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Sampling and fluctuation

Level 7 · Ages 17–18

Quick recall· Let's wake up what you already know before we start.

Recap: out of 25 people, 10 choose the sea. What is the frequency of this choice, as a decimal?

The whole lesson

Read it again any time, including while you work through the exercises.

Toss a fair coin 100 times. Expecting 50 heads? You might get 47, or 53, or 55. Do it again: yet another result. This phenomenon is called sampling fluctuation: from one sample to the next, the observed frequency moves around, even though the true probability p does not change.

This fluctuation is not a flaw: it is the signature of chance. The good news is that its SIZE is predictable. For a sample of size n, the observed frequency f falls, in about 95% of cases, inside the fluctuation interval: from p minus 1 over square root of n, to p plus 1 over square root of n.

Example: fair coin (p = 0.5), sample of n = 100 tosses. Square root of 100 = 10, so 1 over square root of n = 0.1. Interval: from 0.4 to 0.6. Getting between 40 and 60 heads is unremarkable. Sample size is decisive: with n = 400, the margin drops to 0.05, and the interval tightens: from 0.45 to 0.55. The bigger n is, the less it fluctuates.

This interval gives you a DECISION tool. Someone claims "my coin is fair", you toss it 100 times and get 65 heads, so f = 0.65. But the fluctuation interval for p = 0.5 runs from 0.4 to 0.6, and 0.65 is outside. Such an extreme result is rare if the claim is true: you have a good reason to doubt it, with a risk of being wrong of about 5%.

Remember the key distinction: the observed frequency f is a fluctuating estimate, not the true value of p. A poll showing 52% does not prove that p is exactly 0.52. All of statistical intelligence lives in that nuance, and you are going to learn to handle it.

The worked example, step by step

A coin is assumed fair (p = 0.5). We toss it n = 100 times. Find the 95% fluctuation interval, then judge a result of 62 heads.

  1. 1/√100 = 1/10 = 0,1

    I compute the fluctuation margin: 1 over square root of n. The square root of 100 is 10, so the margin is 0.1.

  2. [0,5 - 0,1 ; 0,5 + 0,1] = [0,4 ; 0,6]

    I frame p with this margin: in about 95% of samples, the observed frequency will land between 0.4 and 0.6.

  3. f = 62/100 = 0,62 -> hors intervalle

    62 heads give f = 0.62, outside the interval. Such a gap is rare for a fair coin: we may doubt the fairness, with a risk of about 5%.

Result: Interval: [0.4; 0.6]. With f = 0.62, we may doubt that the coin is fair.