But as long as it has a well-defined mean and standard deviation, I don't care what the distribution looks like. What I can do is take samples in the last video of, say, size 4. So that means I take literally four instances of this random variable. This is one example. I take their mean, and I consider this the sample mean for my first trial. Or you could almost say for my first sample. I know it's very confusing, because you can consider that a sample, the set to be a sample, or you could consider each member of the set as a sample.