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Central Limit Theorem

★★★★☆Undergraduate

📖Definition

The Central Limit Theorem states that with sufficient sample size, the distribution of sample means approaches a normal distribution regardless of the original distribution.

📐Formulas

\barX ∼ N(μ, (σ²)/(n))

Distribution of sample mean (large n)

\frac\barX - μσ / √n → N(0, 1)

Standardized sample mean

✏️Examples

예제 1

When rolling a die 100 times, find P(3.3 ≤ mean ≤ 3.7).

📜History

Discovered by: Pierre-Simon Laplace (1810)

Laplace discovered it while studying normal approximation to binomial distribution.

Applications

Statistical Inference

Confidence intervals, hypothesis testing

Quality Control

Sampling inspection

Polling

Election prediction

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