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Successive Sampling
Frequency distributions of sample means quickly approach the shape of a normal distribution, even if we are taking relatively few, small samples from a population that is not normally distributed.
As we randomly select more and more samples from the population, the distribution of sample means becomes more normally distributed and looks smoother.
With " infinite" numbers of successive random samples, the sampling distributions all have a normal distribution with a mean that is equal to the population mean (μ).
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