This article describes an interactive activity illustrating sampling distributions for means, properties of confidence intervals, properties of hypothesis testing, confidence intervals for means, and hypothesis tests for means. Students generate and analyze data and through simulation explore these concepts. The activity is completed in three parts. The three parts of the activity can be used in sequence or they can be used individually as "stand alone" activities. This allows the educator flexibility in utilizing the activity. Part I illustrates the sampling distribution of the sample mean. Part II illustrates confidence intervals for the population mean. Part III illustrates hypothesis tests for the population mean. This activity is appropriate for use in an introductory college or high school AP statistics course. Key words: sampling distribution of a sample mean, confidence interval for a mean, hypothesis test on a mean, simulation, random rectangles
