Next section: Sampling distribution of the mean

Statistics other than the mean have sampling distributions too. The sampling distribution of the median is the distribution that would result if the median instead of the mean were computed in each sample.

Students often define "sampling distribution" as the sampling distribution of the mean. That is a serious mistake.

Sampling distributions are very important since almost all inferential statistics are based on sampling distributions.

Click here for interactive simulation illustrating important concepts about sampling distributions.

Next section: Sampling distribution of the mean