Which of the following statements about the sampling distribution of the sample mean is incorrect?
A) The standard deviation of the sampling distribution is σ.
B) The sampling distribution is approximately normal whenever the sample size is sufficiently large (n ≥ 30).
C) The sampling distribution is generated by repeatedly taking samples of size n and computing the sample means.
D) The mean of the sampling distribution is μ.

Question

Quizplus · Accepted Answer

The standard deviation of the sampling distribution of the sample mean is not σ; it is σ/√n, where σ is the population standard deviation and n is the sample size.

Which of the Following Statements About the Sampling Distribution of the Sample