Population
μ = σ =
One sample
Sampling distribution of x̄
Your sample means
Normal curve with mean μ and standard deviation σ/√n
Latest x̄
Population mean μ
Just added
Zoomed in: this x-axis is stretched, so it no longer lines up with the charts above.
The Central Limit Theorem: Let x̄ be the mean of a large
(n > 30) simple random sample from a population with mean μ and standard
deviation σ. Then the sampling distribution of x̄ is approximately normal, with
mean μx̄ = μ and standard deviation σx̄ = σ/√n.
The size of the sample needed to obtain approximate normality depends mostly on the skewness of the population.
A sample of size n > 30 is large enough for most populations encountered in practice, and smaller sample sizes
are adequate for distributions that are nearly symmetric. A single sample still looks like the population; it is the
distribution of the sample means that is approximately normal.