The sample average is a random variable and

The sample average is a random variable and

The sample average is a random variable and


A) is a single number and as a result cannot have a distribution.
B) has a probability distribution called its sampling distribution.
C) has a probability distribution called the standard normal distribution.
D) has a probability distribution that is the same as for the Y_1,... Y_n i.i.d. variables.

Answer: B