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The Central Limit Theorem

One remarkable fact about the normal distribution is the fact that if we took many samples of size n from a population having mean tex2html_wrap_inline2651 and variance tex2html_wrap_inline2693 (any distribution we want), then the population of tex2html_wrap_inline2643 's would be approximately normally distributed with mean tex2html_wrap_inline2651 and variance tex2html_wrap_inline3683 . The larger n is, the better the approximation is.

These facts are known collectively as the Central Limit Theorem and allow us to make inferences about population means using the normal distribution no matter what the distribution of the population being sampled from. See the ``Central Limit Theorem'' concept lab for more about this.



Jan Lethen
Wed Nov 13 16:20:46 CST 1996