The central limit theorem states that as the sample size becomes larger, the sampling distribution of sample means tends toward the normal distribution, and that the mean of this normal distribution is μ, the population mean, and that the standard deviation is σ (this value is known as the standard error of the sample mean). This sampling distribution will tend toward normality regardless of the shape of the population distribution from which the samples were drawn. Figure 2.8 demonstrates how such a sampling distribution might appear.