If random variables X1 X2 X3 Xn follows Normal01 distributi

If random variables X1, X2, X3, ... Xn follows Normal(0,1) distribution, the mean (of X1, X2, X3, ... Xn) will be normally distributed.

Solution

TRUE.

For ANY distribution, and that includes normal distribution (of course), the distribution of the sample means will be approximately normally distributed if repeated many times. Thus, the approximation improves with larger samples.