This document discusses sampling distributions and constructing the sampling distribution of the sample mean. It has three main objectives: correctly identifying sampling distributions of statistics like the sample mean, constructing sampling distributions of the sample mean using probability tables, and solving problems involving sampling distributions. It provides examples of constructing sampling distributions of the sample mean and other statistics from populations. Key points are that a sampling distribution is the probability distribution of a statistic from repeated random samples, and there are three ways to determine a sampling distribution: using probability laws, simulation, or statistical theorems. The document includes practice problems for students to construct different sampling distributions.