In: Statistics and Probability
The sampling distribution is nothing but the probability distribution of the sample. It is not possible in any research to take data from every individual in the world. So a finite group of investigation samples is taken and research is carried out on them.
For example- In the estimation of population mean, we say that sample mean is normally distributed, here we say sample mean and not population mean. It means that the sampling distribution of the mean is normal.
Now for the next two parts:
The standard error is just the standard deviation of data.
For sample mean, the standard deviation is calculated by the formula
For sample proportion, let p be sample proportion, the standard deviation is calculated by
Again these are just standard deviations of samples, which on working out in proof according to known statistic comes out to be these.