Suppose X has a distribution that is not normal.The Central Limit Theorem is important in this case because:
A) it says the sampling distribution ofis approximately normal for any sample size.
B) it says the sampling distribution ofis approximately normal if n is large enough.
C) it says the sampling distribution ofis exactly normal,for any sample size.
D) None of these choices.

Question

Quizplus · Accepted Answer

The Central Limit Theorem states that for any population with a finite mean and variance, the sampling distribution of the sample means will be approximately normal if the sample size is sufficiently large (usually n>=30). Therefore, choice B is the correct answer.

Suppose X Has a Distribution That Is Not Normal