The SD of a Sampling Distribution is called the Standard Error (SE)
Now, I graph this distribution and calculate its mean and SD.
Big Point!! - This distribution is the sampling distribution of the mean.
Its mean has to be the same as that of the population. Its SD is the SE of the mean. Look at the sampling distribution below.
Thus, we can see that most samples are close to 3.0 but there are some extreme sample means with values of 1.0, 1.5, and 4.5 and 5.0.
What can you say about the shape of the distribution, its mean and the variability of its scores?