It is a model of a distribution of scores, like the population distribution, except that the scores are not raw scores, but statistics. The resulting distribution of statistics is called the sampling distribution of that statistic. The mean of the sixteen numbers is computed. Next a new sample of sixteen is taken, and the mean is again computed. If this process were repeated an infinite number of times, the distribution of the now infinite number of sample means would be called the sampling distribution of the mean.
Every statistic has a sampling distribution.
For example, suppose that instead of the mean, medians were computed for each sample. The infinite number of medians would be called the sampling distribution of the median. Just as the population models can be described with parameters, so can the sampling distribution. The m symbol is often written with a subscript to indicate which sampling distribution is being discussed. For example, the expected value of the sampling distribution of the mean is represented by the symbol , that of the median by , etc.