The sampling distribution of the sample mean is the distribution of

The correct answer is Option (3) → the means of all possible samples of the same size n drawn from the population

The sampling distribution of a statistic is the distribution of all the values that the statistic takes when all possible samples of a fixed size n are drawn from the population.

For the sample mean, this is the distribution of the means \(\bar{x}\) of all possible samples of size n from the same population.

The values in one sample form the sample’s own distribution, the values of all the members form the population distribution, and mixing different sizes or populations does not give a sampling distribution.