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For large random samples, the sampling distribution of is approximately normal, regardless of the shape of the population distribution.
The sampling distribution looks more like the population distribution as the sam- ple size increases.
e.g.
The population of adult males has a mean salary of $29,500 with a standard deviation of $2500. If a sample of 100 men is taken, what is the probability their mean salaries will be less than $29,000?
samplinf distribution of sample means(y-bar):
mean=29500
standard deviation=2500/sqrt(100)=250
z=(29000-29500)/250
z=-2
P(z<-2)=0.0228
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