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Sahithyan's S2
Sahithyan's S2 β€” Methods of Mathematics

Central Limit Theorem

Definition

The probability distribution of sample mean will be normal or nearly normal, if the sample size is large enough.

Generally, sample size of 30 is considered large enough.

Suppose random sample observations are taken from an infinite population, with and . This sampling distribution of β€œthe mean of ” (say ) can be specified as: