The central limit theorem (CLT) states that the distribution of sample means approximates a normal distribution as the sample size gets larger, regardless of the population's distribution
Procedure:
Use the drop-down menu to select the original distribution. You can choose between Uniform, Exponential, Poisson and Gaussian
Use the slider for Sample Size to vary the sample size.
Use the slider for Number of samples to vary the number of samples.
Notice how the sample means distribution converges to a gaussian distribution as number of samples increase, irrespective of the Original Distribution
Also observe that as long as the Sample size is sufficiently high, the convergence of sample means distribution to Gaussian is not affected.
Demonstration of Central Limit Theorem
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1000
Observations
Observe how the distribution of sample means converges to Gaussian distribution as number of samples are increased.