“The mean of a population has an expected value of
, known as the population mean. The sample mean makes a good estimator of the population mean, as its expected value is the same as the population mean. The sample mean of a population is a random variable, not a constant, and consequently it will have its own distribution. For a random sample of
observations from a normally distributed population, the sample mean distribution is
.”
~Wikipedia (http://bit.ly/I72ocy)