We introduce a non-Gaussian model of structure formation, and show how it produces surprising sampling effects on the estimation of the cosmic microwave background power spectrum. Estimates of the average power spectrum based on small sky patches produce qualitatively different results from patch to patch, and vary also with the patch size. For instance a system of secondary Doppler peaks is observed in small enough patches, but at different positions in different patches. However, no secondary Doppler peaks are observed in large sky patches. These effects question the usual methods of power spectrum estimation, and techniques such as bootstrapping. The non-Gaussianity of this model fails to be detected by standard tests.