Sampling distribution of the mean
- 95% sample means of the sampling distribution
can be found within the limit of 1.96 - Can be rewritten as
Pr( 1.96 <= <= + 1.96 ) = 0.95
n
n
n
X
X
95% confidence interval
X
X X X
X X X
X X
X
-1.96 ^
n
+1.96
n
Standard error
of the sample
mean S.E. X