The distribution of the sample mean will approach a normal distribution as the sample size increases, according to the _________.

  • Central Limit Theorem
  • Law of Large Numbers
  • Probability Rule
  • Sampling Distribution
According to the Central Limit Theorem, the distribution of the sample mean will approach a normal distribution as the sample size increases. Regardless of the shape of the population, the distribution of sample means taken with large enough sample size can be approximated by a normal distribution.
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