The Normal Distribution
Scores (x) of many different variables approximate a normal distribution
If we know the mean and standard deviation of a distribution of scores we can use z-scores to look up the probability associated with observing any particular score.
For example:
IQ scores are normally distributed with a mean = 100 and s = 16. If we randomly sample from the population what is the probability that has an IQ of 124 or greater?
This is the foundation of inferential statistics. In inferential statistics we use a sample to draw inferences or test our hypotheses about a population of scores.
Typically we use a sample size that is greater than 1 and compare our sample mean to what we believe to be the case about a population. To do this we need to consider how sample means are distributed.
Sampling Distribution of the Mean
probability distribution of sample meansWith large sample sizes the probability of sample means always approximates a normal distribution
Consider the following example:
If a population consists of N = 4 scores (1,2,3,4) and is uniform (i.e., all scores have the same frequency, 1) then
m = (1 + 2 + 3 + 4) / 4 = 2.5
= 1.118
Histogram of the population:

How many samples of n = 2 can be drawn with replacement?
4 x 4 = 16
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Now consider how the population of sample means (n = 2) are distributed.
mmeans = 2.5 Notice that this is the same value as the mean of scores.
smeans = .791 Notice that this value is less than the value as the s of scores
and actually equals:
![]()
= 1.118/1.41 = .791
Sampling Distribution of the Sample Means (n =2)
What happens as n is increased?
If the mean of IQ scores is 100 and s = 16 what is that probability that if we sampled 2 people their mean IQ would be 124 or greater?