The sample mean distribution is the normal distribution of all sample means. Every data on the coordinate axis is the average value of a sample, and the average value of the sample average distribution is close to the average value of the population (expected m). The standard deviation is equivalent to the standard deviation of the sample mean distribution, which measures the discrete trend of all sample mean.
Normal curve
Bell-shaped, low at both ends, high in the middle and symmetrical left and right. Because its curve is bell-shaped, people often call it bell-shaped curve. If the random variable X obeys the normal distribution with a mathematical expectation of μ and a variance of σ2, it is recorded as N(μ, σ2). The expected value μ of probability density function with normal distribution determines its position, and its standard deviation σ determines its distribution amplitude. When μ = 0 and σ = 1, the normal distribution is standard normal distribution.