central limit theorem
In statistics, any of several fundamental theorems in probability. Originally known as the law of errors, in its classic form it states that the sum of a set of independent random variables will approach a normal distribution regardless of the distribution of the individual variables themselves, given certain general conditions. Further, the mean (see mean, median, and mode) of the normal distribution will coincide with the (arithmetic) mean of the (statistical) means of each random variable.
This entry comes from Encyclopædia Britannica Concise.
For the full entry on central limit theorem, visit Britannica.com.
Seen & Heard
What made you look up central limit theorem? Please tell us what you were reading, watching or discussing that led you here.