I'm reading a chapter on sampling distributions of a statistic and I don't seem to have an understanding of the notations used.
From probability theory, a random variable is usually denoted by a capital letter, say $X$. All values that $X$ can take are denoted by small letters. In this case, $x_1, x_2, ...$. It is easy to understand what terms like expected value and variance means because $X$ is a set of numerical values.
Now, we come to the idea of a sampling distribution. Here is an excerpt from the book I'm using:
When a simple random sample of numerical values is drawn from a population, each item in the sample can be thought of as a random variable. A random sample of size $n$ consists of the random variables $X_1, X_2, ...,X_n$ that may be treated and independent random variables, all with the same distribution.
Here are the things that I don't understand:
*If the sample is of size $n$, it means that every random variable, $X_i$, represents just a single value. So, what does it mean that $X_j$ has the same distribution when all it represents is a single value ?
This is first example which was given: The temperature of a random sample of five days are : 10, 20, 30, 40, 50. Calculate the value of the statistic: $\bar{X}$. Here's what they did: $$\bar{x}=\frac{\sum{x}}{n}=\frac{10+20+30+40+50}{5}$$
As you can see, they made of of lower case letters here, which made me even more confused. They even gave an explanation for it : "We use $\bar{x}$ for the mean value and $\bar{X}$ for the mean of the statistic." I don't even know if that is supposed to explain why they switched to a lower case.
Anyway, I hope I have been able to clearly describe my problem and I hope someone can help in providing a clarification.