![The distribution of the sample median](https://blogs.sas.com/content/iml/files/2023/10/stdmed3-640x336.png)
An elementary course in statistics often includes a discussion of the sampling distribution of a statistic. The canonical example is the sampling distribution of the sample mean. For samples of size n that are drawn from a normally distribution (X ~ N(μ, σ)), the sample mean is normally distributed as