Sampling Distribution:The probability distribution of a statistic, such as the sample mean, obtained by repeatedly drawing samples from a population and calculating the statistic for each sample.
Central Limit Theorem:A fundamental theorem in probability and statistics that states that the sampling distribution of the sample mean approaches a normal distribution as the sample size increases, regardless of the shape of the population distribution.
Standard Error:The standard deviation of the sampling distribution of a statistic, such as the sample mean, which provides a measure of the variability or precision of the statistic as an estimate of a population parameter.