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Sampling Distribution of the Mean • Central Limit Theorem – the means of an infinite number of samples drawn from the same population will approximate a normal distribution • The mean of this distribution, called the sampling distribution of the mean, is equal to the mean of the population Standard Error of The Mean • The standard deviation of the sampling distribution of the mean is called the standard error (σM) – 𝜎𝑀 = 𝜎 𝑛 • The standard error of the mean is in standard deviation units • It is also heavily dependent upon sample size – Larger sample sizes result in a smaller standard error Standard Error of the Mean
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