The relationship between the variability of a stable parent distribution and that of the distribution of the sample means is known as the central limit theorem.

Question

Quizplus · Accepted Answer

The central limit theorem states that the distribution of the sample means approaches a normal distribution as the sample size increases, regardless of the shape of the parent distribution. It also states that the mean of the sample means equals the mean of the parent population, and the standard deviation of the sample means is equal to the standard deviation of the parent distribution divided by the square root of the sample size. Therefore, the central limit theorem is related to the variability of the parent distribution and the distribution of the sample means.

The Relationship Between the Variability of a Stable Parent Distribution