Now, let's plot the frequency distribution of these sample means calculated on successive random samples of 25 subjects.

We can see very clearly that this distribution of sample means is close to a normal distribution. The mean of this distribution of sample means (3.02) is quite close to the population mean (μ=3.00 ). The standard deviation of this distribution, though, is much smaller (.28) than the population standard deviation (σ=1.41).

Now, let's compare this distribution to what we saw when each sample had only 5 subjects.