4.3 Population distribution unknown and n<30
If the underlying distribution is unknown, and the sample size is small (i.e. n<30), then it is not possible to apply the Central Limit Theorem. In this situation, the distribution of the sample mean is unknown.
For example, suppose a random sample of n=20 is taken from from a population with unknown distribution that has with μ=5 and σ2=1, and a sample mean is calculated. In this situation, it is not possible to determine the distribution of ¯X.
Your turn:
Suppose a random sample of n=20 is taken from a population with an unknown distribution that has μ=7 and σ2=2.52. What is the distribution of ¯X? ¯X∼...The distribution is unknown