Probability
Central limit theorem
Take a sample, average it, and repeat. Whatever the shape of the source data, the averages pile up into a bell curve as the sample size grows.
Draw some samples to start.
Each bar counts how many sample means landed in that range. The purple line is the normal curve the theorem predicts; the dashed line marks the true mean.
- Samples drawn
- Mean of means
- Expected mean
- Spread of means
- Expected spread (σ/√n)