The following simulation enables you to create and explore 'real' simulated data. This demonstration may take a few moments to load: the length of time depends partially on the amount of memory available in your computer.

When the demo has completely loaded, you can choose the population distribution (try the normal distribution to begin with), set the sample size, and click on 'Show Obtained Means'. To initiate the simulation, click on 'Draw a Sample'. Do this several times and see how the distribution takes shape.

After this experimentation, click on 'Show Sampling Distribution of the Mean'.