Sampling Distribution of the Mean Prerequisites Introduction to Sampling Distributions, Variance Sum Law I Learning Objectives State the mean and variance of the sampling distribution of the mean Compute the standard error of the mean State the central limit theorem The sampling distribution of the mean was defined in the section introducing sampling distributions. This section reviews some important properties of the sampling distribution of the mean that were introduced in the demonstrations in this chapter. Mean The mean of the sampling distribution of the mean is the mean of the population from which the scores were sampled. Therefore, if a population has a mean, μ, then the sampling distribution of the mean is also μ. The symbol μM is used to refer to the mean of the sampling distribution of the mean. Therefore, the formula for the mean of the sampling distribution of the mean can be written as: μM = μ Variance The variance of the sampling distribution of the mean is computed as follows: That is, the variance of the sampling distribution of the mean is the population variance divided by N, the sample size (the number of scores used to compute a mean). Thus, the larger the sample size, the smaller the variance of the sampling distribution of the mean. The standard error of the mean is the standard deviation of the sampling distribution of the mean. It is therefore the square root of the variance of the sampling distribution of the mean and can be written as: The standard error is represented by a σ because it is a standard deviation. The subscript(M) indicates that the standard error in question is the standard error of the mean. Central Limit Theorem The central limit theorem states that: Given a population with a finite mean μ and a finite non-zero variance σ2, the sampling distribution of the mean approaches a normal distribution with a mean of μ and a variance of σ2/N as N, the sample size increases. The expressions for the mean and variance of the sampling distribution of the mean are not new or remarkable. What is remarkable is that regardless of the shape of the parent population, the sampling distribution of the mean approaches a normal distribution as N increases.