Sampling Distribution

Definition

A sampling distribution refers to the distribution of a statistic (such as mean, proportion, or difference) calculated from multiple random samples taken from the same population. It provides information about how sample statistics vary from sample to sample.

Related terms

Central Limit Theorem: The central limit theorem states that for large enough sample sizes, regardless of the shape of the population distribution, the sampling distribution of the mean will be approximately normal.

Standard Error: The standard error measures how much variability there is in sample statistics across different samples. It quantifies how close or far off these statistics are likely to be from their true population values.

Confidence Interval: A confidence interval is an interval estimate that provides a range within which we are confident that a population parameter (e.g., mean or proportion) lies based on our sample data.