For large number of measurements the mean is calculated by taking a sample. Each sample that is taken has a mean. The mean of various sample difference from sample and are known to flow a definite distribution known as distribution of means,

If the parent measurements from which a sample is drawn is distributed normally with mean µ and standard deviation σ, then the mean of sample also  distributed normally with meanµ and the standard deviation =           standard deviation of mean 

 

 

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