The normal distribution is a theory, which works in practice (with a large enough sample). E.g if you were to plot the height of everyone in the country, you should end up with a normal distribution. Hence it is not usually considered hypothetical, in the same way that, say, imaginary numbers are hypothetical.
If the population distribution is roughly normal, the sampling distribution should also show a roughly normal distribution regardless of whether it is a large or small sample size. If a population distribution shows skew (in this case skewed right), the Central Limit Theorem states that if the sample size is large enough, the sampling distribution should show little skew and should be roughly normal. However, if the sampling distribution is too small, the sampling distribution will likely also show skew and will not be normal. Although it is difficult to say for sure "how big must a sample size be to eliminate any population skew", the 15/40 rule gives a good idea of whether a sample size is big enough. If the population is skewed and you have fewer that 15 samples, you will likely also have a skewed sampling distribution. If the population is skewed and you have more that 40 samples, your sampling distribution will likely be roughly normal.
The central limit theorem basically states that as the sample size gets large enough, the sampling distribution becomes more normal regardless of the population distribution.
The t-distribution and the normal distribution are not exactly the same. The t-distribution is approximately normal, but since the sample size is so small, it is not exact. But n increases (sample size), degrees of freedom also increase (remember, df = n - 1) and the distribution of t becomes closer and closer to a normal distribution. Check out this picture for a visual explanation: http://www.uwsp.edu/PSYCH/stat/10/Image87.gif
The normal distribution is very important in statistical analysis. A considerable amount of data follows a normal distribution: the weight and length of items mass-produced usually follow a normal distribution ; and if average demand for a product is high, then demand usually follows a normal distribution. It is possible to show that when the sample is large, the sample mean follows a normal distribution. This result is important in the construction of confidence intervals and in significance testing. In quality control procedures for a mean chart, the construction of the warning and action lines is based on the normal distribution.
The distribution of sample means will not be normal if the number of samples does not reach 30.
The distribution of the sample mean is bell-shaped or is a normal distribution.
Yes. You could have a biased sample. Its distribution would not necessarily match the distribution of the parent population.
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.
The normal distribution is a theory, which works in practice (with a large enough sample). E.g if you were to plot the height of everyone in the country, you should end up with a normal distribution. Hence it is not usually considered hypothetical, in the same way that, say, imaginary numbers are hypothetical.
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.
It approaches a normal distribution.
The F distribution is used to test whether two population variances are the same. The sampled populations must follow the normal distribution. Therefore, as the sample size increases, the F distribution approaches the normal distribution.
If the population distribution is roughly normal, the sampling distribution should also show a roughly normal distribution regardless of whether it is a large or small sample size. If a population distribution shows skew (in this case skewed right), the Central Limit Theorem states that if the sample size is large enough, the sampling distribution should show little skew and should be roughly normal. However, if the sampling distribution is too small, the sampling distribution will likely also show skew and will not be normal. Although it is difficult to say for sure "how big must a sample size be to eliminate any population skew", the 15/40 rule gives a good idea of whether a sample size is big enough. If the population is skewed and you have fewer that 15 samples, you will likely also have a skewed sampling distribution. If the population is skewed and you have more that 40 samples, your sampling distribution will likely be roughly normal.
No, many sample statistics do not have a normal distribution. In most cases order statistics, such as the minimum or the maximum, are not normally distributed, even when the underlying data themselves have a common normal distribution. The geometric mean (for positive-valued data) almost never has a normal distribution. Practically important statistics, including the chi-square statistic, the F-statistic, and the R-squared statistic of regression, do not have normal distributions. Typically, the normal distribution arises as a good approximation when the sample statistic acts like the independent sum of variables none of whose variances dominates the total variance: this is a loose statement of the Central Limit Theorem. A sample sum and mean, when the elements of the sample are independently obtained, will therefore often be approximately normally distributed provided the sample is large enough.
The central limit theorem basically states that as the sample size gets large enough, the sampling distribution becomes more normal regardless of the population distribution.
The central limit theorem basically states that for any distribution, the distribution of the sample means approaches a normal distribution as the sample size gets larger and larger. This allows us to use the normal distribution as an approximation to binomial, as long as the number of trials times the probability of success is greater than or equal to 5 and if you use the normal distribution as an approximation, you apply the continuity correction factor.