- 中心极限定理,Central limit theorem (CLT)
在适当的条件下,大量相互独立随机变量的均值经适当标准化后依分布收敛于正态分布。
The distribution of an average tends to be Normal, even when the distribution from which the average is computed is decidedly non-Normal. Furthermore, the limiting normal distribution has the same mean as the parent distribution AND variance equal to the variance of the parent divided by the sample size.
This expresses the idea that when you take a bunch of random numbers from almost any distribution and add them together, you will get something approximately normally distributed. The more numbers you add together, the more normally distributed it gets.
If I generate 12 of them and add them together, and do this 1000 times and plot a histogram, I get something like this
这组定理是数理统计学和误差分析的理论基础,指出了大量随机变量之和近似服从正态分布的条件。