Even when the sample size is fairly small,the sampling distribution can be assumed to be approximately normal even if the underlying process distribution is not normally distributed.

Question

Quizplus · Accepted Answer

This is due to the Central Limit Theorem, which states that as long as the sample size is large enough (typically greater than 30) and the samples are independent and identically distributed, the distribution of their mean will approach a normal distribution, regardless of the underlying process distribution.

Even When the Sample Size Is Fairly Small,the Sampling Distribution