Sampling distribution of the mean

• Central limit theorem:

When sample sizes

are large, sampling

distribution generated

by repeated random

sampling with

replacement is

invariably a normal

distribution regardless

of the shape of the

population

distribution

• Mean of sampling
  distribution =
  population mean = 


• Standard error of the
  sample mean =
  S.E. =
  X n



X

X X X

X X X

X X

X