Which of the following statements are true?
I. The sampling distribution of ¯xx¯ has standard deviation σ√nσn
even if the population is not normally distributed.
II. The sampling distribution of ¯xx¯ is normal if the population
has a normal distribution.
III. When nn is large, the sampling distribution of ¯xx¯ is
approximately normal even if the the population is not normally
distributed.
Given that:
From The central limiting theorem
We know that the standard deviation of the distribution of the distribution of is given by \ n
So statement I is correct
If the population has normal distribution then is also normally distributed.
So statement II is also correct.
From central limiting theorem if population doesn't have normal distribution and the sample size is large enough then distribution of is normal
Hence statement III is also correct.
Therefore all the three statements are correct.
Fourth Option
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