Sample Mean Distribution

The sample mean distribution describes how the average (mean) of a sample varies across many different samples drawn from the same population. If you repeatedly take samples and calculate their averages, these averages form a distribution. This distribution tells us how consistent our sample means are and how close they are likely to be to the true population mean. It is typically centered around the true mean, with the spread (variability) decreasing as sample size increases. Understanding this helps in making inferences about the population based on sample data.