In single-particle tracking experiments, the diffusion coefficient D may be measured from the trajectory of an individual particle in the cell membrane. The statistical distribution of single-trajectory diffusion coefficients is examined by Monte Carlo calculations. The width of this distribution may be useful as a measure of the heterogeneity of the membrane and as a test of models of hindered diffusion in the membrane. For some models, the distribution of the short-range diffusion coefficient is much narrower than the observed distribution for proteins diffusing in cell membranes. To aid in the analysis of single-particle tracking measurements, the distribution of D is examined for various definitions of D and for various trajectory lengths.