Suppose you want to find the average height of children at the age of 10 from each continent. You take random samples of 100 children from each continent, and you compute the mean for each sample group.
For example, in South America, you randomly select data about the heights of 10-year-old children, and you calculate the mean for 100 of the children. You also randomly select data from North America and calculate the mean height for one hundred 10-year-old children.
As you continue to find the average heights for each sample group of children from each continent, you can calculate the mean of the sampling distribution by finding the mean of all the average heights of each sample group. Not only can it be computed for the mean, but it can also be calculated for other statistics such as standard deviation and variance.