For a population where the distribution is unknown, the sampling distribution of the sample mean will be b which is approximately normal for all sample sizes.
Given options regarding sample sizes.
We have to choose the correct option which shows the sample mean characteristics when the distribution is unknown.
Based on the central limit theorem the sampling distribution of the sample mean for either skewed variable ir normally distributed variable can be approximated given the mean and standard deviation.
The central limit theorem is said to be true when n greater than or equal to 30.
When n is greater than 30 ,z test is used, when n is less than 30 ,t test is used.
Hence for a population where the distribution is unknown ,the sampling distribution of the sample mean will be approximately normal for all sample sizes.
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Question is incomplete as it includes options in a right way:
1)exactly normal for large sample,
2) approximately normal for all sample sizes,
3) exactly normal for all sample sizes.