central limit theorem 中心极限定理

The mean of the sampling distribution, or  the mean of the means, is equal to the population mean mu . 2. the standard deviation in the sampling distribution of the mean is sigma/根号n , which is called the standard error of the mean; 3.if the distribution of the population is normal, then the sampling distribution of the mean is also normal. More importantly, for sufficiently large sample size, the sampling distribution of the mean is approximately normally distributed, regardless of the shape of the original population distribution.