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The statement is true that a sampling distribution is a probability distribution for a statistic.
Non probability sampling and probability sampling are different because probability sampling uses random samples. Non probability sampling aren't random, but can still be representative of the population as a whole if done correctly.
normal distribution
normal distribution
The only way to get rid of sampling error is to use the entire population under study. This is usually impossible, so the next best thing is to use large samples and good sampling methods.