Question: For large sample size (n), verify that there is a (50-50) chance that the mean of a random sample from an infinite population with the

For large sample size \(n\), verify that there is a \(50-50\) chance that the mean of a random sample from an infinite population with the standard deviation \(\sigma\) will differ from \(\mu\) by less than \(0.6745 \cdot \sigma / \sqrt{n}\). It has been the custom to refer to this quantity as the probable error of the mean.

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