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Investments glossary

Sampling Distribution


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Know\'st thou the land where the lemon-trees bloom, Where the gold orange glows in the deep thicket\'s gloom, Where a wind ever soft from the blue heaven blows, And the groves are of laurel and myrtle and rose

— Johann von Goethe

A sampling distribution is a probability distribution of a statistic obtained from a larger 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.


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