Which of the following is true about the sampling distribution of the sample mean?

1. The mean of the sampling distribution is always u.


2. The standard deviation of the sampling distribution is always s.


3. The shape of the sampling distribution is always approximately normal.


3. All of the above is true.





My answer is # 2, is this right, thanks for checking my answer.Which of the following is true about the sampling distribution of the sample mean?
Nope -- #1 -- the mean of the sampling distribution is the same as the population mean.





2) No -- its s/sqrt(n) [assuming s is standard deviation -- n is sample size]





3) It's normal when the underlying population is normal, and is normal for ';large'; samples, regardless of the distribution of the population.