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The purpose of this presentation is to explain the ergodic theorem and discuss its implications for educational research. The ergodic theorem is unpacked here as consisting of three major components: 1. homogeneity of characteristics of individuals in a sample (between subjects component), 2. Constant statistical properties (stationarity) of the results of repeated measures across a time spectrum (within subjects component), and 3. The structural equivalence of the distribution of measurement outcomes between and within subjects. It is usually taken for granted in educational research and policy studies that our data come from an ergodic sampling space. This paper argues that this is a quite strong assumption to make. Therefore, the implications of non-ergodicity for the field are reviewed.