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sampling distribution
The probability distribution of a statistic (calculated from a sample)
Sample statistics vary
so they also have distributions
We need to understand their distribution
to know whether what we observe is unusual or not
Sampling Distribution is EXACTLY normal
if the population is normal
Sampling Distribution is APPROXIMATELY normal
if the population is not normal and n >= 30
random sample.
A set of independent random variables X1, X2,Xn with the same distribution is called