If the population does not follow the normal probability distribution, the Central Limit Theorem tells us that the sample means will be normally distributed with sufficiently large sample size. In most cases, sample sizes of 5 or more will result in sample means being normally distributed, regardless of the shape of the population distribution.

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Quizplus · Accepted Answer

The Central Limit Theorem indeed states that the distribution of sample means will approximate a normal distribution as the sample size becomes large enough, typically considered to be 30 or more, not 5.

If the Population Does Not Follow the Normal Probability Distribution