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Mean, Standard Deviation, and the Shape of the Sampling Distribution of the Sampling Mean
The mean of the sample mean is μ, the population mean.
The standard deviation of the sample mean is σ ⁄ √n.
When sampling from a normal distribution, the sample mean is normal. When sampling from a non-normal distribution, if the sample size is at least 30 the distribution of the sample mean is approximately normal.
Mean, Standard Deviation, and the Shape of the Sampling Distribution of the Sampling Mean
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