If we are sampling from a normal distribution to conduct a hypothesis test, then our sampling distribution will only be normally distributed if our sample size is 30 or more.

Question

Quizplus · Accepted Answer

According to the Central Limit Theorem, the sampling distribution of the sample mean will be approximately normal regardless of the shape of the population distribution, as the sample size becomes large. However, a sample size of 30 is a general guideline for when the sampling distribution becomes sufficiently normal for practical purposes, not a strict threshold.

If We Are Sampling from a Normal Distribution to Conduct