Normally, we're doing samples and we're trying to estimate things. So normally, there's some random variable and then maybe we'll do a bunch of... We take a bunch of samples, we take their means and we plot them and then we're going to get some type of normal distribution. Let's say we take samples of 100 and we average them. We're going to get some normal distribution. And in theory, as we take those averages hundreds or thousands of times, our data set is going to more closely approximate that pure sampling distribution of the sample mean. This thing is a real distribution. It's a real distribution with a real mean.