Consider population of digits 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, which are randomly selected with replacement.

Random variable: Suppose we randomly select a single digit and let x be the value of the selected digit; repeat this; X is a random variable (value depends on chance).

Probability distribution: Assuming the digits are randomly selected, the probability of each digit is P(x) = 1/10, which is a probability distribution.

Sampling distribution: Suppose that we now randomly select many different samples each of size n = 4; in each sample, calculate the mean x-, which is also a random variable (value depends on chance); probability distribution of the sample means x- is a sampling distribution. 15th EditionDouglas A. Lind, Samuel A. Wathen, William G. Marchal1,236 explanations

7th EditionDennis Wackerly, Richard L. Scheaffer, William Mendenhall3,341 explanations

1st EditionJim Pitman464 explanations

10th EditionAllen R. Angel, Christine D. Abbott, Dennis C. Runde6,365 explanations