H2 Maths 6.4 - Sample Mean Distribution and CLT

What you will learn

• Population has mean mu and variance sigma^2; sample mean x-bar and unbiased sample variance s^2 use divisor n - 1.
• Sample mean X-bar is a random variable: E(X-bar) = mu and Var(X-bar) = sigma^2 / n; standard error = sigma / sqrt(n).
• CLT: X-bar is approximately N(mu, sigma^2 / n) once n is large (typically n >= 30) even when X itself is not normal.