My question has to do with being able to express the distribution of sample
means taken over a finite fraction f of a population.
For example, consider a standard normal distribution. What will be the
standard deviation of the sample means for a sample containing a fraction f
of the population, expressed as a function of f and the standard deviation
of the underlying distribution? I would really appreciate a reference to a
derivation of this expression, if one is available.
Thanks.
Peter Lert
Fidelity Management & Research Co.
Boston, MA
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