The sampling distribution of the sample mean difference is the probability distribution of all possible values of the sample mean difference when a sample of size n₁ is taken from one population and a sample of size n₂ is taken from another.

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The sampling distribution of the sample mean difference indeed represents the probability distribution of all possible differences between the sample means from two populations, where samples of sizes n₁ and n₂ are drawn from each population respectively.

The Sampling Distribution of the Sample Mean Difference Is the Probability