The sample data distribution tends to resemble the population distribution more closely than the sampling distribution. A random sample of data from a population should be representative of the population, and its distribution should be similar to the population distribution.

 Suppose that we draw all possible samples of size n from a given population and then get the mean, standard deviation, proportion or other statistic for each sample. The probability distribution of this statistic is called a sample distribution.

Now suppose we take all possible samples of a certain size from a population. Once we obtain the samples, we get the mean for each sample. This is called the sampling distribution of the sample mean.