Which of the following statements about the sampling distribution of the sample mean is incorrect? A. The standard deviation of the sampling distribution of the sample mean is equal to σ. B. The sampling distribution of the sample mean is generated by repeatedly taking samples of size n and computing the sample means. C. The mean of the sampling distribution of the sample mean is equal to μ. D. The sampling distribution of the sample mean is approximately normal whenever the sample size is sufficiently large (n ≥ 30).
Added by Carolyn S.
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This statement is incorrect because the standard deviation of the sampling distribution of the sample mean is actually equal to σ divided by the square root of n. Show more…
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