When all possible simple random samples of size n are drawn from a population that is normally distributed, the sampling distribution of the sample means will be normal regardless of sample size n.

Question

When all possible simple random samples of size n are drawn from a population that is normally distributed, the sampling distribution of the sample means  will be normal regardless of sample size n.

Quizplus · Accepted Answer

This statement is true and is known as the Central Limit Theorem. It states that regardless of the population distribution, if the sample size is large enough, the sampling distribution of the sample means will be approximately normally distributed.

When All Possible Simple Random Samples of Size N Are