Question: Let (X1,X2, ...,Xn) be a random sample from a large population. Which of the following statements regarding the sampling distribution of the sample mean (i.e.

Let (X1,X2, ...,Xn) be a random sample from a large population. Which of the following statements regarding the sampling distribution of the sample mean (i.e. X) is/ are true? I) The mean of the sampling distribution of the sample mean (Le. X ) is equal to the mean of the original population (pt). II) The standard deviation of the sampling distribution of the sample mean (i.e. X ) is equal to the standard deviation of the original population (0'). III) If you increase the sample size: the observed sample mean (:8) will always get closer to u, the population mean

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