Determination of P values and 95% confidence intervals require the condition that the statistics portraying revelations of data are statistics of random samples. They are derived from sampling distributions of statistics of random samples. This chapter uses simple examples to demonstrate what constitutes a random sample and what constitutes sampling distributions of statistics of random samples. Section 10.1 uses a simple example to exemplify random samples and universes. Examples of three fundamentally important sampling distributions are reviewed in Sects. 10.2, 10.3, and 10.4. The standard error of the mean of a random sample is sometimes cited in descriptions of data revelations. Its use is examined in Sect. 10.5.