Sampling Distribution of x̄ (Detailed) For a random sample of size n {n} n from a population with mean μ {\mu} μ and standard deviation σ {\sigma} σ :
Shape:
If population is normal : X ˉ ∼ N ( μ , σ / n ) {\bar{X} \sim N(\mu, \sigma/\sqrt{n})} X ˉ ∼ N ( μ , σ / n ) exactly (any n {n} n ) If population is not normal : X ˉ ≈ N ( μ , σ / n ) {\bar{X} \approx N(\mu, \sigma/\sqrt{n})} X ˉ ≈ N ( μ , σ / n ) approximately when n ≥ 30 {n \geq 30} n ≥ 30 (CLT) Center:
μ X ˉ = μ ( unbiased ) \mu_{\bar{X}} = \mu \quad (\text{unbiased}) μ X ˉ = μ ( unbiased ) Standard Error:
σ X ˉ = σ n \sigma_{\bar{X}} = \frac{\sigma}{\sqrt{n}} σ X ˉ = n σ Conditions to check:
Independence / 10% condition: n < 0.10 N {n < 0.10N} n < 0.10 N (when sampling without replacement) Normality: Population is normal OR n ≥ 30 {n \geq 30} n ≥ 30 (for CLT) Summary: X ˉ ∼ N ( μ , σ n ) {\bar{X} \sim N\!\left(\mu,\ \frac{\sigma}{\sqrt{n}}\right)} X ˉ ∼ N ( μ , n σ ) when conditions are met.