The experiment consists of selecting a random sample \(\boldsymbol{X} = \left(X_1, X_2, \ldots, X_n\right)\) of size \(n\) from a specified distribution. The sample size \(n\) can be varied with an input control. The sampling distribution can be selected from the list box; the options are
For each distribution, the appropriate parameters can be varied with input controls. Random variable \(M\) is the sample mean and random variable \(S\) the sample standard deviation. The top graph shows the probability density function of the selected distribution and the bottom graph the probability density function of the sample mean \(M\).