Successive sampling from a population. Increasing sample size. Population distribution. Successive sampling is such kind of sampling scheme which consists of selecting sample units on different occasions such that some units are common with samples selected on previous occasions.. As sample sizes increase, the sampling distributions approach a normal distribution. With "infinite" numbers of successive random samples, the mean of the sampling distribution is equal to the population mean (µ)... The central limit theorem states that if you take sufficiently large samples from a population, the samples' means will be normally distributed, even if the population isn't normally distributed.