Sampling Distribution
The sampling distribution of a statistic is the probability distribution of that statistic calculated from all possible samples of size n from a population. For the sample mean from a normal population, the sampling distribution is N(μ, σ²/n). The standard deviation of the sampling distribution is the standard error.
Real World
If YouGov repeatedly sampled 1,500 people and recorded each sample's mean approval rating for the Prime Minister, the histogram of all those means would form the sampling distribution.
Exam Focus
Distinguish clearly between the population distribution, the sample distribution, and the sampling distribution of the statistic.
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