Central Limit Theorem

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A-Levels Further Mathematics Note on Central Limit Theorem, created by Alex Burden on 30/03/2017.
Alex Burden
Note by Alex Burden, updated more than 1 year ago
Alex Burden
Created by Alex Burden almost 7 years ago
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Let X be any random variable with mean μ and variance σ^2.Let X̅ be the mean of a random sample of n independent observations of X.NB: This does NOT have to be from a Normal Distribution.Providing n is large (>30), X̅ is approximately normally distributed with mean μ and variance σ^2/n.X̅~N(μ,σ^2/n)

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