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A theoretical distribution for the variation in the values of a sample statistic, such as a sample mean, based on samples of a fixed size, n. When the sample statistic is the sample mean, the sampling distribution is called the sampling distribution of the sample mean.
Example
Consider the mean of a random sample of 20 values taken from a population. Suppose that several more random samples of 20 values were taken from the same population and the sample mean for each sample was calculated. The values of these sample means would differ from sample to sample (illustrating sampling variation). Imagine repeating this process over and over again, without end. The variation in the values of these sample means is the sampling distribution of the sample mean.
Curriculum achievement objectives reference
Statistical investigation: Level 8
