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Central Limit Theorem
The central limit theorem is a fundamental theorem of statistics. It prescribes that the sum of a sufficiently large number of independent and identically distributed random variables approximately follows a normal distribution.
History of the Central Limit Theorem
The term central limit theorem most likely traces back to Georg Pólya. As he recapitulated at the beginning of an article published in 1920, it was “generally known that the appearance of the Gaussian probability density exp (–x2)” in a great many situations “can be explained by one and the same limit theorem” which plays “a central role in probability theory.” Pierre-Simon Laplace had discovered the essentials of this fundamental theorem in 1810, and with the designation central limit theorem of probability theory, which was even emphasized in the ...
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