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  1. Read the Hyperstats unit on sampling Distirbutions up through Unit 6.7 on linear combination of means.

  2. This applet lets you see the Central Limit theorem in action on samples of various sizes. You can also take your mouse and adjust the original population to be almost anything you want. Then sample and behold, a normal curve.... gotta love it! Try taking samples of n=5 on the third layer and n=25 on the fourth; then press the "5 samples" button several times and see the curve accumulate.
  3. This is another CLT applet that works the same way but allows you to adjust the original distribution differently, and looks at histograms of sampling distributions of three different sample sizes at the same time..... Very good.

  4. This applet from the Alan Rossman's web site allows you to draw samples from the Gettysburg address to estimate the average word length in Lincoln's famous speech.

  5. This link has a good essay on the idea of a sampling distribution by William Trochim.
  6. You should also try the exercises at the end of the unit.

  7. Here are some Multiple Choice questions on Sampling Distributions, with answers, from Simon Fraser University.

A glossary of Statistical Terms from SticiGui
Hyper-Stats Glossary