Introduction to Sampling Distributions in Statistics

Now, let's move on to sampling distributions, whose properties, as we said earlier, will help you estimate the population mean from the sample mean.

So, the sampling distribution, specifically the sampling distribution of the sample means, is a probability density function for the sample means of a population.

This distribution has some very interesting properties, which will later help you estimate the sampling error. Let's take a look at these properties.

The sampling distribution’s mean is denoted by ${\mu }_{\overline{X}}$, as it is the mean of the sampling means. Let’s see what it is for this sampling distribution.