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SamplingDistributionQuith - Sampling Distribution(excerpted...

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Sampling Distribution(excerpted from Learning to Live With Statistics: From Concepts to Practice) What is a sampling distribution? A sampling distribution is the hypothetical distribution of a statistic taken from a large number of random samples (of a given size) drawn from a particular population. An example illustrates what this means. Imagine a university student body of 30,000 people. Say we take a random sample of 100 students, we ask each one and the times he or she attended any kind of organized religious service last month. We get the average for the sample; let's call it x 1 . We replace those students into the population and repeat the whole procedure. We get the mean number of services intended for our second random sample of 100 students and label it x 2. We continue doing this ad infinitum, each time or place the last sample, taking another hundred students at random, and recording the mean. We have a very large number of sample averages: x 1 x 2 , x 3 , x 4 , x 5 ; imagine now that we construct a graph or frequency polygon for all our sample means. In fact, we are treating example meet as a single observation.
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