Question

The sampling distribution of the sample means a. is used as a point estimator of the population mean μ. b. is an unbiased estimator. c. shows the distribution of all possible values of μ. d. is the probability distribution showing all possible values of the sample mean.

Answer 1

d. is the probability distribution showing all possible values of the sample mean.

Explanation:

The sampling distribution of the sample means is normal for large sample sizes and samples randomly drawn irrespective of the original distribution of the random variable.

In other words, the probability distribution showing all possible values of the sample mean is the sampling distribution of sample mean. Here sample mean is treated as a random variable and its distribution is discussed.

Hence correct option is

d. is the probability distribution showing all possible values of the sample mean.