Question

Which of the following sample sizes for a large number of samples taken from a population will result in the sample means most closely approximating a normal distribution?

A. 22
B. 12
C. 2
D. 32

Answer 1

In Statistics class, I was taught at least 30 should be the sample size. I cannot find a theorem or justification for that.

Take a look at the Central Limit Theorem for insight.

I hope @kropot72 will visit this thread and verify or correct the "at least 30" idea.

@itsme23

Answer 2

The \(n\ge\)30 is the general rule to approximate most populations as normal.
If the population is symmetrical and resembles a normal distribution(or is actually normal), an even smaller size could be used.