Sampling Distribution

Sampling distribution, also known as finite-sample distribution, is a statistical term that shows the probability distribution of a statistic based on a random sample. This type of distribution, and the inferences that can be drawn from its analysis, provides a major simplification for the evaluation of derived statistics.

For example, when seeking information from a very large population (i.e., all males below age 50 in the United States) it is much more practical to take a random sampling from this population and then evaluate the data from this sample and then generalize it to the population at large.