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The Complete Idiot's Guide to Statistics, 2nd Edition by Robert Donnelly

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What Is a Sampling Distribution?

Let’s say I want to perform a study to determine the number of miles the average person drives a car in one day. Because it’s not possible to measure the driving patterns of every person in the population, I randomly choose a sample size of 10 (n = 10) qualified individuals and record how many miles they drove yesterday. I then choose another 10 drivers and record the same information. I do this three more times, with the results in the following table.
343
As you can see, each sample has its own mean value, and each value is different. We can continue this experiment by selecting many more samples and observe ...

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