Central Limit Theorem

Aim of the experiment

The experiment aims to provide the user an introduction to the Central Limit Theorem, its proof and how widely this theorem is applicable in real-life scenarios. More specifically, the experiment aims to :-

  • State and explain the central limit theorem with a few examples.
  • Provide the intuition and proof of the central limit theorem via characteristic functions and fourier transforms.
  • Develop an understanding of how to use central limit theorem in real life.
  • Help user visualize the CLT for various distributions and develop an inuitive understanding.