Remarks:

• In general, the larger the sample size that we take, the smaller the variability of the statistic. => The more concentrated the sampling distribution will be. (Larger sample sizes are in general desirable.)
• We would like for a statistic to be both: unbiased and have low variability. If it isn’t unbiased we would like it to be as low biased as possible.
• The properties of a particular statistic will depend on its sampling distribution.