Lesson 7 of 12Article16 min
Sampling Distributions & the CLT
The sampling distribution of x̄ describes how the sample mean varies across repeated samples. The Central Limit Theorem says for large n, x̄ is approximately normal even if the population is not.
Why averages behave
The sampling distribution of x̄ describes how the sample mean varies across repeated samples. The Central Limit Theorem says for large n, x̄ is approximately normal even if the population is not.
Standard error shrinks like 1/√n — quadrupling sample size halves the SE.