What do sampling distributions show us?

Sampling distributions show us how a sample statistic of a sample collected from a population will vary from sample to sample. The sample statistic is typically a measure of central tendency, like the mean or median, or a measure of dispersion, such as the standard deviation. By looking at a sampling distribution, we can see how much the actual statistic we observe in a sample is likely to vary from the mean we would expect to see in the population. Understanding sampling distributions is an important part of understanding probability, which is necessary in statistics.

The distribution of statistics based on a very large number of samples of a particular size