The Sampling Distribution of the Sample Mean is the distribution of all possible sample means of a given sample size.
For Example:
A population consists of the numbers 2, 4, 8, 10 and 5
Sampling distribution of size 3 can be given as
P(Xˉ=4.66)=51
P(Xˉ=6.66)=101
P(Xˉ=5.66)=101
P(Xˉ=5)=51
P(Xˉ=7.33)=101
P(Xˉ=6.33)=101
P(Xˉ=3.66)=101
P(Xˉ=7.66)=101
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