Final answer:
The standard error of a sampling distribution is typically higher than the standard error of a single data set.
Step-by-step explanation:
The statement is the valid one. The standard error of a sampling distribution, which measures the how much a statistic varies from one sample to another, is typically larger than the standard error of a single data set.
This is because that the larger samples model the population more closely and provide a better representation of the population's parameters.
When samples may contain the different individuals, the data can vary, resulting in a higher standard error for the sampling distribution.