Sampling distribution of the mean

Echoing these recommendations, articles describe how to simulate the SDM using a wide variety
of physical objects, a graphing calculator, or a computer. The demonstrations tend to use skewed
or bimodal populations, so that students are impressed with the counter-intuitive result.
Invariably, the authors anticipate that “the student will observe that the center of the distribution
remains about the same and the distribution becomes narrower. That is, as sample size gets larger
the approximations to the mean do not get better, but the variability about the mean decreases.”
(Koehler 2006, pp. 264-265).