Definition:Sampling Distribution

Definition

A sampling distribution is the probability distribution of a statistic.

Examples

Normal Distribution

Let $S$ be a random sample from a normal distribution $\Gaussian \mu {\sigma^2}$.

The sample mean $\overline x$ of $S$ is an observed value of a random variable $\overline X$, say, which has a probability distribution $\Gaussian \mu {\dfrac {\sigma^2} n}$

Also see

• Results about sampling distributions can be found here.

Sources

• 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): sampling distribution
• 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): sampling distribution