If all possible samples of size n are drawn from a population, the probability distribution of the sample mean $\bar { X }$ is referred to as the normal distribution.

Question

Quizplus · Accepted Answer

The distribution of the sample mean $\bar{X}$ approaches a normal distribution as the sample size n increases, according to the Central Limit Theorem, regardless of the population's distribution, but it is not automatically normal for all possible samples unless the population itself is normally distributed.

If All Possible Samples of Size N Are Drawn from a Population