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If the sample size is only one, then the distribution of the average of samples will not approach a [[Normal distribution]], but will approach the distribution of the underlying probability function. But as the sample size increases, the distribution of their averages increasingly approaches a Normal distribution.
If the sample size is only one, then the distribution of the average of samples will not approach a [[Normal distribution]], but will approach the distribution of the underlying probability function. But as the sample size increases, the distribution of their averages increasingly approaches a Normal distribution.
[[category:Probability and Statistics]]
[[Category:Probability and Statistics]]