For results based on a small random sample from a bell-shaped distribution, the distribution of the sample mean is
A) not a bell-shaped distribution.
B) approximately a normal distribution.
C) approximately a standard normal (z-score) distribution.
D) a uniform distribution.

Question

Quizplus · Accepted Answer

The Central Limit Theorem states that the distribution of the sample mean will approach a normal distribution as the sample size increases, even if the population distribution is not normal. This holds true for distributions that are roughly bell-shaped, making choice B correct.

For Results Based on a Small Random Sample from a Bell-Shaped