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Question
What is sampling distribution of a statistic?
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Solution
The sampling distribution of a statistic is the probability distribution of a given random sample-based statistic.
It may be considered as the distribution of the statistic for all possible samples from the same population of a given sample size.
For example, the sampling distribution of the mean for n = 2 is given below:
| Sample No. | Outcomes | Sample mean `bar("X")_"i"` |
| 1 | 1, 3 | 2 |
| 2 | 1, 9 | 5 |
| 3 | 3, 9 | 6 |
| 4 | 6, 7 | 6.5 |
| 5 | 7, 10 | 8.5 |
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