Sampling Distribution of the Mean - short version

The pattern of the sample means that will occur as samples are drawn from the population at large.

Sampling Distribution of the Mean - long version

Sampling distribution or finite-sample distribution is the probability distribution of a given statistic based on a random sample. Sampling distributions are important in statistics because they provide a major simplification on the route to statistical inference. More specifically, they allow analytical considerations to be based on the sampling distribution of a statistic, rather than on the joint probability distribution of all the individual sample values.

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