using dice to demonstrate the sampling distribution

I've found that students tend to have a hard time understanding the sampling distribution. So I came up with this activity. I bought a bag of 100 dice at Amazon for about $10.

In-class activity:
- give students 2 or 3 dice
- have students record the mean of 10 rolls (each roll is an event or a sample)
- have students enter their means in a spreadsheet (I used Google Forms)
- thus, if there are 20 students in a class, there will effectively be 200 "events" or samples
- use SPSS or some other program to show the collective data of the entire class

Then visit this applet or this applet for more simulations.