Third, an instructor could use simulation only to introduce the Central Limit Theorem, justifying the first two properties by example or mathematical methods. For example, students could construct an exact sampling distribution from a small population, verifying that μXn = μ and σ Xn =σ n . A caveat about this approach is that, when students list all possible samples from a finite population to justify that σ Xn =σ n , their instructor would be forced to be explicit that the sampling must be done with replacement, which students find unrealistic and hence unconvincing. The finite population issue can be dodged by using a probability distribution such as the mean of the rolls of two dice, but introductory students see such a distribution as different from a sampling distribution. While mathematical proofs are beyond the introductory course,