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The standard deviation of the sampling distribution is the population standard deviation divided by:

AThe square root of n
BThe value of n itself
CThe square of n
DTwice the value of n
Answer & Solution
Correct answer: A. The square root of n
1. Averages vary less than individual observations do. 2. Standard deviation is the square root of variance. 3. The standard deviation of the sampling distribution is the standard deviation of the original distribution divided by the square root of n. 4. That shrinking spread is exactly why bigger samples give tighter estimates. _Source: OpenStax Introductory Statistics 2e (CC BY 4.0), Ch 7 'The Central Limit Theorem', sections 7.1-7.3_
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