Central Limit Theorem

For i.i.d. distributed random variable X1,X2,.. with a common expected value µ and variance σ2

aims for n→∞ to the standard normal distribution N(0,1) in distribution.

To illustrate this the Xi will be replaced by simulated random number of the chosen distribution. The relative frequencies fo the calculated Yn will be displayed, they aim to the density of N(0,1) very fast.

Distribution family
 
Distribution parameters
 
Samples