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

Question

Quizplus · Accepted Answer

The standard deviation of the sampling distribution 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