A thought experiment about sampling distributions: Imagine you take a random sample of individuals from a target population, measure something and then calculate a sample statistic, the “mean” let’s ...

In statistical analysis, a sampling distribution examines the range of differences in results obtained from studying multiple samples from a larger population.

Central Limit Theorem: A sampling distribution of the mean is approximately normally distributed if the sample size is sufficiently large. This is true no matter what the population distribution is.