Sampling Distribution

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The sampling distribution of a statistic is a probability distribution based on a large number of samples of size n from a given population.  For example, the mean of a normal distributionμ, can be estimated using the sample mean. If we collect many samples, each of size n, we know from theory that their means will form a sampling distribution that is also normal with mean μ and s.d. σ/√n (s is the population s.d.). The s.d. of a sampling distribution of a statistic is called the standard error (s.e.) and can be used to quantify the variability of the estimator

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