rvs=Table[Random[UniformDistribution[{0,1}]],{10000}];

Length[rvs]

<<Histograms`

Histogram[rvs]

Mean[rvs]

n=30;
k=1000;
dist=ExponentialDistribution[1];
rvs=Table[Random[dist],{k},{n}] ;
mns=Map[Mean,rvs];
Histogram[mns]

Manipulate[
n=nnn;
k=1000;
dist=UniformDistribution[{0,1}];
rvs=Table[Random[dist],{k},{n}] ;
mns=Map[Mean,rvs];
Histogram[mns]
,{nnn,1,30,1}]

Manipulate[
Plot[ b Sin[ a x],{x,0,2π},PlotRange->{-5,5}]
,
{{a,1},0,20},
{{b,1},0,3}]