How does the mean of a sample behave when we take many samples from a population?
The sampling distribution of the sample mean is approximately normal, centred on the population mean, with a standard deviation that shrinks as the sample size grows.
What a sampling distribution is, the mean and standard error of the sample mean, and how the Central Limit Theorem makes the sample mean approximately normal.
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What this dot point is asking
A single sample gives one estimate of the population mean, but if you took another sample you would get a slightly different . The sampling distribution of the sample mean describes how these sample means vary from sample to sample.
Mean and standard error
The sampling distribution has a smaller spread than the population, because averaging cancels out extreme individual values.
The standard error shrinks as grows, but only with - to halve the spread you must take four times as many observations.
The Central Limit Theorem
This is what makes statistical inference possible: even with a skewed population, you can use normal-distribution methods on the sample mean.
Sums versus means
SACE questions phrase the same idea two ways: the sample mean and the sample sum . For the sum, the mean is and the standard deviation is , because both the means and the variances of independent observations add. For the mean, dividing the sum by gives mean and standard deviation . Notice the contrast: the spread of a sum grows with while the spread of a mean shrinks with . Reading whether the question is about a total or an average decides which result you use.
Why averaging reduces spread
It is worth understanding why the standard error shrinks. In any sample, some observations land above the population mean and some below; when you average them, the high and low values partly cancel. The larger the sample, the more complete this cancellation, so sample means cluster ever more tightly around . The rather than in the denominator reflects that this cancellation is partial - randomness does not vanish, it just averages down at the rate of the square root of the sample size, which is the law of diminishing returns behind every sample-size calculation.
Common errors
Why it matters
The sampling distribution is the conceptual core of Topic 6. The standard error and the Central Limit Theorem are exactly what allow you to build confidence intervals for a population mean in the next dot points, and they explain why larger samples give more precise estimates.
Exam-style practice questions
Practice questions written in the style of SACE Board exam questions on this dot point, with worked answer explainers. The year tag is the paper they imitate, not the source.
SACE 20232 marksCalculator-assumed. Daily milk production per cow has mean litres and standard deviation litres. Let be the total daily production of a random sample of 90 cows. Show that has mean litres and standard deviation litres (to four significant figures).Show worked answer →
For a sum of independent observations, the means add and the variances add (so the standard deviation is multiplied by ).
Mean of litres.
Standard deviation of litres.
Marks: one for the mean, one for the standard deviation using (not ). Only variances add directly, so the standard deviation scales with .
SACE 20222 marksCalculator-assumed. The number of shares of a meme has mean and standard deviation . Let be the sum of the shares of a random sample of 75 memes. Show that has mean shares and standard deviation shares.Show worked answer →
For the sum of independent variables, multiply the mean by and the standard deviation by .
Mean of shares.
Standard deviation of shares.
Marks: one for the mean, one for the standard deviation using . By the Central Limit Theorem is also approximately normal.
SACE 20213 marksCalculator-assumed. A population has mean and standard deviation . A random sample of size is taken. (a) State the mean and standard error of . (b) Find .Show worked answer →
(a) and . (1 mark)
(b) Standardise the sample mean using the standard error: . Then . (2 marks)
Marks reward using the standard error , not , when standardising a sample mean.
