When a great many simple random samples are drawn from a population that is normally distributed,the same means will also be normally distributed only when the sample size is greater than 30.

Question

Quizplus · Accepted Answer

According to the Central Limit Theorem, the sampling distribution of the sample means will be approximately normally distributed regardless of the population distribution, as long as the sample size is sufficiently large (usually n ≥ 30 is considered sufficient, but normality is approached even with smaller sizes). This holds true even if the population is not normally distributed.

When a Great Many Simple Random Samples Are Drawn from a Population