Since the Central Limit Theorem States That a Normal Distribution

Since the central limit theorem states that a normal distribution of sample means will result from virtually any underlying distribution,all of the following are true except ________.

A) approximately 75% of the sample means will be between ±2 standard errors of μ
B) approximately 99% of the sample means will be between ±3 standard errors of μ
C) approximately 95% of the sample means will be between ±2 standard errors of μ
D) approximately 68% of the sample means will be between ±1 standard errors of μ

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