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What is a sampling distribution?

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Sampling distributions are just like any other distribution, except their "data points" are all possible sample parameters derived from samples of the same size!

A sample parameter is the mean or proportion from a given sample.

Scenario: Consider the sampling distribution of IQ scores below from samples of 30 people.

Created with Statistics Kingdom

Your sample needs to fit certain criteria for the corresponding sampling distribution to be considered normal. (We'll get into this with z-scores vs. t-scores.)

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