The mean of the sampling distribution of the sample mean will always be the same as the mean of the original non-normal distribution. Mu_ bar xmu m. To calculate sample variance.
We can however make some statements about the likely characteristics of a random sample of a given size.
The mean of the sampling distribution of the sample mean will always be the same as the mean of the original non-normal distribution. How to calculate the sample mean 1. When a sequence of normally distributed variables X_1 X_2 X_n is averaged we get the sample mean bar X frac1nsum_i1n X_i Since any linear combination of normal variables is also normal the sample mean bar X is also normally distributed assuming that each X_i is normally distributed. Calculating the sample mean and standard deviation using CLT Central Limit Theorem depends upon the population mean population standard deviation and the sample size of the data.