Take a population and compute its mean. Repeatedly - draw a random sample
and compute its mean. Note that the sample means are distributed normally
and their mean tends towards the population mean.
Population
Distribution
Size N 1000
Seed
.
Each dot is one value. The red line is its true mean.
Sample
Size n 30
Repeat k 200
Replace
.
No samples yet. Draw some, and the histogram of their means will build
up here.