What can we conclude when sampling from a normally distributed population? In other words, what can we conclude about samples drawn from a normally distributed population with mean equal to μ and standard deviation equal to σ ?

The followings hold true:

a.

The mean of x̄ or μ_{x̄} is equal to the mean of the population or μ.

μ_{x̄ = }μ

The standard deviation of x̄ or σ_{x̄} is equal to σ/√n assuming of course n/N ≤ 0.05

b. No matter what the value of n is, the shape of the sampling distribution of x̄ is also normally distributed.