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 standard deviation of the sampling distribution of the sample mean is equal to σ.
B) The sampling distribution of the sample mean is generated by repeatedly taking samples of size n and computing the sample means.
C) The mean of the sampling distribution of the sample mean is equal to μ.
D) The sampling distribution of the sample mean is approximately normal whenever the sample size is sufficiently large (n ≥ 30) .