i) The standard error of the mean is the standard deviation of the sampling distribution of the sample means.
ii) The standard deviation of the sampling distribution of the mean is always smaller than the standard deviation of the population under study.
iii) For a sampling distribution of the means, 95% of the means would be between ±1.96 standard deviations.
A) (i) and (iii) are correct statements but not (ii).
B) (i) and (ii) are correct statements but not (iii).
C) (i), (ii), and (iii) are all false statements.
D) (ii) and (iii) are correct statements but not (i).
E) (i), (ii), and (iii) are all correct statements.