The variation of a sampling distribution is tighter than the variation of the underlying process distribution.

Question

Quizplus · Accepted Answer

This statement is true. The sampling distribution is a distribution of sample means, which are averages taken from a larger population. Due to the central limit theorem, as the sample size increase, the sampling distribution becomes more normally distributed and the standard error (a measure of variation) of the sampling distribution becomes smaller. This means that the variation of the sampling distribution is tighter than the variation of the underlying process distribution.

The Variation of a Sampling Distribution Is Tighter Than the Variation