Statistical Inference

Estimate the sampling distribution of any statistic by resampling your own data with replacement — standard errors and confidence intervals without formulas, for medians, ratios, and other formula-less statistics

A statistic computed from a random sample is itself a random variable; the CLT says the sample mean is approximately normal with standard error $\sigma/\sqrt{n}$ — the engine behind nearly every test and interval

Estimate $\pm$ margin: the range of parameter values compatible with the data, built from the standard error — and what the 95% actually refers to (the procedure, not this interval)

What a p-value actually is — $P(\text{data this extreme} \mid H_0)$ — the standard test recipe, and the misinterpretation traps interviewers are really probing for