Central Limit Theory

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Definition

English

Central Limit Theory

The central limit theorem (CLT) states that the sum of a sufficiently large number of identically distributed independent random variables each with finite mean and variance will be approximately normally distributed (Rice 1995).

Portuguese

Teoria do Limite Central

O teorema do limite central diz que a soma de número de variáveis aleatórias independentes identicamente distribuídas com média e variância finita se aproxima de uma distribuição normal.

Reference

  • Estatística Básica (Bussab, Morettin, 2002)