This chapter is devoted to studying sample statistics as random variables, paying close attention to probability distributions. Recall for each random variable, an underlying random experiment will be...This chapter is devoted to studying sample statistics as random variables, paying close attention to probability distributions. Recall for each random variable, an underlying random experiment will be conducted and a value is assigned, measured, or computed for each possible outcome. These are the values the random variable is said to take on, and the probability of the values occurring is determined, forming a probability distribution.