Solved – Why doesn’t increasing N guarantee the sample mean will get closer to the population mean

mathematical-statistics

When sampling from a population, the sample mean will always be closer to the
population mean as the sample size increases.

Why is this statement wrong?

My explanation is that as sample size increases, the standard error decreases and the sampling distribution will become normal. Am I right?

Best Answer

Imagine a population where the real mean is 100. You have a sample of 101, 103, 97, 99. You increase the sample size by 1 and pull our a value of 120. Has the sample mean gotten closer or further from the population mean?

At most you could say that "mostly" the sample mean gets closer to the population mean with larger sample size. This can be quantified, of course...

Related Question