Definition: The central limit theorem (CLT) states that the sampling distribution of the sample mean approximates a normal distribution as the sample size becomes large, regardless of the population's distribution shape, provided certain conditions are met.
Purpose: Enables estimation of population parameters from sample statistics and simplifies statistical inference.
The calculator uses the following formulas:
Steps:
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Example:
Q: What sample size is large enough?
A: Generally, n ≥ 30 is considered sufficient, though it depends on the population distribution.
Q: Does CLT apply to all distributions?
A: Yes, for large sample sizes, though the population should have a finite variance.
Q: What if σ is unknown?
A: The sample standard deviation (s) from the data can be used as an estimate.