Sampling Distribution of the Sample Mean

Population distribution is the probability distribution of the population data. The probability of the
sample mean is called sampling distribution. The sampling distribution is the list of various values of x
can assume and the probability of each value of sample mean(). Generally, it is the probability
distribution of a sample statistics. Sampling distribution of sample means is a probability distribution
consisting of all possible samples means of a given sample size n selected from a population N, and the
probability of occurrence with each sample mean.