% ESTIMATED SAMPLING DISTRIBUTION FOR THE MEAN OF A N(0,1) R.V. 

clc;
n = 3;
m = 500
z = zeros(m,1);
 
for ii = (1:1:m)
  x = randn(n,1);
  xbar = mean(x);
  z(ii,1) = xbar;
end

hist(z,20);
xlim([-2,2]);
set(gca,'XTick',(-2:0.5:2));
title(['Estimated Sampling Distribution (n = ',num2str(n),') for the Mean of a N(0,1) R.V.']);