Assume that a test is given to a large number of people but we do not yet know their scores or the shape of the score distribution. Can we be sure that the sampling distribution of the mean for this test will be normally distributed? Why or why not?

Answered in a later post.

To determine whether the sampling distribution of the mean for a test will be normally distributed, we need to examine a few key factors.

The Central Limit Theorem states that, under certain conditions, the sampling distribution of the mean tends to be approximately normal, regardless of the shape of the population distribution. The conditions for this theorem include:

1. Independence: The individual scores in the sample should be independent of each other.
2. Sufficient Sample Size: The sample size needs to be large enough, typically considered to be at least 30. This ensures that the sample mean distribution approaches normality.
3. Finite Population Size (if sampling is done without replacement): If the population is infinite or the sample size is small relative to the population size, this condition is typically waived.

Given these conditions, if the test is a simple random sample from the population, and the sample size is sufficiently large, we can reasonably assume that the sampling distribution of the mean for the test will be approximately normally distributed.

However, if any of these conditions are violated, the sampling distribution may depart from normality. For example, if the population distribution is heavily skewed or has outliers, the normality assumption may not hold even when the sample size is large.

In summary, while the Central Limit Theorem provides a general guideline that the sampling distribution of the mean tends to be approximately normal, it is crucial to consider the specific conditions and characteristics of the population and sample to determine whether the assumption of normality is valid.