Rule-of-thumb sample size for a z-test
Question
By the usual Central Limit Theorem rule of thumb, how large should a sample be before the sampling distribution of the mean is treated as normal enough to justify a z-test?
Short answer
. The conventional guideline is ; beyond that the sample mean is close to normal for most populations, and and results become nearly identical, converging as grows.
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Open the worked solutionLessons behind this question
- The Central Limit Theorem
- The Weak Law of Large Numbers and Convergence in Probability
- Populations, Samples, and Sampling Distributions
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