The sampling distribution of the mean (SDM), for random samples of size n selected from a population with mean μ and (finite) standard deviation σ, has
1. mean, μXn , equal to the mean of the population: μXn = μ .
2. standard deviation, σ Xn , equal to the standard deviation of the population divided by the
square root of the sample size: σ Xn =σ n .
3. (Central Limit Theorem) a shape that is normal if the population is normal; for other populations with finite mean and variance, the shape becomes more normal as n increases.