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

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

Marked as best answer by tattoo_guy58

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This is great. Thanks