In: Statistics and Probability
Define the sampling distribution of the mean
Sampling distribution of the mean :
Suppose simple random sample of size ' n ' is drawn from any population with mean and standard deviation then
according to Central Limit theorem for large n ( n > 30 ) the sampling distribution of sample mean ( ) is approximately normal with mean and standard deviation
Example : Let simple random sample of size 50 drawn form population with mean = 10 and standard deviation = 2.
Here n > 30 so according to central limit theorem distribution of sampling distribution of sample mean is normal with mean and standard deviation
Note that if sample is drawn from normal population then it not necessary that n > 30