NO.PZ2022123001000088
问题如下：
There are three fat-tailed samples.The followings are their standard error of the sample mean and sample variance. Which sampling distribution of the sample mean has fatter tails?
选项：
Standard error of the sample mean
Sample variance
5
100
2
64
3
81
解释：
With the knowing standard deviation and standard error, the sample size(n) is:
nA=4; nB=16; nC=9
According to the central limit theorem, a sampling distribution of the sample mean will be approximately normal only if the sample size n is large. As n increase, the sampling distribution of the the sample mean will has less fat tails. So A with a smallest size is correct.
As n increase, the sampling distribution of the the sample mean will has less fat tails.，这是为何，如何理解
