Meaning of CENTRAL LIMIT THEOREM in English

CENTRAL LIMIT THEOREM

In statistics, any of several fundamental theorems in probability .

Originally known as the law of errors, in its classic form it states that the sum of a set of independent random variables will approach a normal distribution regardless of the distribution of the individual variables themselves, given certain general conditions. Further, the mean (see mean, median, and mode ) of the normal distribution will coincide with the (arithmetic) mean of the (statistical) means of each random variable.

Britannica Concise Encyclopedia.      Краткая энциклопедия Британика.