What happens to the mean and standard deviation of the distribution of sample means as the size of the sample decreases?
A)The mean of the sample means stays constant and the standard error increases.
B)The mean of the sample means stays constant and the standard error decreases.
C)The mean of the sample means decreases and the standard error increases.
D)The mean of the sample means increases and the standard error stays constant.

Question

Quizplus · Accepted Answer

The mean of the distribution of sample means remains constant regardless of sample size, according to the Central Limit Theorem. However, the standard error (or the standard deviation of the distribution of sample means) increases as the sample size decreases, reflecting greater variability in the sample means.

What Happens to the Mean and Standard Deviation of the Distribution