ESS210B
Prof. Jin-Yi Yu
Central
Limit Theory
qIn the limit, as the sample size becomes large, the sum (or the mean)
of a set of independent measurements will have a normal distribution, irrespective of the distribution of
the raw data.
qIf there is a population which has a mean of mand a standard deviation of s, then the distribution of its
sampling means will have:
(1) a mean m x = m, and
(2) a standard deviation sx = s/(N)1/2 = standard error of the mean
