What is the standard deviation of a sampling distribution called?

Sampling Distributions. Suppose that we draw all possible samples of size n from a given population. Suppose further that we compute a statistic (e.g., a mean, proportion, standard deviation) for each sample. The probability distribution of this statistic is called a sampling distribution. read more

The standard deviation of a sampling distribution of the means (called sigma x bar) is always less than the standard deviation of the parent population. This is because the range of the sample means data is smaller than the range of the population sampled. read more