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Asked Feb 21, 2020

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**Points on sampling distribution of the sample mean:**

- If the true population distribution of a random variable, say,
*x*, is normal with parameters, mean*μ*and standard deviation*σ*, then, whatever be the size (*n*) of the sample taken from the population, the distribution of the sample mean is also normal, with parameters, mean*μ*and standard deviation*σ/√n*. - Even if the true population distribution of a random variable, say,
*x*, is not normal and has population mean*μ*, standard deviation*σ*, then, for a large size (*n*≥ 30) of a sample taken from the population, ...

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