central limit theorem


noun Statistics.

any of several theorems stating that the sum of a number of random variables obeying certain conditions will assume a normal distribution as the number of variables becomes large.

Origin of central limit theorem

First recorded in 1950–55

British Dictionary definitions for central limit theorem

central limit theorem

noun

statistics the fundamental result that the sum (or mean) of independent identically distributed random variables with finite variance approaches a normally distributed random variable as their number increases, whence in particular if enough samples are repeatedly drawn from any population, the sum of the sample values can be thought of, approximately, as an outcome from a normally distributed random variable