Meaning of CENTRAL LIMIT THEOREM in English

CENTRAL LIMIT THEOREM

In statistics, any of several fundamental theorems in

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 {{link=normal distribution">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 English dictionary.      Английский словарь Британика.