The probability distribution of all possible values of the sample mean is
A)the probability density function of
B)the sampling distribution of
C)the grand mean, since it considers all possible values of the sample mean
D)one, since it considers all possible values of the sample mean

Question

The probability distribution of all possible values of the sample mean  is
A)the probability density function of 
B)the sampling distribution of 
C)the grand mean, since it considers all possible values of the sample mean 
D)one, since it considers all possible values of the sample mean

Quizplus · Accepted Answer

The probability distribution of all possible values of the sample mean is the sampling distribution of the sample mean. Therefore, the correct choice is B. A is incorrect because the probability density function is used for continuous random variables, while the sample mean is a statistic, not a random variable. C is incorrect because the grand mean is the mean of all possible values of the population, not the sample mean. D is incorrect because the answer is not simply one, but rather a distribution of values.

The Probability Distribution of All Possible Values of the Sample