Sample mean is distributed with mean \(\mu\) and sd \(\frac{\sigma}{\sqrt{n}}\) (approaches these values for increasing sample size \(n\)).
+ For a new distribution with mean of \(n\) trials, \(\operatorname{E}(X^\prime) = \operatorname{E}(X), \quad \operatorname{sd}(X^\prime) = \dfrac{\operatorname{sd}(X)}{\sqrt{n}}\)
+
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