Abstract
We have already seen that many distributions approach the normal distribution in some limit of large numbers. We will now discuss a very general theorem on this point, the central limit theorem. The normal distribution is the most important probability distribution precisely because of this theorem. We also will find that occasionally in regions of physical interest the assumptions fail and the normal distribution is not approached.
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© 2001 Springer-Verlag New York, Inc.
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Roe, B.P. (2001). The Central Limit Theorem. In: Probability and Statistics in Experimental Physics. Undergraduate Texts in Contemporary Physics. Springer, New York, NY. https://doi.org/10.1007/978-1-4684-9296-5_11
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DOI: https://doi.org/10.1007/978-1-4684-9296-5_11
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4419-2895-5
Online ISBN: 978-1-4684-9296-5
eBook Packages: Springer Book Archive