The Central Limit Theorem

Instructions

The central limit theorem states that the distribution of the sample mean is approximately normal, even if the population distribution is not normal. Some technical conditions need to be met for the CLT to hold (see Wikipedia).

Use the dropdown above to select a population distribution, and the slider to increase or decrease the number of data points in the sample.

  1. How many data points does it take before the distribution of the sample mean becomes approximately normal?
  2. What goes wrong for the Cauchy distribution?