As the sample size grows, the distribution of the sampled means becomes normally distributed option (C) is correct.
With simple random sampling, each component of the population has an equal chance of being selected for the sample.
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We have:
Suppose a simple random sample of size n is obtained from a population whose distribution is skewed right.
As we know, the distribution of sample means will be normally distributed even if the individual samples do not, according to the Central Limit Theorem, if the mean values for increasing sample sizes are determined.
Thus, as the sample size grows, the distribution of the sampled means becomes normally distributed.
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