In practice we cannot obtain data from every member of the population. Instead, we obtain data from a sample and use the results to make inferences about the population. Data - values measured or recorded on the sample. Sample statistic - numerical characteristic of the sample data such as the mean, proportion or variance. It can be used to provide estimates of the corresponding population parameters.
Different samples give different values for sample statistics.
A statistic from a sample or randomised experiment can be regarded as a random variable and the histogram is an approximation to its probability distribution. If the sampling distribution is known then the ability of the sample statistic to estimate the corresponding population parameter can be determined. In particular, the sampling distribution determines the expected value and variance of the sampling statistic. If the expected value of the statistic is equal to the population parameter, the estimator is unbiased . If the variance of the statistic is 'small' and it is also unbiased then an observed statistic is likely to be close to the population parameter.