Which of the Following Statements About the Sampling Distribution of the Sample

Multiple Choice

Which of the following statements about the sampling distribution of the sample mean is incorrect?

A) The mean of the sampling distribution is $\mu$ .
B) The sampling distribution is generated by repeatedly taking samples of size $n$ and computing the sample means.
C) The standard deviation of the sampling distribution is $\sigma$ .
D) The sampling distribution is approximately normal whenever the sample size is sufficiently large $( n \geq 30 )$ .