Statistics > Mean, Standard Deviation, and the Shape of the Sampling Distribution of the Sampling Mean
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QuickNotes™  

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.