1. Sampling error occurs because sample means are not equal to the population mean and differ from each other. 2. The distribution of sample means follows a normal distribution if drawn from a normal population, and approximates a normal distribution if drawn from a non-normal population as the sample size increases. 3. A confidence interval for the population mean or probability can be constructed given the sample size, mean or probability, and standard deviation. The confidence level indicates the probability the true population parameter falls within the interval.