Suppose you have been asked to analyze a data set, and you are planning to use a particular estimator to estimate a parameter. Why it is important to determine (either exactly or approximately) the...

Suppose you have been asked to analyze a data set, and you are planning to use a particular estimator to estimate a parameter. Why it is important to determine (either exactly or approximately) the sampling distribution of this estimator? Your explanation should be roughly a paragraph or two. Be sure to reference concepts that were covered this semester in Stat 252.