Z = (score - mean)/standard error of the mean
SEm = SD/√(n-1) (or to make it easier, n)
Find table in the back of your statistics text labeled something like "areas under normal distribution" to find the probabilities related to these Z scores.
Given a normal population with ì = 40 and ó = 8, what is the probability of obtaining a sample mean between 39 and 41 for a sample of n = 16 scores?
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