Sampling distribution of a mean

Math

Definition

The probability distribution of all possible sample means from samples of a fixed size drawn from a population. By the Central Limit Theorem, this distribution is approximately normal for large sample sizes, centered at the population mean with standard deviation σ/√n.

Examples

  • Taking many random samples of 30 students' test scores and plotting the average of each sample
  • Measuring the mean weight of 50 apples repeatedly from a large orchard to see how the average varies
Key Fact

Standard error = σ / √n

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