Central limit theorem

Proper noun

Definitions

1.Proper nounThe theorem that states that if the sum of independent identically distributed random variables has a finite variance, then it will be approximately normally distributed.

2.NounAny of various similar theorems.

Synonyms

limit comparison test law of large numbers homoscedasticity chebyshev's inequality limit superlimit standard normal distribution inverse limit bilimit continuous function law of averages confidence limits

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