If two independent large samples are taken from two populations, the sampling distribution of the difference between the two sample means
A) can be approximated by any distribution.
B) will have a variance of one.
C) can be approximated by a normal distribution.
D) will have a mean of one.

Question

Quizplus · Accepted Answer

The Central Limit Theorem states that the sampling distribution of the difference between two sample means will approach a normal distribution as the sample size increases, regardless of the distribution of the populations. Therefore, C is the best choice. A, B, and D are incorrect because the sampling distribution cannot be approximated by any distribution, will not necessarily have a variance of one, and will not necessarily have a mean of one.

If Two Independent Large Samples Are Taken from Two Populations