001, 50)
precision = np.sqrt(ns) # precision ~ 1/SE ~ sqrt(n)
fig,ax=plt.subplots(figsize=(7,3.2))
ax.plot(ns, precision, color=ROSE, lw=2.5)
ax.fill_between(ns, precision, color=ROSE, alpha=0.12)
for mark in [500, 2000]:
ax.axvline(mark, color=DEEP, ls=":", lw=1)
ax.set_xlabel("sample size n"); ax.set_ylabel(r"precision $\propto\sqrt{n}$")
ax.set_title("Diminishing returns: going from 2,000 to 4,000 barely moves precision")
plt.tight_layout(); plt.show()
print("doubling n from 2,000 to 4,000 raises precision by only", f"{(np.sqrt(4000)/np.sqrt(2000)-1)*100:.0f}%")
doubling n from 2,000 to 4,000 raises precision by only 41%
The curve flattens quickly. Past a few thousand observations, more data buys very little extra accuracy, so the real questions become representativeness and cost, the subjects of the chapters ahead.
✅ Why we sample
A sample of a thousand pinned a million-person mean to within a percent or two. Its error falls like sigma/sqrt(n), depends on n and not the fraction sampled, and reaches diminishing returns fast. Above all, a small representative sample beats a huge biased one, because bias is systematic error that more data cannot cure. Next: HOW to draw a representative sample.
Statistics, Data Science and AI: A Visual Handbook · © 2026 John Fisher