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Yes. When we refer to the normal distribution, we are referring to a probability distribution. When we specify the equation of a continuous distribution, such as the normal distribution, we refer to the equation as a probability density function.
The statement is true that a sampling distribution is a probability distribution for a statistic.
No, it is the name given to the Gaussian distribution.
The exponential distribution and the Poisson distribution.
A sampling distribution refers to the distribution from which data relating to a population follows. Information about the sampling distribution plus other information about the population can be inferred by appropriate analysis of samples taken from a distribution.