central limit theorem


central limit theorem

noun

Definition of CENTRAL LIMIT THEOREM

:  any of several fundamental theorems of probability and statistics that state the conditions under which the distribution of a sum of independent random variables is approximated by the normal distribution; especially :  one which is much applied in sampling and which states that the distribution of a mean of a sample from a population with finite variance is approximated by the normal distribution as the number in the sample becomes large

First Known Use of CENTRAL LIMIT THEOREM

1951

central limit theorem

noun    (Concise Encyclopedia)

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.

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