A sampling distribution is a statistical concept that describes the distribution of a particular statistic, like the mean, calculated from multiple samples taken from a larger population. Instead of looking at just one sample, researchers take many samples and compute the statistic for each. This helps to understand how the statistic varies and provides insights into the overall population. For example, if we want to know the average height of students in a school, we could take several random samples of students and calculate the average height for each sample. The collection of these averages forms the sampling distribution, which can help us estimate the true average height of all students in the school.