The original population is normally distributed so that the sample means will be normally distributed for any sample size.
The Central Limit Theorem establishes that a normal variable X, with mean [tex]\mu[/tex] and standard deviation [tex]\sigma[/tex] , has a sampling distribution of the sample means with size n that can be approximated to a normal distribution with mean and standard deviation.
[tex]s= \dfrac{\sigma}{\sqrt{n} }[/tex]
The Central Limit Theorem is also valid for skewed variables if the sample size is greater than 30.
The underlying distribution is normal, thus, the sampling distribution of sample means is also normal.
So, The original population is normally distributed so that the sample means will be normally distributed for any sample size.
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