## Chapter 4 Distributions of random variables

¶In this chapter, we discuss statistical distributions that frequently arise in the context of data analysis or statistical inference. We start with the normal distribution in the first section, and we find that it is useful for approximating many of the other distributions introduced in the sections that follow.

We also introduce the fundamental concept of a sampling distribution. The sampling distribution of a sample proportion and of a sample mean underlie the inference procedures encountered in next chapters.