When a great many simple random samples of size n are drawn from a population that is normally distributed,the sampling distribution of the sample mean is normal regardless of the sample size n.

Normally Distributed

A data distribution that is symmetrically shaped like a bell curve, with most data points clustering around a central mean value.

Sampling Distribution

The probability distribution of a statistic based on a large number of samples or simulations.

Sample Size

The number of observations or participants used in a study or experiment.