The sample means for a population that follows the normal distribution will also be normally distributed, regardless of the size of the samples.

Question

Quizplus · Accepted Answer

According to the Central Limit Theorem, the distribution of sample means approximates a normal distribution as the sample size becomes large, but even for smaller sizes, if the population itself is normally distributed, the sample means will also follow a normal distribution.

The Sample Means for a Population That Follows the Normal