Answer to Question #168316 in Statistics and Probability for Shein

Question

What will happen to the mean of the sampling distribution of the sample means if the sample size increases?

Answer 1

As sample sizes increase, the sampling distributions approach a normal distribution, due to the Central Limit Theorem. With "infinite" numbers of random samples, the mean of the sampling distribution is equal to the population mean (µ). Hence, increasing sample size lead to more accurate approximation of population mean.