To recap, as long as the sampling size is large enough, the distribution of the means will be essentially normal. This discovery is most likely the most important result offered in beginning statistics courses. It is known technically as the Theorem of Central Limits.
When we use sample means to establish inferences about a population mean, we will repeatedly rely on the Central Limit Theorem. We now know that we can do it even if the population distribution is not regular.
How large a sample size do we need to assume that group means will be normally distributed? As we showed in the simulation, it all depends on the population demographics. The general rule
Generally, samples of size 30 or higher will have a fairly normal distribution, regardless of the shape of the variable's distribution in the population.
To learn more about the sampling distribution of the sample mean, use the link below.
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