Notice I didn't write it as just the X. What this is, this is actually saying that this is a real population mean. This is a real random variable mean. If you looked at every possibility of all of the samples that you can take from your original distribution, from some other random original distribution, and you took all of the possibilities of, let's say sample size, let's say we're dealing with a world where our sample size is 10. If you took all of the combinations of 10 samples from some original distribution and you averaged them out, this would describe that function. Of course, in reality, if you don't know the original distribution, you can't take an infinite samples from it. So you won't know every combination.