Add new comment


The sampling distribution, i.e. the distribution of the means of the individual samples is NOT the normal distribution, as this blog states. The sampling distribution is the so-called Student t distribution, which, although similar in shape to the normal (Gaussian) (bell-shaped) has different parameters. In particular, normal distribution does not depend on the sample size while the Student t distribution does (sample size / degrees of freedom is a parameter of Student t). The spread of normal is characterized by variance (standard deviation squared) while the spread of Student t is characterized by the standard error squared.

Filtered HTML

  • Web page addresses and email addresses turn into links automatically.
  • Allowed HTML tags: <a href hreflang> <em> <strong> <cite> <code> <ul type> <ol start type> <li> <dl> <dt> <dd>
  • Lines and paragraphs break automatically.
  • Want facts and want them fast? Our Maths in a minute series explores key mathematical concepts in just a few words.