Sampling distribution is defined as the probabilities ascribed to statistics when pulled at random from a population. Sampling distribution of statistics can take the form of either probability distribution or probability density function. Sampling distribution is used primarily in statistics, and may be paired with other mathematical operations to solve problems.
Sampling distribution is used to solve problems with varying levels of complexity. It is often used as the first step when finding confidence intervals or when performing a hypothesis test for parameters. Sampling distribution can identify variances within a given population. It can help to find a sample mean and provide information for population parameters as well.