If a random sample of n observations is drawn from a non-normal population withmean µ and standard deviation s, then the sampling distribution of sample meanx¯ is approximately normally distributed with mean µ, and variance s2/n when nis large (n 30).(If a population follows the normal distribution, the sampling distribution ofthe sample mean will also follow the normal distribution, no matter what samplesize is.)Note:1. population ⇠ Normal, ¯x ⇠ Normal exactly.population not Normal, when n 30, ¯x ⇠ Normal approximately.2. If population not Normal, but quite symmetry, the approximation is ok witha small n.3. If population is skewed, need n 30 to use approximation