This document discusses sampling distributions and their properties. It provides steps to construct a sampling distribution of sample means from a population. Specifically, it shows how to determine the number of possible samples, calculate the mean of each sample, and compile these into a frequency distribution. The sampling distribution's mean equals the population mean, while its variance is the population variance divided by the sample size. Examples demonstrate calculating the mean and variance of sampling distributions for different sample sizes. Key properties of sampling distributions are summarized.