Abstract: | That the sample mean and variance are “good” estimates of the corresponding population parameters is easily accepted as “obvious” by students, but the concept of standard error of the mean is often found to be quite a hurdle. That this standard error decreases inversely as the square-root of the sample size, and the mysterious appearance of the Normal distribution, are often taken as magical and incomprehensible effects, and non-mathematical students can often be turned away from further understanding. This article describes a program which provides an experimental framework in which the student can rapidly develop an intuition for the basic properties of sampling. |