Suppose that you are given a new sample statistic to serve as an estimator of some population

Question:

Suppose that you are given a new sample statistic to serve as an estimator of some population parameter. You are unable to assume any theoretical results such as the central limit theorem. Discuss how you would empirically determine the sampling distribution of the new statistic.

Distribution
The word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...