Small Sampling Theory
q When the sample size is smaller than about 30 (N<30), we
can not use the normal distribution to describe the
variability in the sample means.
q With small sample sizes, we cannot assume that the
sample-estimated standard deviation (s) is a good
approximation to the true standard deviation of the
population (s).
q The quantity            no longer follows the standard normal
distribution.
q In stead, the probability distribution of the small sample
means follows the “Student’s t distribution”.