Sampling distribution of the sample mean 2  Probability and Statistics  Khan Academy  Summary and Q&A
TL;DR
The video explores how the sampling distribution of the sample mean changes as the sample size increases, and also discusses the importance of sample size in achieving a normal distribution.
Key Insights
 đ The shape of the sampling distribution of the sample mean becomes more normal as the sample size increases.
 â The central limit theorem states that even if the original population distribution is not normal, the sampling distribution of the sample mean will approach a normal distribution as the sample size increases.
 đŠī¸ Increasing the sample size reduces the variability of the sample means and results in a smaller standard deviation for the sampling distribution.
Transcript
We hopefully now have a respectable working knowledge of the sampling distribution of the sample mean. And what I want to do in this video is explore a little bit more on how that distribution changes as we change our sample size n. I'll write n down right here. Our sample size n. So just as a bit of review, we saw before we can just start off with... Read More
Questions & Answers
Q: What is the sampling distribution of the sample mean?
The sampling distribution of the sample mean refers to the distribution of all possible sample means that can be obtained from a population. It represents the variability of sample means that could be obtained by repeatedly sampling from the population.
Q: How does the shape of the sampling distribution change as sample size increases?
As the sample size increases, the shape of the sampling distribution tends to become more normal. This is known as the central limit theorem, which states that when the sample size is large enough, even if the original population distribution is not normal, the sampling distribution of the sample mean will approximate a normal distribution.
Q: Why does the standard deviation of the sampling distribution decrease as sample size increases?
The standard deviation of the sampling distribution decreases as the sample size increases because larger sample sizes provide more information about the population. With more data points, the sample means tend to cluster around the true population mean, resulting in less variability and a smaller standard deviation.
Q: Why is sample size important in achieving a normal distribution?
Sample size is important in achieving a normal distribution because the central limit theorem relies on larger sample sizes for its approximation to hold. As the sample size increases, the individual observations have less impact on the overall sample mean, leading to a more normal distribution.
Summary & Key Takeaways

The video discusses the concept of the sampling distribution of the sample mean and how it changes as the sample size increases.

Taking smaller sample sizes does not result in a normal distribution, but as the sample size increases, the distribution becomes more normal.

The standard deviation of the sampling distribution decreases as the sample size increases.