What does the Central Limit Theorem say about the sampling distribution of the sample mean?

Answer and explanation

Correct answer: A. It is approximately normal for a large sample size

  1. Step 1: For large n the distribution of the sample mean becomes approximately normal. Step 2. This holds whatever the shape of the population. Answer: approximately normal for large samples. Why not the others: The Central Limit Theorem establishes that the sampling distribution of the sample mean approaches a normal distribution as sample size n grows large, regardless of population shape.

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