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