Which of the following is NOT a conclusion of the Central Limit Theorem? Choose the correct answer below.
A. The mean of all sample means is the population mean mu.
B. The standard deviation of all sample means is the population standard deviation divided by the square root of the sample size.
C. The distribution of the sample data will approach a normal distribution as the sample size increases.
D. The distribution of the sample means x overbar will, as the sample size increases, approach a normal distribution.
Answer :
C. The distribution of the sample data will approach a normal distribution as the sample size increases.