In: Statistics and Probability
Suppose you take samples from variable X (which is uniformly distributed). How will the distribution of sample means look? Explain
Answer:
We know that the distribution of sample gets closer to normal distribution as sample size increases irrespetive of underlying population.
As given question talks about samples from variable X which is uniformly distributed lets say large samples, the sample means will be approximately normally distributed due to CLT.
Also, it is known that the sample mean of a sample of size 2 from uniform distribution gives a triangular distribution. Sampling from larger sizes only makes the appearence of distribution more bell shaped.
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