Distribution of the sample mean

All summaries of sample data, graphical and numerical, vary from sample to sample. The mean of a random sample of n values is therefore itself random.

Sample means have distributions that are less variable than the population distribution. (Sample means 'average out' the extremes in a sample, so sample means tend to be closer to the centre of the population distribution.)

Simulation

A simulation will illustrate the distribution of sample means from a normal population.