If all possible samples of size n are drawn from a normal population,the probability distribution of the sample mean $\bar { X }$ is an normal distribution.

Question

Quizplus · Accepted Answer

This statement is known as the Central Limit Theorem and it states that if the sample size is sufficiently large (usually n ≥ 30), then the distribution of the sample mean will be approximately normal, regardless of the underlying population distribution.

If All Possible Samples of Size N Are Drawn from a Normal