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Suppose $X \sim N(\mu, \sigma^2)$. After $n$ independent draws $\bar{X} \sim N(\mu, \frac{\sigma^{2}}{n})$. I am assuming that each draw contains $n$ numbers? Because if each draw only had one number then we would only have one mean.

Loby
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  • Very closely related: [How does the standard error work?](http://stats.stackexchange.com/questions/33547/). – whuber Oct 25 '12 at 20:15

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You are assuming the $i$-th draw, denoted by $X_i$, is one number. $\bar{X}$ is defined to be $\frac{1}{n}\sum_{i=1}^n X_i$: you have one mean for the entire sample $X_1,\ldots,X_n$.

madness
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