One of the most difficult concepts for statistics students is the standard error of the mean. To improve understanding of this concept, 1 group of students used a hands-on procedure to sample from small populations representing either a true or false null hypothesis. The distribution of 120 sample means (n =3) from each population had standard errors that closely approximated those of the theoretical sampling distributions, thereby illustrating how the Central Limit Theorem provides a standard error to use for hypothesis testing. Performance on an exam about the standard error of the mean was significantly better for the students who had completed this exercise than for students in a control group.
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