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Statistics and Probability

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Central Limit Theorem Definition

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What does the Central Limit Theorem tell us?

A

If random samples are drawn from a normal distribution, then the sampling distribution of the sample mean will have a mean of zero and a standard deviation of one.

B

No matter what the shape of the population, as n increases, the sampling distribution of the mean approaches a normal distribution.

C

No matter what the shape of the population, as n increases the standard error decreases.

D

No matter what the shape of the population, as n increases the standard error increases.