What is a 'Sampling Distribution'
A sampling distribution is a probability distribution of a statistic obtained through a large number of samples drawn from a specific population. The sampling distribution of a given population is the distribution of frequencies of a range of different outcomes that could possibly occur for a statistic of a population.
BREAKING DOWN 'Sampling Distribution'
For example, suppose you wanted to find out the sampling distribution of SAT scores for all U.S. high school students in a given year. To do so, you would take repeated random samples of high school students from the general population and then compute the average test score for each sample. The distribution of those sample means would provide you with the sampling distribution for the average SAT test score.