Moderate

For a population with any distribution, the form of the sampling distribution of the sample mean is_____________?

Correct answer: D. Always normal for large sample sizes

  • A. Sometimes normal for all sample sizes
  • B. Sometimes normal for large sample sizes
  • C. Always normal for all sample sizes
  • D. Always normal for large sample sizes

Explanation

By the central limit theorem, the sampling distribution of the sample mean becomes approximately normal for large samples, regardless of the population's distribution. Option d is the intended answer, with “normal” understood as approximately normal.

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