If X1, X2, ..., Xn is a random sample from a normally distributed population with mean μ and variance σ2, then the sampling distribution of the sample mean X̅ is:

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Mathematics · Sampling Distributions

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Normal with mean μ and variance σ2/n

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Answer 1

Normal with mean μ and variance σ2

Answer 2

Normal with mean μ and variance σ2/n2

Answer 3

Normal with mean μ and variance σ2/n

Answer 4

Non-normal with mean μ and variance σ2/n

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