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The sampling distribution of a statistic refers to:
- The distribution of all possible observations of the statistic for samples of a given size from a population.
In simpler terms, it means that if you were to take multiple samples of the same size from a population and calculate a specific statistic (like the mean or standard deviation) for each sample, the sampling distribution would show the distribution of those calculated statistics.
For example, if you were to take 100 samples of 30 students each from a population and calculate the mean height of each sample, the sampling distribution of the mean height would show how those calculated means are distributed.
It's essential to understand the sampling distribution of a statistic because it helps us make inferences about the population based on sample data and understand the variability of the statistic across different samples.