NO.PZ2022123001000088
问题如下:
There are three fat-tailed samples.The followings are their standard error of the sample mean and sample variance. Which sampling distribution of the sample mean has fatter tails?
选项:
解释:
With the knowing standard deviation and standard error, the sample size(n) is:
nA=4; nB=16; nC=9
According to the central limit theorem, a sampling distribution of the sample mean will be approximately normal only if the sample size n is large. As n increase, the sampling distribution of the the sample mean will has less fat tails. So A with a smallest size is correct.
As n increase, the sampling distribution of the the sample mean will has less fat tails.,这是为何,如何理解