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Mathematics · unit version 1

Finite sampling guarantees and dependence

Derive a finite probability guarantee, plan a sample size and audit whether the data-collection mechanism supports the proof.

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Readiness and preparation

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Does pairwise independence imply all observations are mutually independent?

The variance proof needs pairwise cross terms to vanish, not a binomial joint distribution.

Compare reasoning and find a refresher

No. Independence for every pair is weaker than joint independence of all observations. Check the sampling mechanism before using either claim.

Review independence and conditioning

How does covariance change the variance of a sum?

Copied or clustered rows cannot be counted as independent observations.

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The variance of a sum includes twice each pair covariance as well as individual variances. Dropping nonzero covariance can give a false precision guarantee.

Review variance and covariance

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Defend the sampling guarantee

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  1. Prove finite sampling guarantees with pairwise independence

    Lesson details and objectives

    Derive a finite error guarantee from squared deviations, then audit endpoints, dependent sampling designs and simultaneous claims.

    • Prove a finite Chebyshev bound and a Bernoulli-average variance formula using only pairwise independence.
    • Translate a specified error event and risk budget into a correctly rounded sufficient sample size.
    • Construct and audit nonmutual independence, clustered observations and simultaneous sampling guarantees.

    6 practice tasks.