The Distribution of the Sample Mean

Summary

if a random sample of size n is taken from any distribution with a mean of μ and a standard deviation of σ then the distribution of the sample means will have a :

mean of μ

standard deviation of 

the standard deviation of the sample means is also known as the standard error of the means.

if the sample size n is large, say greater than 30, then the distribution of the sample means will be approximately normal.

 

Key Skills

 

  • finding the mean, variance and standard deviation (standard error) of the distribution of sample means
  • solve problems involving sample size

Vocabulary

samplepopulationstandard deviation, probability distributionspreadsheet, standard error, histogram, sample means, normal distribution