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SAMPLING DISTRIBUTION A sampling distribution is a probability distribution that determines probabilities of the possible values of a sample statistic (sample mean, sample median, sample proportion, and so forth). NORMAL SAMPLING DISTRIBUTION OF SAMPLE MEAN Central Limited Theorem: For random sampling, as the sample size n grows (n≥30), the sampling distribution of sample mean approaches a normal distribution. The mean of the sampling distribution of and the standard error is σ . σY = n is µ, Mean Population Distribution Sampling Distribution Sample Standard Deviation µ Any shape. When specified as normal, Z table can be used. σ Standard Error µ Graph Normal σ σY = n s Any shape. Resembles pop. dis. When sample is representative.