Answer:
True
Explanation:
Assume the following
Mean is represented by μ
Standard deviation by σ
Sample mean by x
Sample Size by n
Given that all possible values of a random variable calculated from a sample of size n with a population mean and standard deviation μ and σ, respectively, it's known that the sampling distribution of the sample mean x is its probability distribution.
Having said that, assume that a simple random sample of size n is drawn from a large population with mean μ and standard deviation σ, as stated above.
The sampling distribution of x will be distributed normally as long as the random variable is normally distributed.