The distribution of the sample means will, as the sample size increases, follow the normal distribution. This is true for any given distribution (e.g. does not need to be a normal distribution). This concept is from the central limit theorem. It is one of the most important concepts in statistics, along with the law of large numbers. An applet to help you understand this concept is located at: http:/www.stat.sc.edu/~west/javahtml/CLT.html
The distribution of sample means will not be normal if the number of samples does not reach 30.
If the samples are drawn frm a normal population, when the population standard deviation is unknown and estimated by the sample standard deviation, the sampling distribution of the sample means follow a t-distribution.
the means does not change
No, it is not.
Not necessarily. It needs to be a random sample from independent identically distributed variables. Although that requirement can be relaxed, the result will be that the sample means will diverge from the Normal distribution.
A set of probabilities over the sampling distribution of the mean.
It need not be if: the number of samples is small; the elements within each sample, and the samples themselves are not selected independently.
The Central Limit Theorem states that the sampling distribution of the sample means approaches a normal distribution as the sample size gets larger — no matter what the shape of the population distribution. This fact holds especially true for sample sizes over 30.
According to the Central Limit Theorem if the sample size is large enough then the means will tend towards a normal distribution regardless of the distribution of the actual sample.
Don't know what "this" is, but all symmetric distributions are not normal. There are many distributions, discrete and continuous that are not normal. The uniform or binomial distributions are examples of discrete symmetric distibutions that are not normal. The uniform and the beta distribution with equal parameters are examples of a continuous distribution that is not normal. The uniform distribution can be discrete or continuous.
The sample mean is distributed with the same mean as the popualtion mean. If the popolation variance is s2 then the sample mean has a variance is s2/n. As n increases, the distribution of the sample mean gets closer to a Gaussian - ie Normal - distribution. This is the basis of the Central Limit Theorem which is important for hypothesis testing.
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