STATS 2B03 Chapter Notes - Chapter 5: Central Limit Theorem, Sampling Distribution, Sample Size Determination

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, variance of sampling distribution is not equal to the population variance; however, the variance of the sampling distribution is equal to the population variance divided by the size of the sample used to obtain the sampling distribution. Sampling distribution of xavg sampling from normally distributed populations: The mean of the distribution of xavg will be equal to the mean of the population from which the samples were drawn. The variance, of the distribution of xavg will be equal to the variance of the population divided by the sample size. Distribution of approaches a normal distribution with mean 0 and variance 1 as. In the case of a sample mean, we are assured of at least an approximately normally distributed sampling distribution under three conditions: When sampling is from a normally distributed population. When sampling is from a nonnormally distributed population and our sample is large.

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