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The distribution of sample means is not always a normal distribution under what circumstances

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The distribution of sample means will not be normal when it is grounded on small samples (n < 30) carefully chosen from a population that is not normal because if n < 30, you would the use the t distribution. Normal distribution would only be use if the sample size is large. Large in this case relies on the requirements for accuracy and the shape of the underlying population.

User Vexter
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