In Note 6.5 "Example 1" in Section 6.1 "The Mean and Standard Deviation of the Sample Mean" we constructed the probability distribution of the sample mean for samples of size two drawn from the population of four rowers. The probability distribution is:
x-152154156158160162164P(x-)116216316416316216116
Figure 6.1 "Distribution of a Population and a Sample Mean" shows a side-by-side comparison of a histogram for the original population and a histogram for this distribution. Whereas the distribution of the population is uniform, the sampling distribution of the mean has a shape approaching the shape of the familiar bell curve. This phenomenon of the sampling distribution of the mean taking on a bell shape even though the population distribution is not bell-shaped happens in general. Here is a somewhat more realistic example.Suppose we take samples of size 1, 5, 10, or 20 from a population that consists entirely of the numbers 0 and 1, half the population 0, half 1, so that the population mean is 0.5. The sampling distributions are:
n = 1:
x−−P(x−−)00.510.5
n = 5:
x−−P(x−−)00.030.20.160.40.310.60.310.80.1610.03
n = 10:
x−−P(x−−)00.000.10.010.20.040.30.120.40.210.50.250.60.210.70.120.80.040.90.0110.00
n = 20:
x−−P(x−−)00.000.050.000.100.000.150.000.200.000.250.010.300.040.350.070.400.120.450.160.500.18
x−−P(x−−)0.550.160.600.120.650.070.700.040.750.010.800.000.850.000.900.000.950.0010.00
Histograms illustrating these distributions are shown in Figure 6.2 "Distributions of the Sample
