A sample is a portion of the population chosen randomly or with certain techniques.
A statistic is a property of sample that describes the sample
Sampling distribution of statistic is a collection of all possible values of statistics for samples taken from the population. To be more precise it is probability distribution of all the outcomes of statistics of samples from the population.
Sample distribution of mean:
It can be defined as the probability distribution of all the feasible or possible means of samples of same size size taken from the population.
